JGPI.DE vs. VUSA.AS
Compare and contrast key facts about JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
JGPI.DE and VUSA.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JGPI.DE is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023. VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JGPI.DE or VUSA.AS.
Key characteristics
| JGPI.DE | VUSA.AS | |
|---|---|---|
| YTD Return | 15.90% | 32.39% |
| Daily Std Dev | 7.43% | 11.89% |
| Max Drawdown | -2.98% | -33.64% |
| Current Drawdown | -0.23% | 0.00% |
Correlation
The correlation between JGPI.DE and VUSA.AS is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JGPI.DE vs. VUSA.AS - Performance Comparison
In the year-to-date period, JGPI.DE achieves a 15.90% return, which is significantly lower than VUSA.AS's 32.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JGPI.DE vs. VUSA.AS - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is higher than VUSA.AS's 0.07% expense ratio.
Risk-Adjusted Performance
JGPI.DE vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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.
Not enough dataDividends
JGPI.DE vs. VUSA.AS - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 4.94%, more than VUSA.AS's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 4.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.96% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
JGPI.DE vs. VUSA.AS - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -2.98%, smaller than the maximum VUSA.AS drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
JGPI.DE vs. VUSA.AS - Volatility Comparison
The current volatility for JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) is 2.66%, while Vanguard S&P 500 UCITS ETF (VUSA.AS) has a volatility of 3.54%. This indicates that JGPI.DE experiences smaller price fluctuations and is considered to be less risky than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.