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JGST.L vs. EEI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

JGST.L vs. EEI.L

Last updated Apr 2, 2026

Compare and contrast key facts about JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) (JGST.L) and WisdomTree Europe Equity Income UCITS ETF (EEI.L).

JGST.L and EEI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JGST.L is an actively managed fund by JPMorgan. It was launched on Apr 3, 2019. EEI.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI Europe High Div Yld NR EUR. It was launched on Oct 21, 2014.

Performance

JGST.L vs. EEI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) (JGST.L) and WisdomTree Europe Equity Income UCITS ETF (EEI.L). The values are adjusted to include any dividend payments, if applicable.

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JGST.L vs. EEI.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
JGST.L
JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist)		0.48%4.98%5.09%5.01%0.58%0.10%1.10%1.19%0.34%
EEI.L
WisdomTree Europe Equity Income UCITS ETF		8.67%26.84%-7.65%5.93%0.84%5.79%-17.36%9.57%-11.37%
Different Trading Currencies

JGST.L is traded in GBP, while EEI.L is traded in GBp. To make them comparable, the EEI.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, JGST.L achieves a 0.48% return, which is significantly lower than EEI.L's 8.67% return.

JGST.L

1D
0.11%
1M
-0.07%
YTD
0.48%
6M
1.76%
1Y
4.23%
3Y*
4.92%
5Y*
3.20%
10Y*
—

EEI.L

1D
0.00%
1M
-0.21%
YTD
8.67%
6M
14.05%
1Y
23.86%
3Y*
9.49%
5Y*
6.95%
10Y*
4.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist)

WisdomTree Europe Equity Income UCITS ETF

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Often compared with EEI.L:
EEI.L vs. EEIP.LEEI.L vs. FEUI.LEEI.L vs. FEQD.LEEI.L vs. FEUQ.DEEEI.L vs. IUKD.LEEI.L vs. SDUE.LEEI.L vs. BTCW

JGST.L vs. EEI.L - Expense Ratio Comparison

JGST.L has a 0.18% expense ratio, which is lower than EEI.L's 0.29% expense ratio.

EEI.L
WisdomTree Europe Equity Income UCITS ETF
JGST.L
JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist)

Return for Risk

JGST.L vs. EEI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JGST.L
JGST.L Risk / Return Rank: 9999
Overall Rank
JGST.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JGST.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
JGST.L Omega Ratio Rank: 9999
Omega Ratio Rank
JGST.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
JGST.L Martin Ratio Rank: 9999
Martin Ratio Rank
EEI.L
EEI.L Risk / Return Rank: 8888
Overall Rank
EEI.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EEI.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
EEI.L Omega Ratio Rank: 8888
Omega Ratio Rank
EEI.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
EEI.L Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JGST.L vs. EEI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) (JGST.L) and WisdomTree Europe Equity Income UCITS ETF (EEI.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.

JGST.LEEI.LDifference

Sharpe ratio

Return per unit of total volatility

7.72

1.86

+5.86

Sortino ratio

Return per unit of downside risk

13.03

2.29

+10.75

Omega ratio

Gain probability vs. loss probability

3.51

1.37

+2.14

Calmar ratio

Return relative to maximum drawdown

9.96

3.34

+6.61

Martin ratio

Return relative to average drawdown

65.29

13.03

+52.26

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JGST.L vs. EEI.L - Sharpe Ratio Comparison

The current JGST.L Sharpe Ratio is 7.72, which is higher than the EEI.L Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of JGST.L and EEI.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

JGST.LEEI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.72

1.86

+5.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

5.74

0.52

+5.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.32

—

Sharpe Ratio (All Time)

Calculated using the full available price history

4.32

0.23

+4.08

Correlation

The correlation between JGST.L and EEI.L is 0.08, 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

JGST.L vs. EEI.L - Dividend Comparison

JGST.L's dividend yield for the trailing twelve months is around 4.28%, more than EEI.L's 0.05% yield.

TTM20252024202320222021202020192018201720162015
JGST.L
JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist)		4.28%4.37%5.01%3.88%1.01%0.51%0.73%0.72%0.21%0.00%0.00%0.00%
EEI.L
WisdomTree Europe Equity Income UCITS ETF		0.05%0.05%0.07%0.06%0.05%0.05%0.06%0.06%0.05%0.04%0.03%0.04%

Drawdowns

JGST.L vs. EEI.L - Drawdown Comparison

The maximum JGST.L drawdown since its inception was -1.18%, smaller than the maximum EEI.L drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for JGST.L and EEI.L.

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Drawdown Indicators

JGST.LEEI.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.18%

-37.68%

+36.50%

Max Drawdown (1Y)

Largest decline over 1 year

-0.43%

-10.72%

+10.29%

Max Drawdown (5Y)

Largest decline over 5 years

-0.76%

-17.71%

+16.95%

Max Drawdown (10Y)

Largest decline over 10 years

—

-37.68%

—

Current Drawdown

Current decline from peak

-0.15%

-2.17%

+2.02%

Average Drawdown

Average peak-to-trough decline

-0.10%

-11.35%

+11.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

2.13%

-2.07%

Volatility

JGST.L vs. EEI.L - Volatility Comparison

The current volatility for JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) (JGST.L) is 0.36%, while WisdomTree Europe Equity Income UCITS ETF (EEI.L) has a volatility of 4.56%. This indicates that JGST.L experiences smaller price fluctuations and is considered to be less risky than EEI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JGST.LEEI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

4.56%

-4.20%

Volatility (6M)

Calculated over the trailing 6-month period

0.46%

8.22%

-7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

0.55%

13.03%

-12.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.56%

14.50%

-13.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.55%

17.45%

-16.90%