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JGPI.DE vs. JQUA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JGPI.DE vs. JQUA

Last updated Jun 26, 2026

JGPI.DE (JPM Global Equity Premium Income Active UCITS ETF - USD (dist)) and JQUA (JPMorgan U.S. Quality Factor ETF) are both Large Cap Blend Equities funds from JPMorgan. JGPI.DE is actively managed, while JQUA is passively managed. Over the past year, JGPI.DE returned 4.10% vs 24.61% for JQUA. At a 0.33 correlation, their price movements are largely independent. JGPI.DE charges 0.35%/yr vs 0.12%/yr for JQUA.

Performance

JGPI.DE vs. JQUA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) and JPMorgan U.S. Quality Factor ETF (JQUA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JGPI.DE is traded in EUR, while JQUA is traded in USD. To make them comparable, the JQUA values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, JGPI.DE achieves a 1.25% return, which is significantly lower than JQUA's 16.78% return.

JGPI.DE

1D
0.00%
1M
1.05%
YTD
1.25%
6M
1.38%
1Y
4.10%
3Y*
—
5Y*
—
10Y*
—

JQUA

1D
0.97%
1M
3.22%
YTD
16.78%
6M
15.54%
1Y
24.61%
3Y*
18.02%
5Y*
14.43%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

JGPI.DE vs. JQUA - Yearly Performance Comparison

2026 (YTD)202520242023
JGPI.DE
JPM Global Equity Premium Income Active UCITS ETF - USD (dist)		1.25%-0.67%14.32%-1.40%
JQUA
JPMorgan U.S. Quality Factor ETF		16.78%-1.56%29.21%1.50%

Correlation

The correlation between JGPI.DE and JQUA is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2023

0.33

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JPM Global Equity Premium Income Active UCITS ETF - USD (dist)

JPMorgan U.S. Quality Factor ETF

Often compared with JGPI.DE:
JGPI.DE vs. JEPIJGPI.DE vs. TDIV.ASJGPI.DE vs. JGGI.LJGPI.DE vs. JEIP.LJGPI.DE vs. VUAA.LJGPI.DE vs. QYLDJGPI.DE vs. TSWE.DE
Often compared with JQUA:
JQUA vs. SPHQJQUA vs. VFQYJQUA vs. CGDVJQUA vs. SCHDJQUA vs. FQALJQUA vs. VIGJQUA vs. QUS

Return for Risk

JGPI.DE vs. JQUA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JGPI.DE
JGPI.DE Risk / Return Rank: 1414
Overall Rank
JGPI.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
JGPI.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
JGPI.DE Omega Ratio Rank: 1313
Omega Ratio Rank
JGPI.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
JGPI.DE Martin Ratio Rank: 1515
Martin Ratio Rank
JQUA
JQUA Risk / Return Rank: 6666
Overall Rank
JQUA Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JQUA Sortino Ratio Rank: 6363
Sortino Ratio Rank
JQUA Omega Ratio Rank: 5959
Omega Ratio Rank
JQUA Calmar Ratio Rank: 7070
Calmar Ratio Rank
JQUA Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JGPI.DE vs. JQUA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

JGPI.DEJQUADifference
Sharpe ratioReturn per unit of total volatility
0.41
2.08

-1.67

Sortino ratioReturn per unit of downside risk
0.64
2.77

-2.13

Omega ratioGain probability vs. loss probability

1.07

1.38

-0.30

Calmar ratioReturn relative to maximum drawdown

0.45

4.26

-3.81

Martin ratioReturn relative to average drawdown

1.22

14.36

-13.14

JGPI.DE vs. JQUA - Sharpe Ratio Comparison

The current JGPI.DE Sharpe Ratio is 0.41, which is lower than the JQUA Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of JGPI.DE and JQUA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

JGPI.DE vs. JQUA - Drawdown Comparison

The maximum JGPI.DE drawdown since its inception was -12.12%, smaller than the maximum JQUA drawdown of -32.41%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and JQUA.

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Drawdown Indicators

JGPI.DEJQUADifference

Max Drawdown

Largest peak-to-trough decline

-12.12%

-32.41%

+20.29%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

-5.80%

-3.29%

Max Drawdown (3Y)

Largest decline over 3 years

—

-22.05%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-22.05%

—

Current Drawdown

Current decline from peak

-6.77%

0.00%

-6.77%

Average Drawdown

Average peak-to-trough decline

-4.51%

-4.34%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

1.72%

+1.62%

Volatility

JGPI.DE vs. JQUA - Volatility Comparison

The current volatility for JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) is 3.47%, while JPMorgan U.S. Quality Factor ETF (JQUA) has a volatility of 4.58%. 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.

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Volatility by Period

JGPI.DEJQUADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

4.58%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.14%

9.01%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

10.08%

11.93%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.32%

15.67%

-5.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.32%

18.50%

-8.18%

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.

Dividends

JGPI.DE vs. JQUA - Dividend Comparison

JGPI.DE's dividend yield for the trailing twelve months is around 8.12%, more than JQUA's 1.10% yield.

PositionTTM202520242023202220212020201920182017
JGPI.DE
JPM Global Equity Premium Income Active UCITS ETF - USD (dist)		8.12%8.08%6.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JQUA
JPMorgan U.S. Quality Factor ETF		1.10%1.19%1.24%1.21%1.60%1.32%1.44%1.67%2.10%0.40%

Frequently Asked Questions

JGPI.DE and JQUA have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JQUA is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JQUA is cheaper with a 0.12% expense ratio, compared with 0.35% for JGPI.DE.

Their fees differ too: 0.35% for JGPI.DE and 0.12% for JQUA.

Portfolio Optimizer

Find the right allocation for JGPI.DE and JQUA

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