JRDE.L vs. JEGP.L
JRDE.L (JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist)) and JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - JRDE.L is a Europe Equities fund tracking the MSCI Europe NR EUR, while JEGP.L is a Global Equity Income fund actively managed by JPMorgan. JRDE.L is passively managed, while JEGP.L is actively managed. Over the past year, JRDE.L returned 18.99% vs 2.35% for JEGP.L. At a 0.26 correlation, their price movements are largely independent. JRDE.L charges 0.25%/yr vs 0.35%/yr for JEGP.L.
Performance
JRDE.L vs. JEGP.L - Performance Comparison
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Returns By Period
In the year-to-date period, JRDE.L achieves a 6.47% return, which is significantly higher than JEGP.L's -1.87% return.
JRDE.L
- 1D
- 0.48%
- 1M
- 3.35%
- YTD
- 6.47%
- 6M
- 8.47%
- 1Y
- 18.99%
- 3Y*
- 13.08%
- 5Y*
- —
- 10Y*
- —
JEGP.L
- 1D
- 0.49%
- 1M
- 0.98%
- YTD
- -1.87%
- 6M
- -1.08%
- 1Y
- 2.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRDE.L vs. JEGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JRDE.L JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 6.47% | 25.66% | 2.21% | 3.13% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -1.87% | 4.70% | 9.52% | 0.47% |
Correlation
The correlation between JRDE.L and JEGP.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.26 |
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Return for Risk
JRDE.L vs. JEGP.L — Risk / Return Rank
JRDE.L
JEGP.L
JRDE.L vs. JEGP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.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.
| JRDE.L | JEGP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.05 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 0.25 | +1.48 |
| Martin ratioReturn relative to average drawdown | 6.00 | 0.75 | +5.25 |
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
| JRDE.L | JEGP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 0.28 | +1.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.54 | +0.17 |
Drawdowns
JRDE.L vs. JEGP.L - Drawdown Comparison
The maximum JRDE.L drawdown since its inception was -15.75%, 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 JRDE.L and JEGP.L.
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Drawdown Indicators
| JRDE.L | JEGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.75% | -9.25% | -6.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.94% | -9.25% | -1.69% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | — | — |
Current DrawdownCurrent decline from peak | -2.07% | -7.31% | +5.24% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -2.69% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 3.14% | +0.02% |
Volatility
JRDE.L vs. JEGP.L - Volatility Comparison
JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) (JRDE.L) has a higher volatility of 3.98% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) at 2.79%. This indicates that JRDE.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
| JRDE.L | JEGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 2.79% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 6.65% | +3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.39% | 8.46% | +3.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.16% | 9.29% | +4.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.16% | 9.29% | +4.87% |
JRDE.L vs. JEGP.L - Expense Ratio Comparison
JRDE.L has a 0.25% expense ratio, which is lower than JEGP.L's 0.35% expense ratio.
Dividends
JRDE.L vs. JEGP.L - Dividend Comparison
JRDE.L's dividend yield for the trailing twelve months is around 2.19%, less than JEGP.L's 8.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.82% | 8.01% | 6.39% | 0.00% | 0.00% |
JRDE.L JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (dist) | 2.19% | 2.18% | 2.68% | 1.11% | 2.99% |
Frequently Asked Questions
JRDE.L and JEGP.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRDE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRDE.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEGP.L.
JRDE.L is categorized as Europe Equities, while JEGP.L is Global Equity Income. Their fees differ too: 0.25% for JRDE.L and 0.35% for JEGP.L.
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