JREE.L vs. JEGP.L
JREE.L (JPMorgan Europe Research Enhanced Index Equity UCITS ETF - EUR (acc)) and JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - JREE.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. JREE.L is passively managed, while JEGP.L is actively managed. Over the past year, JREE.L returned 16.01% vs -0.33% for JEGP.L. At a 0.25 correlation, their price movements are largely independent. JREE.L charges 0.25%/yr vs 0.35%/yr for JEGP.L.
Performance
JREE.L vs. JEGP.L - Performance Comparison
Loading charts...
Different Trading Currencies
JREE.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, JREE.L achieves a 7.53% return, which is significantly higher than JEGP.L's -0.99% return.
JREE.L
- 1D
- 0.47%
- 1M
- 3.26%
- YTD
- 7.53%
- 6M
- 9.59%
- 1Y
- 16.01%
- 3Y*
- 13.02%
- 5Y*
- 9.91%
- 10Y*
- —
JEGP.L
- 1D
- 0.40%
- 1M
- 0.79%
- YTD
- -0.99%
- 6M
- -0.08%
- 1Y
- -0.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREE.L vs. JEGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JREE.L JPMorgan Europe Research Enhanced Index Equity UCITS ETF - EUR (acc) | 7.53% | 19.14% | 7.41% | 1.59% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -0.99% | -0.76% | 14.80% | -0.72% |
Correlation
The correlation between JREE.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 | 0.25 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JREE.L vs. JEGP.L — Risk / Return Rank
JREE.L
JEGP.L
JREE.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 UCITS ETF - EUR (acc) (JREE.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.
| JREE.L | JEGP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.00 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | -0.04 | +1.64 |
| Martin ratioReturn relative to average drawdown | 5.72 | -0.11 | +5.82 |
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 charts...
Sharpe Ratios by Period
| JREE.L | JEGP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | -0.04 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.47 | +0.19 |
Drawdowns
JREE.L vs. JEGP.L - Drawdown Comparison
The maximum JREE.L drawdown since its inception was -35.07%, which is greater than JEGP.L's maximum drawdown of -11.24%. Use the drawdown chart below to compare losses from any high point for JREE.L and JEGP.L.
Loading charts...
Drawdown Indicators
| JREE.L | JEGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.07% | -11.24% | -23.83% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -8.60% | -1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.24% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.25% | — | — |
Current DrawdownCurrent decline from peak | -0.51% | -8.44% | +7.93% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -4.36% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 3.07% | -0.28% |
Volatility
JREE.L vs. JEGP.L - Volatility Comparison
JPMorgan Europe Research Enhanced Index Equity UCITS ETF - EUR (acc) (JREE.L) has a higher volatility of 4.49% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) at 2.87%. This indicates that JREE.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 charts...
Volatility by Period
| JREE.L | JEGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 2.87% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.52% | 6.44% | +4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 8.43% | +4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 9.89% | +4.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 9.89% | +6.66% |
JREE.L vs. JEGP.L - Expense Ratio Comparison
JREE.L has a 0.25% expense ratio, which is lower than JEGP.L's 0.35% expense ratio.
Dividends
JREE.L vs. JEGP.L - Dividend Comparison
JREE.L has not paid dividends to shareholders, while JEGP.L's dividend yield for the trailing twelve months is around 8.82%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.82% | 8.01% | 6.39% |
JREE.L JPMorgan Europe Research Enhanced Index Equity UCITS ETF - EUR (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JREE.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, JREE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREE.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEGP.L.
JREE.L is categorized as Europe Equities, while JEGP.L is Global Equity Income. Their fees differ too: 0.25% for JREE.L and 0.35% for JEGP.L.
Find the right allocation for JREE.L and JEGP.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer