JGSA.L vs. JEPQ.L
Compare and contrast key facts about JPM GBP Ultra-Short Income Active ETF GBP Acc (JGSA.L) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L).
JGSA.L and JEPQ.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. JEPQ.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024.
Performance
JGSA.L vs. JEPQ.L - Performance Comparison
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JGSA.L vs. JEPQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JGSA.L JPM GBP Ultra-Short Income Active ETF GBP Acc | 0.47% | 5.06% | 0.80% |
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | -0.31% | 6.60% | 5.90% |
Different Trading Currencies
JGSA.L is traded in GBP, while JEPQ.L is traded in USD. To make them comparable, the JEPQ.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 higher than JEPQ.L's -0.31% 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*
- —
JEPQ.L
- 1D
- 2.92%
- 1M
- -0.48%
- YTD
- -0.31%
- 6M
- 4.75%
- 1Y
- 18.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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JGSA.L vs. JEPQ.L - Expense Ratio Comparison
JGSA.L has a 0.18% expense ratio, which is lower than JEPQ.L's 0.35% expense ratio.
Return for Risk
JGSA.L vs. JEPQ.L — Risk / Return Rank
JGSA.L
JEPQ.L
JGSA.L vs. JEPQ.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 JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.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 | JEPQ.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 6.81 | 1.15 | +5.66 |
Sortino ratioReturn per unit of downside risk | 11.59 | 1.67 | +9.92 |
Omega ratioGain probability vs. loss probability | 3.28 | 1.24 | +2.04 |
Calmar ratioReturn relative to maximum drawdown | 10.33 | 3.21 | +7.12 |
Martin ratioReturn relative to average drawdown | 54.64 | 11.04 | +43.60 |
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 | JEPQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 6.81 | 1.15 | +5.66 |
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 | 0.53 | +3.70 |
Correlation
The correlation between JGSA.L and JEPQ.L is 0.00, 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. JEPQ.L - Dividend Comparison
JGSA.L has not paid dividends to shareholders, while JEPQ.L's dividend yield for the trailing twelve months is around 11.07%.
| TTM | 2025 | 2024 | |
|---|---|---|---|
JGSA.L JPM GBP Ultra-Short Income Active ETF GBP Acc | 0.00% | 0.00% | 0.00% |
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 11.07% | 10.06% | 0.74% |
Drawdowns
JGSA.L vs. JEPQ.L - Drawdown Comparison
The maximum JGSA.L drawdown since its inception was -1.42%, smaller than the maximum JEPQ.L drawdown of -22.11%. Use the drawdown chart below to compare losses from any high point for JGSA.L and JEPQ.L.
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Drawdown Indicators
| JGSA.L | JEPQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.42% | -20.10% | +18.68% |
Max Drawdown (1Y)Largest decline over 1 year | -0.42% | -11.21% | +10.79% |
Max Drawdown (5Y)Largest decline over 5 years | -0.73% | — | — |
Current DrawdownCurrent decline from peak | -0.12% | -4.68% | +4.56% |
Average DrawdownAverage peak-to-trough decline | -0.10% | -3.03% | +2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.08% | 1.97% | -1.89% |
Volatility
JGSA.L vs. JEPQ.L - Volatility Comparison
The current volatility for JPM GBP Ultra-Short Income Active ETF GBP Acc (JGSA.L) is 0.30%, while JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) has a volatility of 5.49%. This indicates that JGSA.L experiences smaller price fluctuations and is considered to be less risky than JEPQ.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 | JEPQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.30% | 5.49% | -5.19% |
Volatility (6M)Calculated over the trailing 6-month period | 0.42% | 10.45% | -10.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.63% | 16.33% | -15.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.54% | 16.60% | -16.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.61% | 16.60% | -15.99% |