JGPI.DE vs. USCP.DE
JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) and USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) are both Large Cap Blend Equities funds. JGPI.DE is actively managed, while USCP.DE is passively managed. Over the past year, JGPI.DE returned -0.98% vs 5.12% for USCP.DE. A 0.54 correlation means they provide meaningful diversification when combined. JGPI.DE charges 0.35%/yr vs 0.65%/yr for USCP.DE.
Performance
JGPI.DE vs. USCP.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 USCP.DE's 1.13% return.
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USCP.DE
- 1D
- 1.28%
- 1M
- 0.56%
- YTD
- 1.13%
- 6M
- 2.00%
- 1Y
- 5.12%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
JGPI.DE vs. USCP.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% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 1.13% | -3.26% | 22.70% | 3.13% |
Correlation
The correlation between JGPI.DE and USCP.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.54 |
The correlation between JGPI.DE and USCP.DE has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.
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Return for Risk
JGPI.DE vs. USCP.DE — Risk / Return Rank
JGPI.DE
USCP.DE
JGPI.DE vs. USCP.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 Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.09 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 0.72 | -0.84 |
| Martin ratioReturn relative to average drawdown | -0.32 | 2.18 | -2.50 |
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 | USCP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 0.51 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.74 | -0.28 |
Drawdowns
JGPI.DE vs. USCP.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.10%, smaller than the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and USCP.DE.
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Drawdown Indicators
| JGPI.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.10% | -34.80% | +22.70% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -7.04% | -1.14% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.22% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.22% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.80% | — |
Current DrawdownCurrent decline from peak | -8.94% | -7.42% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.90% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.34% | +0.71% |
Volatility
JGPI.DE vs. USCP.DE - Volatility Comparison
The current volatility for JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) is 2.53%, while Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) has a volatility of 3.16%. This indicates that JGPI.DE experiences smaller price fluctuations and is considered to be less risky than USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 3.16% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 7.23% | -1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 10.00% | -2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 14.46% | -4.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 16.11% | -6.52% |
JGPI.DE vs. USCP.DE - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.
Dividends
JGPI.DE vs. USCP.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.85%, while USCP.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% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JGPI.DE and USCP.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JGPI.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JGPI.DE is cheaper with a 0.35% expense ratio, compared with 0.65% for USCP.DE.
They also come from different issuers: JPMorgan and Natixis. Their fees differ too: 0.35% for JGPI.DE and 0.65% for USCP.DE.
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