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

Performance

JGPI.DE vs. USCP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) and Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JGPI.DE vs. USCP.DE - Yearly Performance Comparison


2026 (YTD)202520242023
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JGPI.DE
JGPI.DE Risk / Return Rank: 88
Overall Rank
JGPI.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JGPI.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
JGPI.DE Omega Ratio Rank: 77
Omega Ratio Rank
JGPI.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
JGPI.DE Martin Ratio Rank: 77
Martin Ratio Rank

USCP.DE
USCP.DE Risk / Return Rank: 1818
Overall Rank
USCP.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
USCP.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
USCP.DE Omega Ratio Rank: 1616
Omega Ratio Rank
USCP.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
USCP.DE Martin Ratio Rank: 2020
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. 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.DEUSCP.DEDifference
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

JGPI.DE vs. USCP.DE - Sharpe Ratio Comparison

The current JGPI.DE Sharpe Ratio is -0.12, which is lower than the USCP.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of JGPI.DE and USCP.DE, 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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Sharpe Ratios by Period


JGPI.DEUSCP.DEDifference

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.DEUSCP.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.94%

-7.42%

-1.52%

Average Drawdown

Average peak-to-trough decline

-4.41%

-4.90%

+0.49%

Ulcer Index

Depth 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.DEUSCP.DEDifference

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.


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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