JGST.L vs. JEPI.L
JGST.L (JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist)) and JEPI.L (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JGST.L is a Ultrashort Bond fund actively managed by JPMorgan, while JEPI.L is a Derivative Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JGST.L returned 4.22% vs 9.20% for JEPI.L. At a 0.09 correlation, their price movements are largely independent. JGST.L charges 0.18%/yr vs 0.35%/yr for JEPI.L.
Performance
JGST.L vs. JEPI.L - Performance Comparison
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Different Trading Currencies
JGST.L is traded in GBP, while JEPI.L is traded in USD. To make them comparable, the JEPI.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 1.36% return, which is significantly higher than JEPI.L's 0.63% return.
JGST.L
- 1D
- -0.07%
- 1M
- 0.50%
- YTD
- 1.36%
- 6M
- 1.67%
- 1Y
- 4.22%
- 3Y*
- 4.99%
- 5Y*
- 3.35%
- 10Y*
- —
JEPI.L
- 1D
- 0.18%
- 1M
- 1.03%
- YTD
- 0.63%
- 6M
- 0.31%
- 1Y
- 9.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGST.L vs. JEPI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JGST.L JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) | 1.36% | 4.98% | 0.79% |
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 0.63% | 0.41% | 0.80% |
Correlation
The correlation between JGST.L and JEPI.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.09 |
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Return for Risk
JGST.L vs. JEPI.L — Risk / Return Rank
JGST.L
JEPI.L
JGST.L vs. JEPI.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 JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.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.L | JEPI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.58 | ||
| Sortino ratioReturn per unit of downside risk | +10.31 | ||
| Omega ratioGain probability vs. loss probability | 3.00 | 1.17 | +1.83 |
| Calmar ratioReturn relative to maximum drawdown | 10.07 | 1.68 | +8.39 |
| Martin ratioReturn relative to average drawdown | 60.92 | 4.57 | +56.35 |
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
| JGST.L | JEPI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 6.55 | 0.97 | +5.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 5.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 4.32 | 0.10 | +4.23 |
Drawdowns
JGST.L vs. JEPI.L - Drawdown Comparison
The maximum JGST.L drawdown since its inception was -1.18%, smaller than the maximum JEPI.L drawdown of -16.18%. Use the drawdown chart below to compare losses from any high point for JGST.L and JEPI.L.
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Drawdown Indicators
| JGST.L | JEPI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.18% | -16.18% | +15.00% |
Max Drawdown (1Y)Largest decline over 1 year | -0.43% | -5.44% | +5.01% |
Max Drawdown (3Y)Largest decline over 3 years | -0.43% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -0.76% | — | — |
Current DrawdownCurrent decline from peak | -0.07% | -3.89% | +3.82% |
Average DrawdownAverage peak-to-trough decline | -0.10% | -5.24% | +5.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 2.01% | -1.94% |
Volatility
JGST.L vs. JEPI.L - Volatility Comparison
The current volatility for JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) (JGST.L) is 0.25%, while JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) has a volatility of 2.84%. This indicates that JGST.L experiences smaller price fluctuations and is considered to be less risky than JEPI.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.L | JEPI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.25% | 2.84% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 0.59% | 7.34% | -6.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.65% | 9.47% | -8.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.58% | 12.33% | -11.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.57% | 12.33% | -11.76% |
JGST.L vs. JEPI.L - Expense Ratio Comparison
JGST.L has a 0.18% expense ratio, which is lower than JEPI.L's 0.35% expense ratio.
Dividends
JGST.L vs. JEPI.L - Dividend Comparison
JGST.L's dividend yield for the trailing twelve months is around 4.29%, less than JEPI.L's 8.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.33% | 7.08% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JGST.L JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) | 4.29% | 4.37% | 5.01% | 3.88% | 1.01% | 0.51% | 0.73% | 0.72% | 0.21% |
Frequently Asked Questions
JGST.L and JEPI.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JGST.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JGST.L is cheaper with a 0.18% expense ratio, compared with 0.35% for JEPI.L.
JGST.L is categorized as Ultrashort Bond, while JEPI.L is Derivative Income. Their fees differ too: 0.18% for JGST.L and 0.35% for JEPI.L.
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