JRCE.L vs. JEGP.L
JRCE.L (JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - JRCE.L is a China Equities fund tracking the MSCI China A Onshore NR CNY, while JEGP.L is a Global Equity Income fund actively managed by JPMorgan. JRCE.L is passively managed, while JEGP.L is actively managed. Over the past year, JRCE.L returned 42.57% vs 1.92% for JEGP.L. At a correlation of -0.03, they often move in opposite directions. JRCE.L charges 0.40%/yr vs 0.35%/yr for JEGP.L.
Performance
JRCE.L vs. JEGP.L - Performance Comparison
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Returns By Period
In the year-to-date period, JRCE.L achieves a 11.09% return, which is significantly higher than JEGP.L's -2.34% return.
JRCE.L
- 1D
- 1.97%
- 1M
- 3.41%
- YTD
- 11.09%
- 6M
- 14.62%
- 1Y
- 42.57%
- 3Y*
- 9.09%
- 5Y*
- —
- 10Y*
- —
JEGP.L
- 1D
- 0.45%
- 1M
- -0.25%
- YTD
- -2.34%
- 6M
- -1.65%
- 1Y
- 1.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRCE.L vs. JEGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JRCE.L JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 11.09% | 19.75% | 11.38% | 1.12% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -2.34% | 4.70% | 9.52% | 0.47% |
Correlation
The correlation between JRCE.L and JEGP.L is 0.01, 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 | 0.01 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | -0.03 |
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Return for Risk
JRCE.L vs. JEGP.L — Risk / Return Rank
JRCE.L
JEGP.L
JRCE.L vs. JEGP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.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.
| JRCE.L | JEGP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.70 | ||
| Sortino ratioReturn per unit of downside risk | +3.48 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.04 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 6.91 | 0.21 | +6.71 |
| Martin ratioReturn relative to average drawdown | 20.35 | 0.62 | +19.73 |
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
| JRCE.L | JEGP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.92 | 0.23 | +2.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.52 | -0.41 |
Drawdowns
JRCE.L vs. JEGP.L - Drawdown Comparison
The maximum JRCE.L drawdown since its inception was -36.68%, 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 JRCE.L and JEGP.L.
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Drawdown Indicators
| JRCE.L | JEGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.68% | -9.25% | -27.43% |
Max Drawdown (1Y)Largest decline over 1 year | -6.40% | -9.25% | +2.85% |
Max Drawdown (3Y)Largest decline over 3 years | -25.42% | — | — |
Current DrawdownCurrent decline from peak | -1.88% | -7.76% | +5.88% |
Average DrawdownAverage peak-to-trough decline | -17.61% | -2.68% | -14.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 3.10% | -0.92% |
Volatility
JRCE.L vs. JEGP.L - Volatility Comparison
JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JRCE.L) has a higher volatility of 5.54% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) at 2.85%. This indicates that JRCE.L's price experiences larger fluctuations and is considered to be riskier 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
| JRCE.L | JEGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.54% | 2.85% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 6.63% | +3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 8.45% | +6.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.52% | 9.30% | +12.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.52% | 9.30% | +12.22% |
JRCE.L vs. JEGP.L - Expense Ratio Comparison
JRCE.L has a 0.40% expense ratio, which is higher than JEGP.L's 0.35% expense ratio.
Dividends
JRCE.L vs. JEGP.L - Dividend Comparison
JRCE.L has not paid dividends to shareholders, while JEGP.L's dividend yield for the trailing twelve months is around 8.86%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.86% | 8.01% | 6.39% |
JRCE.L JPMorgan China A Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRCE.L and JEGP.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEGP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEGP.L is cheaper with a 0.35% expense ratio, compared with 0.40% for JRCE.L.
JRCE.L is categorized as China Equities, while JEGP.L is Global Equity Income. Their fees differ too: 0.40% for JRCE.L and 0.35% for JEGP.L.
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