JREU.L vs. JEGA.L
JREU.L (JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)) and JEGA.L (JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc)) are both exchange-traded funds - JREU.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while JEGA.L is a Derivative Income fund actively managed by JPMorgan. JREU.L is passively managed, while JEGA.L is actively managed. Over the past year, JREU.L returned 26.70% vs 1.30% for JEGA.L. At a 0.33 correlation, their price movements are largely independent. JREU.L charges 0.20%/yr vs 0.35%/yr for JEGA.L.
Performance
JREU.L vs. JEGA.L - Performance Comparison
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Returns By Period
In the year-to-date period, JREU.L achieves a 9.52% return, which is significantly higher than JEGA.L's -2.27% return.
JREU.L
- 1D
- -0.04%
- 1M
- 3.83%
- YTD
- 9.52%
- 6M
- 10.51%
- 1Y
- 26.70%
- 3Y*
- 21.59%
- 5Y*
- 13.65%
- 10Y*
- —
JEGA.L
- 1D
- 0.33%
- 1M
- -0.29%
- YTD
- -2.27%
- 6M
- -0.80%
- 1Y
- 1.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREU.L vs. JEGA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JREU.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) | 9.52% | 16.30% | 25.12% | 4.84% |
JEGA.L JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) | -2.27% | 12.42% | 7.86% | 1.52% |
Correlation
The correlation between JREU.L and JEGA.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.33 |
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Return for Risk
JREU.L vs. JEGA.L — Risk / Return Rank
JREU.L
JEGA.L
JREU.L vs. JEGA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) and JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.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.
| JREU.L | JEGA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.14 | ||
| Sortino ratioReturn per unit of downside risk | +3.12 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.04 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 0.16 | +3.01 |
| Martin ratioReturn relative to average drawdown | 14.09 | 0.41 | +13.68 |
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
| JREU.L | JEGA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 0.17 | +2.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.82 | +0.07 |
Drawdowns
JREU.L vs. JEGA.L - Drawdown Comparison
The maximum JREU.L drawdown since its inception was -34.56%, which is greater than JEGA.L's maximum drawdown of -8.13%. Use the drawdown chart below to compare losses from any high point for JREU.L and JEGA.L.
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Drawdown Indicators
| JREU.L | JEGA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.56% | -8.13% | -26.43% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -8.13% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.31% | — | — |
Current DrawdownCurrent decline from peak | -0.59% | -7.48% | +6.89% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -1.56% | -3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 3.15% | -1.26% |
Volatility
JREU.L vs. JEGA.L - Volatility Comparison
JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JREU.L) has a higher volatility of 3.08% compared to JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L) at 1.96%. This indicates that JREU.L's price experiences larger fluctuations and is considered to be riskier than JEGA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREU.L | JEGA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 1.96% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.48% | 5.74% | +2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.52% | 7.80% | +3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 9.43% | +6.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 9.43% | +8.42% |
JREU.L vs. JEGA.L - Expense Ratio Comparison
JREU.L has a 0.20% expense ratio, which is lower than JEGA.L's 0.35% expense ratio.
Dividends
JREU.L vs. JEGA.L - Dividend Comparison
Neither JREU.L nor JEGA.L has paid dividends to shareholders.
Frequently Asked Questions
JREU.L and JEGA.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREU.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREU.L is cheaper with a 0.20% expense ratio, compared with 0.35% for JEGA.L.
JREU.L is categorized as Large Cap Blend Equities, while JEGA.L is Derivative Income. Their fees differ too: 0.20% for JREU.L and 0.35% for JEGA.L.
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