JPVA.DE vs. JGPI.DE
JPVA.DE (JPMorgan US Value Active UCITS ETF USD (Acc)) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both exchange-traded funds - JPVA.DE is a Large Cap Value Equities fund actively managed by JPMorgan, while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. Both are actively managed. Over the past year, JPVA.DE returned 23.55% vs -0.44% for JGPI.DE. A 0.51 correlation means they provide meaningful diversification when combined. JPVA.DE charges 0.50%/yr vs 0.35%/yr for JGPI.DE.
Performance
JPVA.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPVA.DE achieves a 9.76% return, which is significantly higher than JGPI.DE's -1.21% return.
JPVA.DE
- 1D
- 0.75%
- 1M
- 2.96%
- YTD
- 9.76%
- 6M
- 9.73%
- 1Y
- 23.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.55%
- YTD
- -1.21%
- 6M
- -0.63%
- 1Y
- -0.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPVA.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 9.76% | 1.79% | 20.26% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 11.62% |
Correlation
The correlation between JPVA.DE and JGPI.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2024 | 0.51 |
The correlation between JPVA.DE and JGPI.DE has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.
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Return for Risk
JPVA.DE vs. JGPI.DE — Risk / Return Rank
JPVA.DE
JGPI.DE
JPVA.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.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.
| JPVA.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +2.99 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.99 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 4.58 | -0.12 | +4.70 |
| Martin ratioReturn relative to average drawdown | 14.35 | -0.32 | +14.67 |
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
| JPVA.DE | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | -0.12 | +2.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.46 | +0.49 |
Drawdowns
JPVA.DE vs. JGPI.DE - Drawdown Comparison
The maximum JPVA.DE drawdown since its inception was -21.80%, 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 JPVA.DE and JGPI.DE.
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Drawdown Indicators
| JPVA.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.80% | -12.10% | -9.70% |
Max Drawdown (1Y)Largest decline over 1 year | -5.03% | -8.18% | +3.15% |
Current DrawdownCurrent decline from peak | 0.00% | -8.94% | +8.94% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -4.41% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 3.05% | -1.44% |
Volatility
JPVA.DE vs. JGPI.DE - Volatility Comparison
The current volatility for JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) is 2.22%, while JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a volatility of 2.53%. This indicates that JPVA.DE experiences smaller price fluctuations and is considered to be less risky 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
| JPVA.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 2.53% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 5.35% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.18% | 7.92% | +3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 9.59% | +4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.96% | 9.59% | +4.37% |
JPVA.DE vs. JGPI.DE - Expense Ratio Comparison
JPVA.DE has a 0.50% expense ratio, which is higher than JGPI.DE's 0.35% expense ratio.
Dividends
JPVA.DE vs. JGPI.DE - Dividend Comparison
JPVA.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% |
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPVA.DE and JGPI.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JGPI.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JGPI.DE is cheaper with a 0.35% expense ratio, compared with 0.50% for JPVA.DE.
JPVA.DE is categorized as Large Cap Value Equities, while JGPI.DE is Large Cap Blend Equities. Their fees differ too: 0.50% for JPVA.DE and 0.35% for JGPI.DE.
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