JREM.DE vs. JGPI.DE

Last updated Jun 5, 2026

JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both exchange-traded funds - JREM.DE is a Emerging Markets Equities fund tracking the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG), while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. JREM.DE is passively managed, while JGPI.DE is actively managed. Over the past year, JREM.DE returned 54.32% vs -0.98% for JGPI.DE. At a 0.15 correlation, their price movements are largely independent. JREM.DE charges 0.30%/yr vs 0.35%/yr for JGPI.DE.

Performance

JREM.DE vs. JGPI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JREM.DE achieves a 30.82% return, which is significantly higher than JGPI.DE's -1.21% return.

JREM.DE

• 1D: -1.57%
• 1M: 6.61%
• YTD: 30.82%
• 6M: 32.74%
• 1Y: 54.32%
• 3Y*: 21.35%
• 5Y*: 8.30%
• 10Y*: —

JGPI.DE

• 1D: -0.25%
• 1M: 0.10%
• YTD: -1.21%
• 6M: -1.08%
• 1Y: -0.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JREM.DE vs. JGPI.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)	30.82%	19.77%	12.75%	2.60%
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF	-1.21%	-0.60%	14.79%	-1.17%

Correlation

The correlation between JREM.DE and JGPI.DE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023	0.15

The correlation between JREM.DE and JGPI.DE shifts across timeframes, from 0.04 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JREM.DE vs. JGPI.DE — Risk / Return Rank

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

JREM.DE

JREM.DE Risk / Return Rank: 89
JREM.DE Sharpe Ratio Rank: 89
JREM.DE Sortino Ratio Rank: 88
JREM.DE Omega Ratio Rank: 88
JREM.DE Calmar Ratio Rank: 89
JREM.DE Martin Ratio Rank: 89

JGPI.DE

JGPI.DE Risk / Return Rank: 8
JGPI.DE Sharpe Ratio Rank: 8
JGPI.DE Sortino Ratio Rank: 7
JGPI.DE Omega Ratio Rank: 7
JGPI.DE Calmar Ratio Rank: 8
JGPI.DE Martin Ratio Rank: 7

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.

JREM.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE). 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.

	JREM.DE	JGPI.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.99	-0.12	+3.11
Sortino ratio: Return per unit of downside risk	3.96	-0.12	+4.07
Omega ratio: Gain probability vs. loss probability	1.54	0.99	+0.55
Calmar ratio: Return relative to maximum drawdown	5.31	-0.12	+5.43
Martin ratio: Return relative to average drawdown	19.31	-0.32	+19.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JREM.DE vs. JGPI.DE - Sharpe Ratio Comparison

The current JREM.DE Sharpe Ratio is 2.99, which is higher than the JGPI.DE Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of JREM.DE and JGPI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JREM.DE	JGPI.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.99	-0.12	+3.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.46	+0.10

Drawdowns

JREM.DE vs. JGPI.DE - Drawdown Comparison

The maximum JREM.DE drawdown since its inception was -30.28%, which is greater than JGPI.DE's maximum drawdown of -12.10%. Use the drawdown chart below to compare losses from any high point for JREM.DE and JGPI.DE.

Drawdown Indicators

	JREM.DE	JGPI.DE	Difference
Max Drawdown Largest peak-to-trough decline	-30.28%	-12.10%	-18.18%
Max Drawdown (1Y) Largest decline over 1 year	-10.19%	-8.18%	-2.01%
Max Drawdown (3Y) Largest decline over 3 years	-19.29%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.75%	—	—
Current Drawdown Current decline from peak	-2.47%	-8.94%	+6.47%
Average Drawdown Average peak-to-trough decline	-10.68%	-4.41%	-6.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	3.05%	-0.24%

Volatility

JREM.DE vs. JGPI.DE - Volatility Comparison

JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) has a higher volatility of 7.19% compared to JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) at 2.53%. This indicates that JREM.DE's price experiences larger fluctuations and is considered to be riskier than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JREM.DE	JGPI.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.19%	2.53%	+4.66%
Volatility (6M) Calculated over the trailing 6-month period	15.32%	5.35%	+9.97%
Volatility (1Y) Calculated over the trailing 1-year period	18.09%	7.92%	+10.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.94%	9.59%	+7.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.97%	9.59%	+9.38%

JREM.DE vs. JGPI.DE - Expense Ratio Comparison

JREM.DE has a 0.30% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.

Dividends

JREM.DE vs. JGPI.DE - Dividend Comparison

JREM.DE has not paid dividends to shareholders, while JGPI.DE's dividend yield for the trailing twelve months is around 8.85%.

Position	TTM	2025	2024
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF	8.85%	8.18%	6.66%
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JREM.DE and JGPI.DE in my portfolio?

JREM.DE and JGPI.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JREM.DE or JGPI.DE?

On fees, JREM.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JREM.DE or JGPI.DE?

JREM.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for JGPI.DE.

What is the main difference between JREM.DE and JGPI.DE?

JREM.DE is categorized as Emerging Markets Equities, while JGPI.DE is Large Cap Blend Equities. Their fees differ too: 0.30% for JREM.DE and 0.35% for JGPI.DE.