JUKE.L vs. JEPG.L
JUKE.L (JPMorgan UK Equity Core UCITS ETF GBP (dist)) and JEPG.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 JEPG.L is a Global Equities fund actively managed by JPMorgan. JUKE.L is passively managed, while JEPG.L is actively managed. Over the past year, JUKE.L returned 20.76% vs 1.71% for JEPG.L. At a 0.29 correlation, their price movements are largely independent. JUKE.L charges 0.25%/yr vs 0.35%/yr for JEPG.L.
Performance
JUKE.L vs. JEPG.L - Performance Comparison
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Different Trading Currencies
JUKE.L is traded in GBp, while JEPG.L is traded in USD. To make them comparable, the JEPG.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, JUKE.L achieves a 6.30% return, which is significantly higher than JEPG.L's -2.25% return.
JUKE.L
- 1D
- 0.21%
- 1M
- 2.07%
- YTD
- 6.30%
- 6M
- 8.40%
- 1Y
- 20.76%
- 3Y*
- 14.96%
- 5Y*
- —
- 10Y*
- —
JEPG.L
- 1D
- 0.03%
- 1M
- -0.47%
- YTD
- -2.25%
- 6M
- -2.72%
- 1Y
- 1.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JUKE.L vs. JEPG.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% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -2.28% | 4.39% | 9.72% | 0.25% |
Correlation
The correlation between JUKE.L and JEPG.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.29 |
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Return for Risk
JUKE.L vs. JEPG.L — Risk / Return Rank
JUKE.L
JEPG.L
JUKE.L vs. JEPG.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 (JEPG.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 | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.72 | ||
| Sortino ratioReturn per unit of downside risk | +2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.04 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 0.19 | +2.13 |
| Martin ratioReturn relative to average drawdown | 8.01 | 0.54 | +7.46 |
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 | JEPG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 0.17 | +1.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.42 | +0.73 |
Drawdowns
JUKE.L vs. JEPG.L - Drawdown Comparison
The maximum JUKE.L drawdown since its inception was -12.31%, which is greater than JEPG.L's maximum drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for JUKE.L and JEPG.L.
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Drawdown Indicators
| JUKE.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.31% | -8.78% | -3.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -8.78% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | — | — |
Current DrawdownCurrent decline from peak | -3.53% | -7.54% | +4.01% |
Average DrawdownAverage peak-to-trough decline | -2.19% | -2.79% | +0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 3.14% | -0.55% |
Volatility
JUKE.L vs. JEPG.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 (JEPG.L) at 2.91%. This indicates that JUKE.L's price experiences larger fluctuations and is considered to be riskier than JEPG.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 | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 2.91% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.41% | 7.32% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.95% | 10.24% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.88% | 11.34% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.88% | 11.34% | +0.54% |
JUKE.L vs. JEPG.L - Expense Ratio Comparison
JUKE.L has a 0.25% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.
Dividends
JUKE.L vs. JEPG.L - Dividend Comparison
JUKE.L's dividend yield for the trailing twelve months is around 2.86%, less than JEPG.L's 8.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.88% | 7.86% | 6.50% | 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 JEPG.L have a correlation of 0.28, 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 JEPG.L.
JUKE.L is categorized as Europe Equities, while JEPG.L is Global Equities. Their fees differ too: 0.25% for JUKE.L and 0.35% for JEPG.L.
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