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JRUE.DE vs. JGPI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRUE.DE vs. JGPI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JRUE.DE vs. JGPI.DE - Yearly Performance Comparison


2026 (YTD)202520242023
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JRUE.DE
JRUE.DE Risk / Return Rank: 2323
Overall Rank
JRUE.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
JRUE.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
JRUE.DE Omega Ratio Rank: 2121
Omega Ratio Rank
JRUE.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
JRUE.DE Martin Ratio Rank: 2424
Martin Ratio Rank

JGPI.DE
JGPI.DE Risk / Return Rank: 2020
Overall Rank
JGPI.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
JGPI.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
JGPI.DE Omega Ratio Rank: 1919
Omega Ratio Rank
JGPI.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
JGPI.DE Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEJGPI.DEDifference
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

JRUE.DE vs. JGPI.DE - Sharpe Ratio Comparison

The current JRUE.DE Sharpe Ratio is 0.70, which is comparable to the JGPI.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of JRUE.DE and JGPI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.DEJGPI.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-9.83%

-5.65%

-4.18%

Average Drawdown

Average peak-to-trough decline

-13.52%

-4.52%

-9.00%

Ulcer Index

Depth 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.DEJGPI.DEDifference

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%.


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.

Portfolio Optimizer

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