JPLG.L vs. JEGP.L
JPLG.L (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) and JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - JPLG.L is a Global Equities fund tracking the MSCI ACWI NR USD, while JEGP.L is a Global Equity Income fund actively managed by JPMorgan. JPLG.L is passively managed, while JEGP.L is actively managed. Over the past year, JPLG.L returned 23.08% vs 1.92% for JEGP.L. A 0.58 correlation means they provide meaningful diversification when combined. JPLG.L charges 0.20%/yr vs 0.35%/yr for JEGP.L.
Performance
JPLG.L vs. JEGP.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JPLG.L achieves a 10.76% return, which is significantly higher than JEGP.L's -2.34% return.
JPLG.L
- 1D
- 0.68%
- 1M
- 3.55%
- YTD
- 10.76%
- 6M
- 11.53%
- 1Y
- 23.08%
- 3Y*
- 13.92%
- 5Y*
- 10.40%
- 10Y*
- —
JEGP.L
- 1D
- 0.45%
- 1M
- -0.25%
- YTD
- -2.34%
- 6M
- -1.65%
- 1Y
- 1.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPLG.L vs. JEGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 10.76% | 10.11% | 12.09% | 3.37% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -2.34% | 4.70% | 9.52% | 0.47% |
Correlation
The correlation between JPLG.L and JEGP.L is 0.54, 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 | 0.54 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.58 |
The correlation between JPLG.L and JEGP.L has been stable across timeframes, ranging from 0.54 to 0.58 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JPLG.L vs. JEGP.L — Risk / Return Rank
JPLG.L
JEGP.L
JPLG.L vs. JEGP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.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.
| JPLG.L | JEGP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.69 | ||
| Sortino ratioReturn per unit of downside risk | +3.62 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.04 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 4.11 | 0.21 | +3.91 |
| Martin ratioReturn relative to average drawdown | 15.36 | 0.62 | +14.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JPLG.L | JEGP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.92 | 0.23 | +2.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.52 | +0.17 |
Drawdowns
JPLG.L vs. JEGP.L - Drawdown Comparison
The maximum JPLG.L drawdown since its inception was -27.53%, which is greater than JEGP.L's maximum drawdown of -9.25%. Use the drawdown chart below to compare losses from any high point for JPLG.L and JEGP.L.
Loading charts...
Drawdown Indicators
| JPLG.L | JEGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.53% | -9.25% | -18.28% |
Max Drawdown (1Y)Largest decline over 1 year | -5.59% | -9.25% | +3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -13.65% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.65% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.76% | +7.76% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -2.68% | -0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 3.10% | -1.60% |
Volatility
JPLG.L vs. JEGP.L - Volatility Comparison
The current volatility for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) is 1.96%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) has a volatility of 2.85%. This indicates that JPLG.L experiences smaller price fluctuations and is considered to be less risky than JEGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JPLG.L | JEGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 2.85% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 5.88% | 6.63% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.88% | 8.45% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.90% | 9.30% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.75% | 9.30% | +4.45% |
JPLG.L vs. JEGP.L - Expense Ratio Comparison
JPLG.L has a 0.20% expense ratio, which is lower than JEGP.L's 0.35% expense ratio.
Dividends
JPLG.L vs. JEGP.L - Dividend Comparison
JPLG.L has not paid dividends to shareholders, while JEGP.L's dividend yield for the trailing twelve months is around 8.86%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.86% | 8.01% | 6.39% |
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPLG.L and JEGP.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPLG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPLG.L is cheaper with a 0.20% expense ratio, compared with 0.35% for JEGP.L.
JPLG.L is categorized as Global Equities, while JEGP.L is Global Equity Income. Their fees differ too: 0.20% for JPLG.L and 0.35% for JEGP.L.
Find the right allocation for JPLG.L and JEGP.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer