JGPI.DE vs. SPYW.DE
JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) and SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) are both exchange-traded funds - JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan, while SPYW.DE is a Europe Equities fund tracking the S&P Euro High Yield Dividend Aristocrats. JGPI.DE is actively managed, while SPYW.DE is passively managed. Over the past year, JGPI.DE returned -0.98% vs 7.88% for SPYW.DE. At a 0.33 correlation, their price movements are largely independent. JGPI.DE charges 0.35%/yr vs 0.30%/yr for SPYW.DE.
Performance
JGPI.DE vs. SPYW.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 SPYW.DE's 5.36% return.
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPYW.DE
- 1D
- 0.09%
- 1M
- -0.36%
- YTD
- 5.36%
- 6M
- 7.28%
- 1Y
- 7.88%
- 3Y*
- 13.21%
- 5Y*
- 8.07%
- 10Y*
- 6.79%
JGPI.DE vs. SPYW.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% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 5.36% | 20.24% | 8.29% | 1.54% |
Correlation
The correlation between JGPI.DE and SPYW.DE 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 8, 2023 | 0.33 |
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Return for Risk
JGPI.DE vs. SPYW.DE — Risk / Return Rank
JGPI.DE
SPYW.DE
JGPI.DE vs. SPYW.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 SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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 | SPYW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.14 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 0.98 | -1.10 |
| Martin ratioReturn relative to average drawdown | -0.32 | 3.14 | -3.46 |
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 | SPYW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 0.74 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.60 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.53 | -0.07 |
Drawdowns
JGPI.DE vs. SPYW.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.10%, smaller than the maximum SPYW.DE drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and SPYW.DE.
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Drawdown Indicators
| JGPI.DE | SPYW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.10% | -38.68% | +26.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -7.99% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.64% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.97% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.68% | — |
Current DrawdownCurrent decline from peak | -8.94% | -2.54% | -6.40% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -5.62% | +1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.50% | +0.55% |
Volatility
JGPI.DE vs. SPYW.DE - Volatility Comparison
The current volatility for JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) is 2.53%, while SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) has a volatility of 2.92%. This indicates that JGPI.DE experiences smaller price fluctuations and is considered to be less risky than SPYW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGPI.DE | SPYW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 2.92% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 8.76% | -3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 10.65% | -2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 13.27% | -3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 14.88% | -5.29% |
JGPI.DE vs. SPYW.DE - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is higher than SPYW.DE's 0.30% expense ratio.
Dividends
JGPI.DE vs. SPYW.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.85%, more than SPYW.DE's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 3.60% | 4.07% | 3.67% | 3.31% | 3.62% | 2.78% | 3.05% | 3.10% | 3.74% | 3.15% | 2.97% | 2.99% |
Frequently Asked Questions
JGPI.DE and SPYW.DE 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, SPYW.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYW.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for JGPI.DE.
JGPI.DE is categorized as Large Cap Blend Equities, while SPYW.DE is Europe Equities. They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.35% for JGPI.DE and 0.30% for SPYW.DE.
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