JUKE.L vs. JEGP.L
JUKE.L (JPMorgan UK Equity Core UCITS ETF GBP (dist)) and JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - JUKE.L is a Europe Equities fund tracking the FTSE AllSh TR GBP, while JEGP.L is a Global Equity Income fund actively managed by JPMorgan. JUKE.L is passively managed, while JEGP.L is actively managed. Over the past year, JUKE.L returned 20.76% vs 2.71% for JEGP.L. At a 0.28 correlation, their price movements are largely independent. JUKE.L charges 0.25%/yr vs 0.35%/yr for JEGP.L.
Performance
JUKE.L vs. JEGP.L - Performance Comparison
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Returns By Period
In the year-to-date period, JUKE.L achieves a 6.30% return, which is significantly higher than JEGP.L's -1.87% return.
JUKE.L
- 1D
- 0.21%
- 1M
- 2.07%
- YTD
- 6.30%
- 6M
- 8.40%
- 1Y
- 20.76%
- 3Y*
- 14.96%
- 5Y*
- —
- 10Y*
- —
JEGP.L
- 1D
- 0.49%
- 1M
- 0.96%
- YTD
- -1.87%
- 6M
- -1.40%
- 1Y
- 2.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JUKE.L vs. JEGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JUKE.L JPMorgan UK Equity Core UCITS ETF GBP (dist) | 6.30% | 25.12% | 9.70% | 3.15% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -1.87% | 4.70% | 9.52% | 0.47% |
Correlation
The correlation between JUKE.L and JEGP.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.28 |
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Return for Risk
JUKE.L vs. JEGP.L — Risk / Return Rank
JUKE.L
JEGP.L
JUKE.L vs. JEGP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan UK Equity Core UCITS ETF GBP (dist) (JUKE.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.
| JUKE.L | JEGP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.61 | ||
| Sortino ratioReturn per unit of downside risk | +2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.05 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 0.25 | +2.07 |
| Martin ratioReturn relative to average drawdown | 8.01 | 0.75 | +7.26 |
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
| JUKE.L | JEGP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 0.28 | +1.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.54 | +0.61 |
Drawdowns
JUKE.L vs. JEGP.L - Drawdown Comparison
The maximum JUKE.L drawdown since its inception was -12.31%, 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 JUKE.L and JEGP.L.
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Drawdown Indicators
| JUKE.L | JEGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.31% | -9.25% | -3.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -9.25% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | — | — |
Current DrawdownCurrent decline from peak | -3.53% | -7.31% | +3.78% |
Average DrawdownAverage peak-to-trough decline | -2.19% | -2.69% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 3.14% | -0.55% |
Volatility
JUKE.L vs. JEGP.L - Volatility Comparison
JPMorgan UK Equity Core UCITS ETF GBP (dist) (JUKE.L) has a higher volatility of 3.97% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) at 2.79%. This indicates that JUKE.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
| JUKE.L | JEGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 2.79% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.41% | 6.65% | +2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.95% | 8.46% | +2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.88% | 9.29% | +2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.88% | 9.29% | +2.59% |
JUKE.L vs. JEGP.L - Expense Ratio Comparison
JUKE.L has a 0.25% expense ratio, which is lower than JEGP.L's 0.35% expense ratio.
Dividends
JUKE.L vs. JEGP.L - Dividend Comparison
JUKE.L's dividend yield for the trailing twelve months is around 2.86%, 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% |
JUKE.L JPMorgan UK Equity Core UCITS ETF GBP (dist) | 2.86% | 2.79% | 3.11% | 2.94% | 1.26% |
Frequently Asked Questions
JUKE.L and JEGP.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JUKE.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JUKE.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEGP.L.
JUKE.L is categorized as Europe Equities, while JEGP.L is Global Equity Income. Their fees differ too: 0.25% for JUKE.L and 0.35% for JEGP.L.
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