JUHE.DE vs. JGPI.DE
JUHE.DE (JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc) and JGPI.DE (JPM Global Equity Premium Income Active UCITS ETF - USD (dist)) are both exchange-traded funds - JUHE.DE is a Large Cap Blend Equities 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, JUHE.DE returned 17.77% vs 6.20% for JGPI.DE. At a 0.12 correlation, their price movements are largely independent. JUHE.DE charges 0.20%/yr vs 0.35%/yr for JGPI.DE.
Performance
JUHE.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JUHE.DE achieves a 7.89% return, which is significantly higher than JGPI.DE's 2.46% return.
JUHE.DE
- 1D
- 0.12%
- 1M
- 0.05%
- 6M
- 8.27%
- YTD
- 7.89%
- 1Y
- 17.77%
- 3Y*
- 17.13%
- 5Y*
- —
- 10Y*
- —
JGPI.DE
- 1D
- -0.36%
- 1M
- 1.85%
- 6M
- 1.10%
- YTD
- 2.46%
- 1Y
- 6.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JUHE.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JUHE.DE JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc | 7.89% | 14.34% | 23.03% | 4.00% |
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 2.46% | -0.67% | 14.32% | -1.40% |
Correlation
The correlation between JUHE.DE and JGPI.DE is -0.04, 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 | -0.04 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2023 | 0.12 |
The correlation between JUHE.DE and JGPI.DE shifts across timeframes, from -0.04 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JUHE.DE vs. JGPI.DE — Risk / Return Rank
JUHE.DE
JGPI.DE
JUHE.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.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.
| JUHE.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.11 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 0.68 | +1.52 |
| Martin ratioReturn relative to average drawdown | 8.94 | 1.80 | +7.14 |
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Drawdowns
JUHE.DE vs. JGPI.DE - Drawdown Comparison
The maximum JUHE.DE drawdown since its inception was -23.01%, 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 JUHE.DE and JGPI.DE.
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Drawdown Indicators
| JUHE.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.01% | -12.12% | -10.89% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -9.09% | +0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -19.02% | — | — |
Current DrawdownCurrent decline from peak | -0.72% | -5.65% | +4.93% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -4.52% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 3.43% | -1.32% |
Volatility
JUHE.DE vs. JGPI.DE - Volatility Comparison
The current volatility for JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) is 2.70%, while JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) has a volatility of 3.00%. This indicates that JUHE.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
| JUHE.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 3.00% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 7.38% | +1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 10.17% | +1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 10.31% | +5.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 10.31% | +5.78% |
JUHE.DE vs. JGPI.DE - Expense Ratio Comparison
JUHE.DE has a 0.20% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.
Dividends
JUHE.DE vs. JGPI.DE - Dividend Comparison
JUHE.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% |
JUHE.DE JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JUHE.DE and JGPI.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JUHE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JUHE.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JGPI.DE.
JUHE.DE is categorized as Large Cap Blend Equities, while JGPI.DE is Derivative Income. Their fees differ too: 0.20% for JUHE.DE and 0.35% for JGPI.DE.
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