JGPI.DE vs. JREU.DE
JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) and JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both Large Cap Blend Equities funds from JPMorgan. JGPI.DE is actively managed, while JREU.DE is passively managed. Over the past year, JGPI.DE returned -0.98% vs 24.62% for JREU.DE. At a 0.36 correlation, their price movements are largely independent. JGPI.DE charges 0.35%/yr vs 0.20%/yr for JREU.DE.
Performance
JGPI.DE vs. JREU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JGPI.DE achieves a -1.21% return, which is significantly lower than JREU.DE's 10.64% return.
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREU.DE
- 1D
- -0.14%
- 1M
- 4.62%
- YTD
- 10.64%
- 6M
- 10.88%
- 1Y
- 24.62%
- 3Y*
- 18.34%
- 5Y*
- 14.71%
- 10Y*
- —
JGPI.DE vs. JREU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.64% | 3.77% | 32.09% | 2.08% |
Correlation
The correlation between JGPI.DE and JREU.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.36 |
The correlation between JGPI.DE and JREU.DE shifts across timeframes, from 0.21 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JGPI.DE vs. JREU.DE — Risk / Return Rank
JGPI.DE
JREU.DE
JGPI.DE vs. JREU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) and JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE). 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.
| JGPI.DE | JREU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.27 | ||
| Sortino ratioReturn per unit of downside risk | -3.04 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.40 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 3.60 | -3.72 |
| Martin ratioReturn relative to average drawdown | -0.32 | 13.47 | -13.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JGPI.DE | JREU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 2.15 | -2.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.95 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.90 | -0.44 |
Drawdowns
JGPI.DE vs. JREU.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.10%, smaller than the maximum JREU.DE drawdown of -34.39%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and JREU.DE.
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Drawdown Indicators
| JGPI.DE | JREU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.10% | -34.39% | +22.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -6.81% | -1.37% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.38% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.38% | — |
Current DrawdownCurrent decline from peak | -8.94% | -0.49% | -8.45% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.52% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 1.82% | +1.23% |
Volatility
JGPI.DE vs. JREU.DE - Volatility Comparison
JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) and JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) have volatilities of 2.53% and 2.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGPI.DE | JREU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 2.53% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 7.43% | -2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 11.42% | -3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 15.28% | -5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 17.23% | -7.64% |
JGPI.DE vs. JREU.DE - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is higher than JREU.DE's 0.20% expense ratio.
Dividends
JGPI.DE vs. JREU.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.85%, while JREU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JGPI.DE and JREU.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREU.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREU.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JGPI.DE.
Their fees differ too: 0.35% for JGPI.DE and 0.20% for JREU.DE.
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