JPSC.DE vs. JEGA.DE
JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) and JEGA.DE (JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc)) are both exchange-traded funds - JPSC.DE is a Small Cap Blend Equities fund tracking the Morningstar US Small Cap Target Market Exposure, while JEGA.DE is a Derivative Income fund actively managed by JPMorgan. JPSC.DE is passively managed, while JEGA.DE is actively managed. Over the past year, JPSC.DE returned 31.56% vs 0.17% for JEGA.DE. At a 0.33 correlation, their price movements are largely independent. JPSC.DE charges 0.14%/yr vs 0.35%/yr for JEGA.DE.
Performance
JPSC.DE vs. JEGA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPSC.DE achieves a 16.44% return, which is significantly higher than JEGA.DE's -1.11% return.
JPSC.DE
- 1D
- 0.23%
- 1M
- 3.07%
- YTD
- 16.44%
- 6M
- 15.73%
- 1Y
- 31.56%
- 3Y*
- 15.99%
- 5Y*
- —
- 10Y*
- —
JEGA.DE
- 1D
- 0.15%
- 1M
- 0.59%
- YTD
- -1.11%
- 6M
- -0.63%
- 1Y
- 0.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPSC.DE vs. JEGA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 16.44% | 0.02% | 20.04% | 6.64% |
JEGA.DE JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) | -1.11% | -0.34% | 14.24% | -1.96% |
Correlation
The correlation between JPSC.DE and JEGA.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.33 |
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Return for Risk
JPSC.DE vs. JEGA.DE — Risk / Return Rank
JPSC.DE
JEGA.DE
JPSC.DE vs. JEGA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) and JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.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.
| JPSC.DE | JEGA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.07 | ||
| Sortino ratioReturn per unit of downside risk | +2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.00 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 5.00 | -0.06 | +5.06 |
| Martin ratioReturn relative to average drawdown | 14.78 | -0.17 | +14.96 |
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
| JPSC.DE | JEGA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | -0.07 | +2.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.42 | +0.06 |
Drawdowns
JPSC.DE vs. JEGA.DE - Drawdown Comparison
The maximum JPSC.DE drawdown since its inception was -30.63%, which is greater than JEGA.DE's maximum drawdown of -12.37%. Use the drawdown chart below to compare losses from any high point for JPSC.DE and JEGA.DE.
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Drawdown Indicators
| JPSC.DE | JEGA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.63% | -12.37% | -18.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.36% | -8.21% | +1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -30.63% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -8.66% | +8.66% |
Average DrawdownAverage peak-to-trough decline | -8.19% | -4.37% | -3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 3.06% | -0.91% |
Volatility
JPSC.DE vs. JEGA.DE - Volatility Comparison
JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) has a higher volatility of 3.96% compared to JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.DE) at 2.47%. This indicates that JPSC.DE's price experiences larger fluctuations and is considered to be riskier than JEGA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPSC.DE | JEGA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 2.47% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 5.52% | +4.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 7.76% | +8.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 9.69% | +9.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 9.69% | +9.24% |
JPSC.DE vs. JEGA.DE - Expense Ratio Comparison
JPSC.DE has a 0.14% expense ratio, which is lower than JEGA.DE's 0.35% expense ratio.
Dividends
JPSC.DE vs. JEGA.DE - Dividend Comparison
Neither JPSC.DE nor JEGA.DE has paid dividends to shareholders.
Frequently Asked Questions
JPSC.DE and JEGA.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPSC.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPSC.DE is cheaper with a 0.14% expense ratio, compared with 0.35% for JEGA.DE.
JPSC.DE is categorized as Small Cap Blend Equities, while JEGA.DE is Derivative Income. Their fees differ too: 0.14% for JPSC.DE and 0.35% for JEGA.DE.
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