JRIE.L vs. JEGP.L
JRIE.L (JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - JRIE.L is a Japan Equities fund tracking the TOPIX TR JPY, while JEGP.L is a Global Equity Income fund actively managed by JPMorgan. JRIE.L is passively managed, while JEGP.L is actively managed. Over the past year, JRIE.L returned 34.73% vs 2.35% for JEGP.L. At a 0.06 correlation, their price movements are largely independent. JRIE.L charges 0.25%/yr vs 0.35%/yr for JEGP.L.
Performance
JRIE.L vs. JEGP.L - Performance Comparison
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Returns By Period
In the year-to-date period, JRIE.L achieves a 16.88% return, which is significantly higher than JEGP.L's -1.87% return.
JRIE.L
- 1D
- -0.38%
- 1M
- 6.24%
- YTD
- 16.88%
- 6M
- 15.92%
- 1Y
- 34.73%
- 3Y*
- 17.01%
- 5Y*
- —
- 10Y*
- —
JEGP.L
- 1D
- 0.49%
- 1M
- 0.98%
- YTD
- -1.87%
- 6M
- -1.08%
- 1Y
- 2.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRIE.L vs. JEGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JRIE.L JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 16.88% | 14.41% | 12.30% | 0.00% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -1.87% | 4.70% | 9.52% | 0.47% |
Correlation
The correlation between JRIE.L and JEGP.L is -0.01, 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 | -0.01 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.06 |
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Return for Risk
JRIE.L vs. JEGP.L — Risk / Return Rank
JRIE.L
JEGP.L
JRIE.L vs. JEGP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.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.
| JRIE.L | JEGP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.64 | ||
| Sortino ratioReturn per unit of downside risk | +5.26 | ||
| Omega ratioGain probability vs. loss probability | 1.84 | 1.05 | +0.79 |
| Calmar ratioReturn relative to maximum drawdown | 16.64 | 0.25 | +16.39 |
| Martin ratioReturn relative to average drawdown | 46.46 | 0.75 | +45.71 |
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
| JRIE.L | JEGP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.92 | 0.28 | +4.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.80 | 0.54 | +3.25 |
Drawdowns
JRIE.L vs. JEGP.L - Drawdown Comparison
The maximum JRIE.L drawdown since its inception was -13.10%, which is greater than JEGP.L's maximum drawdown of -9.25%. Use the drawdown chart below to compare losses from any high point for JRIE.L and JEGP.L.
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Drawdown Indicators
| JRIE.L | JEGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.10% | -9.25% | -3.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -9.25% | -0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -13.10% | — | — |
Current DrawdownCurrent decline from peak | -0.38% | -7.31% | +6.93% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -2.69% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.14% | — |
Volatility
JRIE.L vs. JEGP.L - Volatility Comparison
JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRIE.L) has a higher volatility of 3.86% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) at 2.79%. This indicates that JRIE.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
| JRIE.L | JEGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 2.79% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | — | 6.65% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 34.53% | 8.46% | +26.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.66% | 9.29% | +26.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.66% | 9.29% | +26.37% |
JRIE.L vs. JEGP.L - Expense Ratio Comparison
JRIE.L has a 0.25% expense ratio, which is lower than JEGP.L's 0.35% expense ratio.
Dividends
JRIE.L vs. JEGP.L - Dividend Comparison
JRIE.L's dividend yield for the trailing twelve months is around 1.52%, less than JEGP.L's 8.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.82% | 8.01% | 6.39% | 0.00% | 0.00% |
JRIE.L JPMorgan Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 1.52% | 1.81% | 1.53% | 1.72% | 2.14% |
Frequently Asked Questions
JRIE.L and JEGP.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRIE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRIE.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEGP.L.
JRIE.L is categorized as Japan Equities, while JEGP.L is Global Equity Income. Their fees differ too: 0.25% for JRIE.L and 0.35% for JEGP.L.
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