JGPI.DE vs. JQUA
Compare and contrast key facts about JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) and JPMorgan U.S. Quality Factor ETF (JQUA).
JGPI.DE and JQUA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JGPI.DE is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023. JQUA is a passively managed fund by JPMorgan Chase that tracks the performance of the JP Morgan US Quality Factor Index. It was launched on Nov 8, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JGPI.DE or JQUA.
Key characteristics
| JGPI.DE | JQUA | |
|---|---|---|
| YTD Return | 16.17% | 24.21% |
| Daily Std Dev | 7.44% | 11.32% |
| Max Drawdown | -2.98% | -32.92% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JGPI.DE and JQUA is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
JGPI.DE vs. JQUA - Performance Comparison
In the year-to-date period, JGPI.DE achieves a 16.17% return, which is significantly lower than JQUA's 24.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JGPI.DE vs. JQUA - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is higher than JQUA's 0.12% expense ratio.
Risk-Adjusted Performance
JGPI.DE vs. JQUA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) and JPMorgan U.S. Quality Factor ETF (JQUA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Not enough dataDividends
JGPI.DE vs. JQUA - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 4.89%, more than JQUA's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 4.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JQUA JPMorgan U.S. Quality Factor ETF | 1.14% | 1.22% | 1.59% | 1.32% | 1.44% | 1.67% | 2.10% | 0.39% |
Drawdowns
JGPI.DE vs. JQUA - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -2.98%, smaller than the maximum JQUA drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and JQUA. For additional features, visit the drawdowns tool.
Volatility
JGPI.DE vs. JQUA - Volatility Comparison
The current volatility for JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) is 2.70%, while JPMorgan U.S. Quality Factor ETF (JQUA) has a volatility of 3.36%. This indicates that JGPI.DE experiences smaller price fluctuations and is considered to be less risky than JQUA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.