JRUE.DE vs. JGPI.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and JGPI.DE (JPM Global Equity Premium Income Active UCITS ETF - USD (dist)) are both exchange-traded funds - JRUE.DE is a Corporate Bonds fund actively managed by JPMorgan, while JGPI.DE is a Derivative Income fund actively managed by JPMorgan. Both are actively managed. Over the past year, JRUE.DE returned 3.03% vs 6.20% for JGPI.DE. At a 0.04 correlation, their price movements are largely independent. JRUE.DE charges 0.04%/yr vs 0.35%/yr for JGPI.DE.
Performance
JRUE.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRUE.DE achieves a -0.85% return, which is significantly lower than JGPI.DE's 2.46% return.
JRUE.DE
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
JGPI.DE
- 1D
- -0.36%
- 1M
- 1.85%
- 6M
- 1.10%
- YTD
- 2.46%
- 1Y
- 6.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRUE.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | -0.85% | 5.79% | 0.31% | 2.99% |
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 2.46% | -0.67% | 14.32% | -1.40% |
Correlation
The correlation between JRUE.DE and JGPI.DE 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 11, 2023 | 0.04 |
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Return for Risk
JRUE.DE vs. JGPI.DE — Risk / Return Rank
JRUE.DE
JGPI.DE
JRUE.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) and JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JRUE.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.11 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 0.68 | +0.32 |
| Martin ratioReturn relative to average drawdown | 2.54 | 1.80 | +0.73 |
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Drawdowns
JRUE.DE vs. JGPI.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, which is greater than JGPI.DE's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and JGPI.DE.
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Drawdown Indicators
| JRUE.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -12.12% | -11.36% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -9.09% | +5.95% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | — | — |
Current DrawdownCurrent decline from peak | -9.83% | -5.65% | -4.18% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -4.52% | -9.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 3.43% | -2.19% |
Volatility
JRUE.DE vs. JGPI.DE - Volatility Comparison
The current volatility for JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) is 1.11%, while JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) has a volatility of 3.00%. This indicates that JRUE.DE experiences smaller price fluctuations and is considered to be less risky than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRUE.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 3.00% | -1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 7.38% | -4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 10.17% | -5.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 10.31% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 10.31% | -2.51% |
JRUE.DE vs. JGPI.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.
Dividends
JRUE.DE vs. JGPI.DE - Dividend Comparison
JRUE.DE has not paid dividends to shareholders, while JGPI.DE's dividend yield for the trailing twelve months is around 8.09%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 8.09% | 8.08% | 6.27% |
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRUE.DE and JGPI.DE 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, JRUE.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUE.DE is cheaper with a 0.04% expense ratio, compared with 0.35% for JGPI.DE.
JRUE.DE is categorized as Corporate Bonds, while JGPI.DE is Derivative Income. Their fees differ too: 0.04% for JRUE.DE and 0.35% for JGPI.DE.
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