JREM.L vs. JEPG.L
JREM.L (JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc)) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - JREM.L is a Emerging Markets Equities fund actively managed by JPMorgan, while JEPG.L is a Global Equities fund actively managed by JPMorgan. Both are actively managed. Over the past year, JREM.L returned 48.04% vs 1.19% for JEPG.L. At a 0.23 correlation, their price movements are largely independent. JREM.L charges 0.30%/yr vs 0.35%/yr for JEPG.L.
Performance
JREM.L vs. JEPG.L - Performance Comparison
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Returns By Period
In the year-to-date period, JREM.L achieves a 23.23% return, which is significantly higher than JEPG.L's -2.66% return.
JREM.L
- 1D
- -4.56%
- 1M
- -1.80%
- YTD
- 23.23%
- 6M
- 25.25%
- 1Y
- 48.04%
- 3Y*
- 22.42%
- 5Y*
- 6.29%
- 10Y*
- —
JEPG.L
- 1D
- 0.00%
- 1M
- -1.49%
- YTD
- -2.66%
- 6M
- -1.72%
- 1Y
- 1.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREM.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JREM.L JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) | 23.23% | 34.67% | 6.61% | 3.47% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -2.66% | 12.42% | 7.80% | 2.18% |
Correlation
The correlation between JREM.L and JEPG.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2023 | 0.23 |
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Return for Risk
JREM.L vs. JEPG.L — Risk / Return Rank
JREM.L
JEPG.L
JREM.L vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) (JREM.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.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.
| JREM.L | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.19 | ||
| Sortino ratioReturn per unit of downside risk | +2.81 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.03 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 0.14 | +3.69 |
| Martin ratioReturn relative to average drawdown | 13.66 | 0.37 | +13.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JREM.L | JEPG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 0.13 | +2.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.71 | -0.23 |
Drawdowns
JREM.L vs. JEPG.L - Drawdown Comparison
The maximum JREM.L drawdown since its inception was -41.84%, which is greater than JEPG.L's maximum drawdown of -8.41%. Use the drawdown chart below to compare losses from any high point for JREM.L and JEPG.L.
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Drawdown Indicators
| JREM.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.84% | -8.41% | -33.43% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -8.41% | -4.09% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -38.66% | — | — |
Current DrawdownCurrent decline from peak | -7.07% | -7.98% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -15.34% | -1.69% | -13.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 3.21% | +0.30% |
Volatility
JREM.L vs. JEPG.L - Volatility Comparison
JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) (JREM.L) has a higher volatility of 9.75% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) at 2.57%. This indicates that JREM.L's price experiences larger fluctuations and is considered to be riskier than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREM.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.75% | 2.57% | +7.18% |
Volatility (6M)Calculated over the trailing 6-month period | 18.10% | 6.60% | +11.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 9.18% | +11.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.15% | 10.93% | +8.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 10.93% | +9.62% |
JREM.L vs. JEPG.L - Expense Ratio Comparison
JREM.L has a 0.30% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.
Dividends
JREM.L vs. JEPG.L - Dividend Comparison
JREM.L has not paid dividends to shareholders, while JEPG.L's dividend yield for the trailing twelve months is around 8.88%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.88% | 7.86% | 6.50% |
JREM.L JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JREM.L and JEPG.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREM.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREM.L is cheaper with a 0.30% expense ratio, compared with 0.35% for JEPG.L.
JREM.L is categorized as Emerging Markets Equities, while JEPG.L is Global Equities. Their fees differ too: 0.30% for JREM.L and 0.35% for JEPG.L.
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