JGPI.DE vs. UBUR.DE
JGPI.DE (JPM Global Equity Premium Income Active UCITS ETF - USD (dist)) and UBUR.DE (UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis) are both Large Cap Blend Equities funds. JGPI.DE is actively managed, while UBUR.DE is passively managed. Over the past year, JGPI.DE returned 4.10% vs 6.70% for UBUR.DE. A 0.65 correlation means they provide meaningful diversification when combined. JGPI.DE charges 0.35%/yr vs 0.18%/yr for UBUR.DE.
Performance
JGPI.DE vs. UBUR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JGPI.DE achieves a 1.25% return, which is significantly lower than UBUR.DE's 5.99% return.
JGPI.DE
- 1D
- 0.00%
- 1M
- 1.05%
- YTD
- 1.25%
- 6M
- 1.38%
- 1Y
- 4.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UBUR.DE
- 1D
- -0.03%
- 1M
- 3.23%
- YTD
- 5.99%
- 6M
- 6.88%
- 1Y
- 6.70%
- 3Y*
- 8.11%
- 5Y*
- 7.54%
- 10Y*
- 9.24%
JGPI.DE vs. UBUR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 1.25% | -0.67% | 14.32% | -1.40% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 5.99% | -5.50% | 20.30% | 0.38% |
Correlation
The correlation between JGPI.DE and UBUR.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2023 | 0.65 |
The correlation between JGPI.DE and UBUR.DE shifts across timeframes, from 0.53 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JGPI.DE vs. UBUR.DE — Risk / Return Rank
JGPI.DE
UBUR.DE
JGPI.DE vs. UBUR.DE - 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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.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.
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.DE | UBUR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.11 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 0.86 | -0.41 |
| Martin ratioReturn relative to average drawdown | 1.22 | 2.03 | -0.80 |
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Drawdowns
JGPI.DE vs. UBUR.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.12%, smaller than the maximum UBUR.DE drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and UBUR.DE.
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Drawdown Indicators
| JGPI.DE | UBUR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.12% | -35.34% | +23.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -7.81% | -1.28% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.40% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.40% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.34% | — |
Current DrawdownCurrent decline from peak | -6.77% | -6.37% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -5.83% | +1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 3.30% | +0.04% |
Volatility
JGPI.DE vs. UBUR.DE - Volatility Comparison
The current volatility for JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) is 3.47%, while UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UBUR.DE) has a volatility of 4.18%. This indicates that JGPI.DE experiences smaller price fluctuations and is considered to be less risky than UBUR.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 | UBUR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 4.18% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.14% | 7.74% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.08% | 10.59% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.32% | 12.43% | -2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.32% | 14.14% | -3.82% |
JGPI.DE vs. UBUR.DE - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is higher than UBUR.DE's 0.18% expense ratio.
Dividends
JGPI.DE vs. UBUR.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.12%, more than UBUR.DE's 1.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
UBUR.DE UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 1.79% | 2.04% | 1.57% | 1.52% | 1.37% | 1.09% | 1.84% | 1.58% | 1.66% | 1.70% | 1.45% |
Frequently Asked Questions
JGPI.DE and UBUR.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBUR.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBUR.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for JGPI.DE.
They also come from different issuers: JPMorgan and UBS. Their fees differ too: 0.35% for JGPI.DE and 0.18% for UBUR.DE.
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