JPGL.DE vs. JGPI.DE
JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both exchange-traded funds - JPGL.DE is a Global Equities fund tracking the JP Morgan Diversified Factor Global Developed (Region Aware) Equity, while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. JPGL.DE is passively managed, while JGPI.DE is actively managed. Over the past year, JPGL.DE returned 19.90% vs -0.44% for JGPI.DE. A 0.62 correlation means they provide meaningful diversification when combined. JPGL.DE charges 0.20%/yr vs 0.35%/yr for JGPI.DE.
Performance
JPGL.DE vs. JGPI.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 JGPI.DE's -1.21% 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*
- —
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.55%
- YTD
- -1.21%
- 6M
- -0.63%
- 1Y
- -0.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPGL.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 2.49% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
Correlation
The correlation between JPGL.DE and JGPI.DE is 0.61, 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 | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.62 |
The correlation between JPGL.DE and JGPI.DE has been stable across timeframes, ranging from 0.61 to 0.62 - a consistent structural relationship.
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Return for Risk
JPGL.DE vs. JGPI.DE — Risk / Return Rank
JPGL.DE
JGPI.DE
JPGL.DE vs. JGPI.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 Global Equity Premium Income UCITS ETF (JGPI.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 | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.40 | ||
| Sortino ratioReturn per unit of downside risk | +3.35 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.99 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | -0.12 | +4.22 |
| Martin ratioReturn relative to average drawdown | 15.50 | -0.32 | +15.83 |
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 | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | -0.12 | +2.40 |
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 | 0.46 | +0.22 |
Drawdowns
JPGL.DE vs. JGPI.DE - Drawdown Comparison
The maximum JPGL.DE drawdown since its inception was -35.55%, which is greater than JGPI.DE's maximum drawdown of -12.10%. Use the drawdown chart below to compare losses from any high point for JPGL.DE and JGPI.DE.
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Drawdown Indicators
| JPGL.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.55% | -12.10% | -23.45% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -8.18% | +3.43% |
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% | -8.94% | +8.84% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -4.41% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 3.05% | -1.79% |
Volatility
JPGL.DE vs. JGPI.DE - Volatility Comparison
The current volatility for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) is 2.06%, while JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a volatility of 2.53%. This indicates that JPGL.DE experiences smaller price fluctuations and is considered to be less risky than JGPI.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 | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 2.53% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 6.02% | 5.35% | +0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.55% | 7.92% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.86% | 9.59% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 9.59% | +5.42% |
JPGL.DE vs. JGPI.DE - Expense Ratio Comparison
JPGL.DE has a 0.20% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.
Dividends
JPGL.DE vs. JGPI.DE - Dividend Comparison
JPGL.DE has not paid dividends to shareholders, while JGPI.DE's dividend yield for the trailing twelve months is around 8.85%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPGL.DE and JGPI.DE have a correlation of 0.61, 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 JGPI.DE.
JPGL.DE is categorized as Global Equities, while JGPI.DE is Large Cap Blend Equities. Their fees differ too: 0.20% for JPGL.DE and 0.35% for JGPI.DE.
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