JRGD.DE vs. JEIP.DE
JRGD.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JRGD.DE is a Global Equities fund tracking the JP Morgan Global Research Enhanced Index Equity (ESG), while JEIP.DE is a Derivative Income fund actively managed by JPMorgan. JRGD.DE is passively managed, while JEIP.DE is actively managed. Over the past year, JRGD.DE returned 22.73% vs 6.67% for JEIP.DE. A 0.64 correlation means they provide meaningful diversification when combined. JRGD.DE charges 0.25%/yr vs 0.35%/yr for JEIP.DE.
Performance
JRGD.DE vs. JEIP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRGD.DE achieves a 10.32% return, which is significantly higher than JEIP.DE's 1.23% return.
JRGD.DE
- 1D
- 0.00%
- 1M
- 4.30%
- YTD
- 10.32%
- 6M
- 10.92%
- 1Y
- 22.73%
- 3Y*
- 16.83%
- 5Y*
- —
- 10Y*
- —
JEIP.DE
- 1D
- 0.31%
- 1M
- -0.31%
- YTD
- 1.23%
- 6M
- 1.31%
- 1Y
- 6.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRGD.DE vs. JEIP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRGD.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.32% | 6.67% | 5.47% |
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.23% | -4.10% | -3.58% |
Correlation
The correlation between JRGD.DE and JEIP.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.64 |
The correlation between JRGD.DE and JEIP.DE has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.
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Return for Risk
JRGD.DE vs. JEIP.DE — Risk / Return Rank
JRGD.DE
JEIP.DE
JRGD.DE vs. JEIP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.DE) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.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.
| JRGD.DE | JEIP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.14 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 1.36 | +2.37 |
| Martin ratioReturn relative to average drawdown | 15.47 | 3.69 | +11.78 |
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
| JRGD.DE | JEIP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 0.81 | +1.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | -0.31 | +1.16 |
Drawdowns
JRGD.DE vs. JEIP.DE - Drawdown Comparison
The maximum JRGD.DE drawdown since its inception was -21.56%, which is greater than JEIP.DE's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for JRGD.DE and JEIP.DE.
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Drawdown Indicators
| JRGD.DE | JEIP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.56% | -19.56% | -2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -6.06% | -4.88% | -1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -21.56% | — | — |
Current DrawdownCurrent decline from peak | -0.35% | -7.15% | +6.80% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -8.26% | +4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 1.80% | -0.33% |
Volatility
JRGD.DE vs. JEIP.DE - Volatility Comparison
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.DE) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) have volatilities of 2.43% and 2.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRGD.DE | JEIP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 2.47% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.47% | 5.52% | +1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.91% | 8.16% | +2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.33% | 13.09% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.33% | 13.09% | +1.24% |
JRGD.DE vs. JEIP.DE - Expense Ratio Comparison
JRGD.DE has a 0.25% expense ratio, which is lower than JEIP.DE's 0.35% expense ratio.
Dividends
JRGD.DE vs. JEIP.DE - Dividend Comparison
JRGD.DE's dividend yield for the trailing twelve months is around 0.89%, less than JEIP.DE's 8.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.31% | 7.31% | 0.61% | 0.00% | 0.00% |
JRGD.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.89% | 0.89% | 0.91% | 0.85% | 1.44% |
Frequently Asked Questions
JRGD.DE and JEIP.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRGD.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRGD.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for JEIP.DE.
JRGD.DE is categorized as Global Equities, while JEIP.DE is Derivative Income. Their fees differ too: 0.25% for JRGD.DE and 0.35% for JEIP.DE.
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