JPLG.L vs. JEQP.L
JPLG.L (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) and JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) are both exchange-traded funds - JPLG.L is a Global Equities fund tracking the MSCI ACWI NR USD, while JEQP.L is a Nasdaq-100 fund actively managed by JPMorgan. JPLG.L is passively managed, while JEQP.L is actively managed. Over the past year, JPLG.L returned 23.08% vs 30.16% for JEQP.L. A 0.50 correlation means they provide meaningful diversification when combined. JPLG.L charges 0.20%/yr vs 0.35%/yr for JEQP.L.
Performance
JPLG.L vs. JEQP.L - Performance Comparison
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Returns By Period
In the year-to-date period, JPLG.L achieves a 10.76% return, which is significantly higher than JEQP.L's 9.35% 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*
- —
JEQP.L
- 1D
- 0.43%
- 1M
- 5.82%
- YTD
- 9.35%
- 6M
- 9.31%
- 1Y
- 30.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPLG.L vs. JEQP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 10.76% | 10.11% | -1.04% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 9.35% | 6.58% | 5.67% |
Correlation
The correlation between JPLG.L and JEQP.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.50 |
The correlation between JPLG.L and JEQP.L has been stable across timeframes, ranging from 0.41 to 0.50 - a consistent structural relationship.
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Return for Risk
JPLG.L vs. JEQP.L — Risk / Return Rank
JPLG.L
JEQP.L
JPLG.L vs. JEQP.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 Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.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 | JEQP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.51 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.11 | 5.32 | -1.21 |
| Martin ratioReturn relative to average drawdown | 15.36 | 19.96 | -4.60 |
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
| JPLG.L | JEQP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.92 | 2.68 | +0.23 |
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 | 0.95 | -0.26 |
Drawdowns
JPLG.L vs. JEQP.L - Drawdown Comparison
The maximum JPLG.L drawdown since its inception was -27.53%, which is greater than JEQP.L's maximum drawdown of -22.00%. Use the drawdown chart below to compare losses from any high point for JPLG.L and JEQP.L.
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Drawdown Indicators
| JPLG.L | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.53% | -22.00% | -5.53% |
Max Drawdown (1Y)Largest decline over 1 year | -5.59% | -5.64% | +0.05% |
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% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -4.93% | +1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 1.51% | -0.01% |
Volatility
JPLG.L vs. JEQP.L - Volatility Comparison
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) has a higher volatility of 1.96% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.50%. This indicates that JPLG.L's price experiences larger fluctuations and is considered to be riskier than JEQP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPLG.L | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 1.50% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 5.88% | 7.82% | -1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.88% | 11.20% | -3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.90% | 14.90% | -4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.75% | 14.90% | -1.15% |
JPLG.L vs. JEQP.L - Expense Ratio Comparison
JPLG.L has a 0.20% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.
Dividends
JPLG.L vs. JEQP.L - Dividend Comparison
JPLG.L has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 10.17%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 10.17% | 10.04% | 0.73% |
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPLG.L and JEQP.L have a correlation of 0.41, 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 JEQP.L.
JPLG.L is categorized as Global Equities, while JEQP.L is Nasdaq-100. Their fees differ too: 0.20% for JPLG.L and 0.35% for JEQP.L.
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