JR15.L vs. JEGP.L
JR15.L (JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc)) and JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - JR15.L is a Corporate Bonds fund actively managed by JPMorgan, while JEGP.L is a Global Equity Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JR15.L returned 1.64% vs 7.02% for JEGP.L. At a 0.11 correlation, their price movements are largely independent. JR15.L charges 0.19%/yr vs 0.35%/yr for JEGP.L.
Performance
JR15.L vs. JEGP.L - Performance Comparison
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Different Trading Currencies
JR15.L is traded in EUR, while JEGP.L is traded in GBp. To make them comparable, the JEGP.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JR15.L achieves a 0.51% return, which is significantly lower than JEGP.L's 2.97% return.
JR15.L
- 1D
- -0.05%
- 1M
- -0.25%
- 6M
- 0.26%
- YTD
- 0.51%
- 1Y
- 1.64%
- 3Y*
- 4.28%
- 5Y*
- 1.12%
- 10Y*
- —
JEGP.L
- 1D
- 0.00%
- 1M
- 3.10%
- 6M
- 1.66%
- YTD
- 2.97%
- 1Y
- 7.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JR15.L vs. JEGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JR15.L JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc) | 0.51% | 3.45% | 4.35% | 2.00% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 2.97% | -0.76% | 14.80% | 7,874.03% |
Correlation
The correlation between JR15.L and JEGP.L is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.11 |
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Return for Risk
JR15.L vs. JEGP.L — Risk / Return Rank
JR15.L
JEGP.L
JR15.L vs. JEGP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc) (JR15.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JR15.L | JEGP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.14 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 0.82 | -0.01 |
| Martin ratioReturn relative to average drawdown | 2.92 | 2.11 | +0.80 |
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Drawdowns
JR15.L vs. JEGP.L - Drawdown Comparison
The maximum JR15.L drawdown since its inception was -10.19%, smaller than the maximum JEGP.L drawdown of -11.24%. Use the drawdown chart below to compare losses from any high point for JR15.L and JEGP.L.
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Drawdown Indicators
| JR15.L | JEGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.19% | -11.24% | +1.05% |
Max Drawdown (1Y)Largest decline over 1 year | -1.97% | -8.60% | +6.63% |
Max Drawdown (3Y)Largest decline over 3 years | -1.97% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -10.19% | — | — |
Current DrawdownCurrent decline from peak | -0.51% | -4.77% | +4.26% |
Average DrawdownAverage peak-to-trough decline | -2.18% | -4.41% | +2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 3.32% | -2.77% |
Volatility
JR15.L vs. JEGP.L - Volatility Comparison
The current volatility for JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc) (JR15.L) is 0.51%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) has a volatility of 2.57%. This indicates that JR15.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
| JR15.L | JEGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.51% | 2.57% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 1.80% | 6.62% | -4.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 8.77% | -6.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.56% | 4,860.23% | -4,857.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.11% | 4,860.23% | -4,857.12% |
JR15.L vs. JEGP.L - Expense Ratio Comparison
JR15.L has a 0.19% expense ratio, which is lower than JEGP.L's 0.35% expense ratio.
Dividends
JR15.L vs. JEGP.L - Dividend Comparison
JR15.L has not paid dividends to shareholders, while JEGP.L's dividend yield for the trailing twelve months is around 8.16%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.16% | 8.01% | 6.39% |
JR15.L JPMorgan ETFs Ireland ICAV - JPM EUR 1-5 yr IG Corporate Bond Active UCITS ETF - EUR (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JR15.L and JEGP.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JR15.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JR15.L is cheaper with a 0.19% expense ratio, compared with 0.35% for JEGP.L.
JR15.L is categorized as Corporate Bonds, while JEGP.L is Global Equity Income. Their fees differ too: 0.19% for JR15.L and 0.35% for JEGP.L.
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