JREJ.L vs. JEGP.L
JREJ.L (JPMorgan ETFs (Ireland) ICAV - Japan Research Enhanced Index Equity Active UCITS ETF USD (acc)) and JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - JREJ.L is a Japan Equities fund actively managed by JPMorgan, while JEGP.L is a Global Equity Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JREJ.L returned 33.48% vs 5.34% for JEGP.L. At a 0.27 correlation, their price movements are largely independent.
Performance
JREJ.L vs. JEGP.L - Performance Comparison
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Different Trading Currencies
JREJ.L is traded in USD, while JEGP.L is traded in GBp. To make them comparable, the JEGP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JREJ.L achieves a 15.17% return, which is significantly higher than JEGP.L's 0.09% return.
JREJ.L
- 1D
- -1.74%
- 1M
- -1.92%
- 6M
- 8.74%
- YTD
- 15.17%
- 1Y
- 33.48%
- 3Y*
- 17.38%
- 5Y*
- —
- 10Y*
- —
JEGP.L
- 1D
- 0.00%
- 1M
- 1.57%
- 6M
- -0.32%
- YTD
- 0.09%
- 1Y
- 5.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREJ.L vs. JEGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JREJ.L JPMorgan ETFs (Ireland) ICAV - Japan Research Enhanced Index Equity Active UCITS ETF USD (acc) | 15.17% | 24.21% | 7.80% | 4.65% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 0.09% | 12.61% | 7.69% | 7,982.30% |
Correlation
The correlation between JREJ.L and JEGP.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.27 |
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Return for Risk
JREJ.L vs. JEGP.L — Risk / Return Rank
JREJ.L
JEGP.L
JREJ.L vs. JEGP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs (Ireland) ICAV - Japan Research Enhanced Index Equity Active UCITS ETF USD (acc) (JREJ.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JREJ.L | JEGP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.11 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 0.63 | +2.13 |
| Martin ratioReturn relative to average drawdown | 8.78 | 1.34 | +7.44 |
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Drawdowns
JREJ.L vs. JEGP.L - Drawdown Comparison
The maximum JREJ.L drawdown since its inception was -20.61%, which is greater than JEGP.L's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for JREJ.L and JEGP.L.
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Drawdown Indicators
| JREJ.L | JEGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.61% | -8.54% | -12.07% |
Max Drawdown (1Y)Largest decline over 1 year | -12.09% | -8.54% | -3.55% |
Max Drawdown (3Y)Largest decline over 3 years | -14.89% | — | — |
Current DrawdownCurrent decline from peak | -5.23% | -5.62% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -4.87% | -1.81% | -3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 3.99% | -0.18% |
Volatility
JREJ.L vs. JEGP.L - Volatility Comparison
JPMorgan ETFs (Ireland) ICAV - Japan Research Enhanced Index Equity Active UCITS ETF USD (acc) (JREJ.L) has a higher volatility of 6.97% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) at 2.62%. This indicates that JREJ.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
| JREJ.L | JEGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.97% | 2.62% | +4.35% |
Volatility (6M)Calculated over the trailing 6-month period | 17.87% | 6.79% | +11.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.56% | 8.73% | +12.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 4,844.86% | -4,826.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 4,844.86% | -4,826.32% |
Dividends
JREJ.L vs. JEGP.L - Dividend Comparison
JREJ.L has not paid dividends to shareholders, while JEGP.L's dividend yield for the trailing twelve months is around 8.16%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.16% | 8.01% | 6.39% |
JREJ.L JPMorgan ETFs (Ireland) ICAV - Japan Research Enhanced Index Equity Active UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JREJ.L and JEGP.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JREJ.L is categorized as Japan Equities, while JEGP.L is Global Equity Income.
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