JGPI.DE vs. ZPRV.DE
JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) and ZPRV.DE (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan, while ZPRV.DE is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index. JGPI.DE is actively managed, while ZPRV.DE is passively managed. Over the past year, JGPI.DE returned 2.12% vs 38.06% for ZPRV.DE. At a 0.30 correlation, their price movements are largely independent. JGPI.DE charges 0.35%/yr vs 0.30%/yr for ZPRV.DE.
Performance
JGPI.DE vs. ZPRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JGPI.DE achieves a 0.57% return, which is significantly lower than ZPRV.DE's 18.05% return.
JGPI.DE
- 1D
- -0.67%
- 1M
- 1.61%
- YTD
- 0.57%
- 6M
- 1.14%
- 1Y
- 2.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ZPRV.DE
- 1D
- 2.02%
- 1M
- 7.15%
- YTD
- 18.05%
- 6M
- 16.39%
- 1Y
- 38.06%
- 3Y*
- 15.98%
- 5Y*
- 11.01%
- 10Y*
- 12.19%
JGPI.DE vs. ZPRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 0.57% | -0.67% | 14.32% | -1.40% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 18.05% | 2.99% | 14.07% | 6.68% |
Correlation
The correlation between JGPI.DE and ZPRV.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2023 | 0.30 |
The correlation between JGPI.DE and ZPRV.DE shifts across timeframes, from 0.19 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JGPI.DE vs. ZPRV.DE — Risk / Return Rank
JGPI.DE
ZPRV.DE
JGPI.DE vs. ZPRV.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 SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.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 | ZPRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.42 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | 6.40 | -6.15 |
| Martin ratioReturn relative to average drawdown | 0.70 | 20.02 | -19.32 |
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Drawdowns
JGPI.DE vs. ZPRV.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.12%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and ZPRV.DE.
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Drawdown Indicators
| JGPI.DE | ZPRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.12% | -46.04% | +33.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -5.87% | -3.22% |
Max Drawdown (3Y)Largest decline over 3 years | — | -31.14% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.14% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.04% | — |
Current DrawdownCurrent decline from peak | -7.40% | 0.00% | -7.40% |
Average DrawdownAverage peak-to-trough decline | -4.47% | -9.12% | +4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 1.88% | +1.30% |
Volatility
JGPI.DE vs. ZPRV.DE - Volatility Comparison
JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a higher volatility of 3.58% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) at 3.33%. This indicates that JGPI.DE's price experiences larger fluctuations and is considered to be riskier than ZPRV.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 | ZPRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 3.33% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 7.09% | 9.65% | -2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.07% | 15.82% | -5.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.37% | 20.38% | -10.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.37% | 22.87% | -12.50% |
JGPI.DE vs. ZPRV.DE - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is higher than ZPRV.DE's 0.30% expense ratio.
Dividends
JGPI.DE vs. ZPRV.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.18%, while ZPRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.18% | 8.08% | 6.27% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JGPI.DE and ZPRV.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPRV.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRV.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for JGPI.DE.
JGPI.DE is categorized as Large Cap Blend Equities, while ZPRV.DE is Small Cap Value Equities. They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.35% for JGPI.DE and 0.30% for ZPRV.DE.
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