JPSC.DE vs. JGPI.DE
JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both exchange-traded funds - JPSC.DE is a Small Cap Blend Equities fund tracking the Morningstar US Small Cap Target Market Exposure, while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. JPSC.DE is passively managed, while JGPI.DE is actively managed. Over the past year, JPSC.DE returned 31.93% vs -0.98% for JGPI.DE. At a 0.34 correlation, their price movements are largely independent. JPSC.DE charges 0.14%/yr vs 0.35%/yr for JGPI.DE.
Performance
JPSC.DE vs. JGPI.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 JGPI.DE's -1.21% return.
JPSC.DE
- 1D
- 0.23%
- 1M
- 4.19%
- YTD
- 16.44%
- 6M
- 16.38%
- 1Y
- 31.93%
- 3Y*
- 15.99%
- 5Y*
- —
- 10Y*
- —
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPSC.DE vs. JGPI.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% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
Correlation
The correlation between JPSC.DE and JGPI.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 | 0.34 |
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Return for Risk
JPSC.DE vs. JGPI.DE — Risk / Return Rank
JPSC.DE
JGPI.DE
JPSC.DE vs. JGPI.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 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.
| JPSC.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.12 | ||
| Sortino ratioReturn per unit of downside risk | +2.86 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.99 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 5.00 | -0.12 | +5.12 |
| Martin ratioReturn relative to average drawdown | 14.78 | -0.32 | +15.11 |
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 | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | -0.12 | +2.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.46 | +0.01 |
Drawdowns
JPSC.DE vs. JGPI.DE - Drawdown Comparison
The maximum JPSC.DE drawdown since its inception was -30.63%, 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 JPSC.DE and JGPI.DE.
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Drawdown Indicators
| JPSC.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.63% | -12.10% | -18.53% |
Max Drawdown (1Y)Largest decline over 1 year | -6.36% | -8.18% | +1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -30.63% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -8.94% | +8.94% |
Average DrawdownAverage peak-to-trough decline | -8.19% | -4.41% | -3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 3.05% | -0.90% |
Volatility
JPSC.DE vs. JGPI.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 UCITS ETF (JGPI.DE) at 2.53%. This indicates that JPSC.DE's price experiences larger fluctuations and is considered to be riskier 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
| JPSC.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 2.53% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 5.35% | +5.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 7.92% | +7.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 9.59% | +9.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 9.59% | +9.34% |
JPSC.DE vs. JGPI.DE - Expense Ratio Comparison
JPSC.DE has a 0.14% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.
Dividends
JPSC.DE vs. JGPI.DE - Dividend Comparison
JPSC.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% |
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPSC.DE and JGPI.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 JGPI.DE.
JPSC.DE is categorized as Small Cap Blend Equities, while JGPI.DE is Large Cap Blend Equities. Their fees differ too: 0.14% for JPSC.DE and 0.35% for JGPI.DE.
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