JPGL.DE vs. JEIP.DE
JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) and JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JPGL.DE is a Global Equities fund tracking the JP Morgan Diversified Factor Global Developed (Region Aware) Equity, while JEIP.DE is a Derivative Income fund actively managed by JPMorgan. JPGL.DE is passively managed, while JEIP.DE is actively managed. Over the past year, JPGL.DE returned 19.90% vs 7.13% for JEIP.DE. A 0.70 correlation means they provide meaningful diversification when combined. JPGL.DE charges 0.20%/yr vs 0.35%/yr for JEIP.DE.
Performance
JPGL.DE vs. JEIP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPGL.DE achieves a 11.57% return, which is significantly higher than JEIP.DE's 1.23% return.
JPGL.DE
- 1D
- -0.10%
- 1M
- 2.54%
- YTD
- 11.57%
- 6M
- 11.95%
- 1Y
- 19.90%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
JEIP.DE
- 1D
- 0.31%
- 1M
- 0.36%
- YTD
- 1.23%
- 6M
- 1.05%
- 1Y
- 7.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPGL.DE vs. JEIP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 1.59% |
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.23% | -4.10% | -3.58% |
Correlation
The correlation between JPGL.DE and JEIP.DE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.70 |
The correlation between JPGL.DE and JEIP.DE has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.
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Return for Risk
JPGL.DE vs. JEIP.DE — Risk / Return Rank
JPGL.DE
JEIP.DE
JPGL.DE vs. JEIP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.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.
| JPGL.DE | JEIP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.14 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 1.36 | +2.74 |
| Martin ratioReturn relative to average drawdown | 15.50 | 3.69 | +11.82 |
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
| JPGL.DE | JEIP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 0.81 | +1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | -0.31 | +0.99 |
Drawdowns
JPGL.DE vs. JEIP.DE - Drawdown Comparison
The maximum JPGL.DE drawdown since its inception was -35.55%, which is greater than JEIP.DE's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for JPGL.DE and JEIP.DE.
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Drawdown Indicators
| JPGL.DE | JEIP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.55% | -19.56% | -15.99% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -4.88% | +0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -17.34% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.34% | — | — |
Current DrawdownCurrent decline from peak | -0.10% | -7.15% | +7.05% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -8.26% | +3.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 1.80% | -0.54% |
Volatility
JPGL.DE vs. JEIP.DE - Volatility Comparison
The current volatility for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) is 2.06%, while JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) has a volatility of 2.47%. This indicates that JPGL.DE experiences smaller price fluctuations and is considered to be less risky than JEIP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPGL.DE | JEIP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 2.47% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 6.02% | 5.52% | +0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.55% | 8.16% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.86% | 13.09% | -1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 13.09% | +1.92% |
JPGL.DE vs. JEIP.DE - Expense Ratio Comparison
JPGL.DE has a 0.20% expense ratio, which is lower than JEIP.DE's 0.35% expense ratio.
Dividends
JPGL.DE vs. JEIP.DE - Dividend Comparison
JPGL.DE has not paid dividends to shareholders, while JEIP.DE's dividend yield for the trailing twelve months is around 8.31%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.31% | 7.31% | 0.61% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPGL.DE and JEIP.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPGL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPGL.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JEIP.DE.
JPGL.DE is categorized as Global Equities, while JEIP.DE is Derivative Income. Their fees differ too: 0.20% for JPGL.DE and 0.35% for JEIP.DE.
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