JPTC.L vs. JEGP.L
JPTC.L (JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)) and JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - JPTC.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. JPTC.L is passively managed, while JEGP.L is actively managed. Over the past year, JPTC.L returned 21.63% vs 2.35% for JEGP.L. At a 0.25 correlation, their price movements are largely independent. JPTC.L charges 0.19%/yr vs 0.35%/yr for JEGP.L.
Performance
JPTC.L vs. JEGP.L - Performance Comparison
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Returns By Period
In the year-to-date period, JPTC.L achieves a 6.75% return, which is significantly higher than JEGP.L's -1.87% return.
JPTC.L
- 1D
- 0.45%
- 1M
- 4.58%
- YTD
- 6.75%
- 6M
- 6.98%
- 1Y
- 21.63%
- 3Y*
- 15.41%
- 5Y*
- 11.69%
- 10Y*
- —
JEGP.L
- 1D
- 0.49%
- 1M
- 0.98%
- YTD
- -1.87%
- 6M
- -1.08%
- 1Y
- 2.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPTC.L vs. JEGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JPTC.L JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) | 6.75% | 11.44% | 20.36% | 2.95% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -1.87% | 4.70% | 9.52% | 0.47% |
Correlation
The correlation between JPTC.L and JEGP.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.25 |
The correlation between JPTC.L and JEGP.L shifts across timeframes, from 0.11 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JPTC.L vs. JEGP.L — Risk / Return Rank
JPTC.L
JEGP.L
JPTC.L vs. JEGP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.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.
| JPTC.L | JEGP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.68 | ||
| Sortino ratioReturn per unit of downside risk | +2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.05 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 0.25 | +2.22 |
| Martin ratioReturn relative to average drawdown | 10.17 | 0.75 | +9.42 |
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
| JPTC.L | JEGP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 0.28 | +1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.54 | +0.57 |
Drawdowns
JPTC.L vs. JEGP.L - Drawdown Comparison
The maximum JPTC.L drawdown since its inception was -19.17%, 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 JPTC.L and JEGP.L.
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Drawdown Indicators
| JPTC.L | JEGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.17% | -9.25% | -9.92% |
Max Drawdown (1Y)Largest decline over 1 year | -8.69% | -9.25% | +0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -19.17% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.17% | — | — |
Current DrawdownCurrent decline from peak | -0.01% | -7.31% | +7.30% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -2.69% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 3.14% | -1.02% |
Volatility
JPTC.L vs. JEGP.L - Volatility Comparison
The current volatility for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.L) is 2.56%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) has a volatility of 2.79%. This indicates that JPTC.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.
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Volatility by Period
| JPTC.L | JEGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 2.79% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.25% | 6.65% | +1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.04% | 8.46% | +2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 9.29% | +5.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.23% | 9.29% | +5.94% |
JPTC.L vs. JEGP.L - Expense Ratio Comparison
JPTC.L has a 0.19% expense ratio, which is lower than JEGP.L's 0.35% expense ratio.
Dividends
JPTC.L vs. JEGP.L - Dividend Comparison
JPTC.L has not paid dividends to shareholders, while JEGP.L's dividend yield for the trailing twelve months is around 8.82%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.82% | 8.01% | 6.39% |
JPTC.L JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPTC.L and JEGP.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPTC.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPTC.L is cheaper with a 0.19% expense ratio, compared with 0.35% for JEGP.L.
JPTC.L is categorized as Global Equities, while JEGP.L is Global Equity Income. Their fees differ too: 0.19% for JPTC.L and 0.35% for JEGP.L.
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