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JREE.L vs. JEGP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JREE.L vs. JEGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JREE.L vs. JEGP.L - Yearly Performance Comparison


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

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Return for Risk

JREE.L vs. JEGP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JREE.L
JREE.L Risk / Return Rank: 3535
Overall Rank
JREE.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JREE.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
JREE.L Omega Ratio Rank: 3535
Omega Ratio Rank
JREE.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
JREE.L Martin Ratio Rank: 3737
Martin Ratio Rank

JEGP.L
JEGP.L Risk / Return Rank: 1313
Overall Rank
JEGP.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
JEGP.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
JEGP.L Omega Ratio Rank: 1212
Omega Ratio Rank
JEGP.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
JEGP.L Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LJEGP.LDifference
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

JREE.L vs. JEGP.L - Sharpe Ratio Comparison

The current JREE.L Sharpe Ratio is 1.23, which is higher than the JEGP.L Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of JREE.L and JEGP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JREE.LJEGP.LDifference

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.


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Drawdown Indicators


JREE.LJEGP.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.51%

-8.44%

+7.93%

Average Drawdown

Average peak-to-trough decline

-4.52%

-4.36%

-0.16%

Ulcer Index

Depth 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.


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Volatility by Period


JREE.LJEGP.LDifference

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%.


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.

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