JGSA.L vs. JEPG.L
Compare and contrast key facts about JPM GBP Ultra-Short Income Active ETF GBP Acc (JGSA.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L).
JGSA.L and JEPG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JGSA.L is an actively managed fund by JPMorgan. It was launched on Apr 3, 2019. JEPG.L is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.
Performance
JGSA.L vs. JEPG.L - Performance Comparison
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JGSA.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JGSA.L JPM GBP Ultra-Short Income Active ETF GBP Acc | 0.47% | 5.06% | 5.09% | 0.60% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 2.90% | 4.39% | 9.72% | 0.25% |
Different Trading Currencies
JGSA.L is traded in GBP, while JEPG.L is traded in USD. To make them comparable, the JEPG.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, JGSA.L achieves a 0.47% return, which is significantly lower than JEPG.L's 2.90% return.
JGSA.L
- 1D
- 0.11%
- 1M
- -0.07%
- YTD
- 0.47%
- 6M
- 1.76%
- 1Y
- 4.28%
- 3Y*
- 4.94%
- 5Y*
- 3.22%
- 10Y*
- —
JEPG.L
- 1D
- 1.14%
- 1M
- -2.63%
- YTD
- 2.90%
- 6M
- 4.68%
- 1Y
- 1.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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JGSA.L vs. JEPG.L - Expense Ratio Comparison
JGSA.L has a 0.18% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.
Return for Risk
JGSA.L vs. JEPG.L — Risk / Return Rank
JGSA.L
JEPG.L
JGSA.L vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM GBP Ultra-Short Income Active ETF GBP Acc (JGSA.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L). 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.
| JGSA.L | JEPG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 6.81 | 0.14 | +6.67 |
Sortino ratioReturn per unit of downside risk | 11.59 | 0.26 | +11.32 |
Omega ratioGain probability vs. loss probability | 3.28 | 1.03 | +2.25 |
Calmar ratioReturn relative to maximum drawdown | 10.33 | 0.39 | +9.94 |
Martin ratioReturn relative to average drawdown | 54.64 | 0.91 | +53.74 |
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
| JGSA.L | JEPG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 6.81 | 0.14 | +6.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 5.99 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 4.23 | 0.65 | +3.58 |
Correlation
The correlation between JGSA.L and JEPG.L is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JGSA.L vs. JEPG.L - Dividend Comparison
JGSA.L has not paid dividends to shareholders, while JEPG.L's dividend yield for the trailing twelve months is around 7.95%.
| TTM | 2025 | 2024 | |
|---|---|---|---|
JGSA.L JPM GBP Ultra-Short Income Active ETF GBP Acc | 0.00% | 0.00% | 0.00% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 7.95% | 7.86% | 6.50% |
Drawdowns
JGSA.L vs. JEPG.L - Drawdown Comparison
The maximum JGSA.L drawdown since its inception was -1.42%, smaller than the maximum JEPG.L drawdown of -8.39%. Use the drawdown chart below to compare losses from any high point for JGSA.L and JEPG.L.
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Drawdown Indicators
| JGSA.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.42% | -7.92% | +6.50% |
Max Drawdown (1Y)Largest decline over 1 year | -0.42% | -7.92% | +7.50% |
Max Drawdown (5Y)Largest decline over 5 years | -0.73% | — | — |
Current DrawdownCurrent decline from peak | -0.12% | -4.32% | +4.20% |
Average DrawdownAverage peak-to-trough decline | -0.10% | -1.35% | +1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.08% | 2.06% | -1.98% |
Volatility
JGSA.L vs. JEPG.L - Volatility Comparison
The current volatility for JPM GBP Ultra-Short Income Active ETF GBP Acc (JGSA.L) is 0.30%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) has a volatility of 4.31%. This indicates that JGSA.L experiences smaller price fluctuations and is considered to be less risky than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGSA.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.30% | 4.31% | -4.01% |
Volatility (6M)Calculated over the trailing 6-month period | 0.42% | 7.22% | -6.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.63% | 12.46% | -11.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.54% | 11.47% | -10.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.61% | 11.47% | -10.86% |