JGPI.DE vs. YGLD.DE
JGPI.DE (JPM Global Equity Premium Income Active UCITS ETF - USD (dist)) and YGLD.DE (IncomeShares Gold + Yield ETP) are both Derivative Income funds. Both are actively managed. Over the past year, JGPI.DE returned 6.20% vs 12.28% for YGLD.DE. At a 0.17 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
JGPI.DE vs. YGLD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JGPI.DE achieves a 2.46% return, which is significantly higher than YGLD.DE's -11.22% return.
JGPI.DE
- 1D
- -0.36%
- 1M
- 1.85%
- 6M
- 1.10%
- YTD
- 2.46%
- 1Y
- 6.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YGLD.DE
- 1D
- 0.00%
- 1M
- -3.54%
- 6M
- -16.11%
- YTD
- -11.22%
- 1Y
- 12.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGPI.DE vs. YGLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 2.46% | -0.67% | -0.82% |
YGLD.DE IncomeShares Gold + Yield ETP | -11.22% | 41.94% | -7.11% |
Correlation
The correlation between JGPI.DE and YGLD.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2024 | 0.17 |
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Return for Risk
JGPI.DE vs. YGLD.DE — Risk / Return Rank
JGPI.DE
YGLD.DE
JGPI.DE vs. YGLD.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 IncomeShares Gold + Yield ETP (YGLD.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 | YGLD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.13 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 0.57 | +0.11 |
| Martin ratioReturn relative to average drawdown | 1.80 | 1.14 | +0.67 |
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Drawdowns
JGPI.DE vs. YGLD.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.12%, smaller than the maximum YGLD.DE drawdown of -21.47%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and YGLD.DE.
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Drawdown Indicators
| JGPI.DE | YGLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.12% | -21.47% | +9.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -21.47% | +12.38% |
Current DrawdownCurrent decline from peak | -5.65% | -20.68% | +15.03% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -6.51% | +1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 10.80% | -7.37% |
Volatility
JGPI.DE vs. YGLD.DE - Volatility Comparison
The current volatility for JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) is 3.00%, while IncomeShares Gold + Yield ETP (YGLD.DE) has a volatility of 5.37%. This indicates that JGPI.DE experiences smaller price fluctuations and is considered to be less risky than YGLD.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 | YGLD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 5.37% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 18.21% | -10.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.17% | 30.29% | -20.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.31% | 26.25% | -15.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.31% | 26.25% | -15.94% |
JGPI.DE vs. YGLD.DE - Expense Ratio Comparison
Both JGPI.DE and YGLD.DE have an expense ratio of 0.35%.
Dividends
JGPI.DE vs. YGLD.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.09%, more than YGLD.DE's 7.13% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 8.09% | 8.08% | 6.27% |
YGLD.DE IncomeShares Gold + Yield ETP | 7.13% | 6.36% | 0.00% |
Frequently Asked Questions
JGPI.DE and YGLD.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JGPI.DE and YGLD.DE have the same expense ratio: 0.35% per year.
They also come from different issuers: JPMorgan and Leverage Shares.
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