JRDG.L vs. JEGP.L
Compare and contrast key facts about JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDG.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L).
JRDG.L and JEGP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JRDG.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 10, 2018. JEGP.L is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.
Performance
JRDG.L vs. JEGP.L - Performance Comparison
Loading graphics...
JRDG.L vs. JEGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JRDG.L JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | -1.14% | 11.47% | 20.63% | 3.50% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 2.36% | 4.70% | 9.52% | 0.47% |
Returns By Period
In the year-to-date period, JRDG.L achieves a -1.14% return, which is significantly lower than JEGP.L's 2.36% return.
JRDG.L
- 1D
- 1.84%
- 1M
- -3.48%
- YTD
- -1.14%
- 6M
- 2.76%
- 1Y
- 16.11%
- 3Y*
- 14.58%
- 5Y*
- —
- 10Y*
- —
JEGP.L
- 1D
- 0.47%
- 1M
- -3.33%
- YTD
- 2.36%
- 6M
- 4.30%
- 1Y
- 1.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JRDG.L vs. JEGP.L - Expense Ratio Comparison
JRDG.L has a 0.25% expense ratio, which is lower than JEGP.L's 0.35% expense ratio.
Return for Risk
JRDG.L vs. JEGP.L — Risk / Return Rank
JRDG.L
JEGP.L
JRDG.L vs. JEGP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDG.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.
| JRDG.L | JEGP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.13 | +1.01 |
Sortino ratioReturn per unit of downside risk | 1.61 | 0.24 | +1.37 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.03 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 0.35 | +2.09 |
Martin ratioReturn relative to average drawdown | 9.20 | 0.77 | +8.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JRDG.L | JEGP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.13 | +1.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.79 | -0.01 |
Correlation
The correlation between JRDG.L and JEGP.L is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JRDG.L vs. JEGP.L - Dividend Comparison
JRDG.L's dividend yield for the trailing twelve months is around 1.03%, less than JEGP.L's 7.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JRDG.L JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 1.03% | 0.99% | 1.01% | 0.94% | 1.43% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 7.89% | 8.01% | 6.39% | 0.00% | 0.00% |
Drawdowns
JRDG.L vs. JEGP.L - Drawdown Comparison
The maximum JRDG.L drawdown since its inception was -18.59%, which is greater than JEGP.L's maximum drawdown of -8.07%. Use the drawdown chart below to compare losses from any high point for JRDG.L and JEGP.L.
Loading graphics...
Drawdown Indicators
| JRDG.L | JEGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.59% | -8.07% | -10.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.17% | -6.39% | -3.78% |
Current DrawdownCurrent decline from peak | -3.71% | -3.33% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -3.25% | -2.40% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 2.48% | -0.72% |
Volatility
JRDG.L vs. JEGP.L - Volatility Comparison
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDG.L) has a higher volatility of 4.25% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) at 3.72%. This indicates that JRDG.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.
Loading graphics...
Volatility by Period
| JRDG.L | JEGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 3.72% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.02% | 6.51% | +1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.11% | 10.61% | +3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.55% | 9.32% | +4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.55% | 9.32% | +4.23% |