PRAG.DE vs. JGPI.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi Prime Global Govies UCITS ETF (PRAG.DE) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE).

PRAG.DE and JGPI.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PRAG.DE is a passively managed fund by Amundi that tracks the performance of the Solactive Global Developed Government Bond. It was launched on Jan 15, 2020. JGPI.DE is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.

Performance

PRAG.DE vs. JGPI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Global Govies UCITS ETF (PRAG.DE) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023
PRAG.DE Amundi Prime Global Govies UCITS ETF	0.36%	-4.82%	2.27%	0.47%
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF	2.66%	-1.00%	14.61%	-1.17%

Returns By Period

In the year-to-date period, PRAG.DE achieves a 0.36% return, which is significantly lower than JGPI.DE's 2.66% return.

PRAG.DE

• 1D: -0.14%
• 1M: -1.61%
• YTD: 0.36%
• 6M: -0.16%
• 1Y: -3.55%
• 3Y*: -1.03%
• 5Y*: -2.63%
• 10Y*: —

JGPI.DE

• 1D: 0.04%
• 1M: -1.95%
• YTD: 2.66%
• 6M: 4.24%
• 1Y: -2.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PRAG.DE vs. JGPI.DE - Expense Ratio Comparison

PRAG.DE has a 0.05% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.

JGPI.DE

JPMorgan Global Equity Premium Income UCITS ETF

PRAG.DE

Amundi Prime Global Govies UCITS ETF

Return for Risk

PRAG.DE vs. JGPI.DE — Risk / Return Rank

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

PRAG.DE

PRAG.DE Risk / Return Rank: 3
PRAG.DE Sharpe Ratio Rank: 2
PRAG.DE Sortino Ratio Rank: 2
PRAG.DE Omega Ratio Rank: 2
PRAG.DE Calmar Ratio Rank: 2
PRAG.DE Martin Ratio Rank: 5

JGPI.DE

JGPI.DE Risk / Return Rank: 8
JGPI.DE Sharpe Ratio Rank: 8
JGPI.DE Sortino Ratio Rank: 7
JGPI.DE Omega Ratio Rank: 7
JGPI.DE Calmar Ratio Rank: 9
JGPI.DE Martin Ratio Rank: 9

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.

PRAG.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global Govies UCITS ETF (PRAG.DE) and JPMorgan Global Equity Premium Income UCITS ETF (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.

	PRAG.DE	JGPI.DE	Difference
Sharpe ratio Return per unit of total volatility	-0.66	-0.23	-0.43
Sortino ratio Return per unit of downside risk	-0.83	-0.23	-0.60
Omega ratio Gain probability vs. loss probability	0.89	0.97	-0.08
Calmar ratio Return relative to maximum drawdown	-0.63	-0.19	-0.44
Martin ratio Return relative to average drawdown	-0.86	-0.38	-0.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current PRAG.DE Sharpe Ratio is -0.66, which is lower than the JGPI.DE Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of PRAG.DE and JGPI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PRAG.DE	JGPI.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.66	-0.23	-0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.30	0.64	-0.95

Correlation

The correlation between PRAG.DE and JGPI.DE is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

PRAG.DE vs. JGPI.DE - Dividend Comparison

PRAG.DE has not paid dividends to shareholders, while JGPI.DE's dividend yield for the trailing twelve months is around 7.78%.

	TTM	2025	2024
PRAG.DE Amundi Prime Global Govies UCITS ETF	0.00%	0.00%	0.00%
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF	7.78%	7.74%	6.49%

Drawdowns

PRAG.DE vs. JGPI.DE - Drawdown Comparison

The maximum PRAG.DE drawdown since its inception was -23.63%, which is greater than JGPI.DE's maximum drawdown of -12.16%. Use the drawdown chart below to compare losses from any high point for PRAG.DE and JGPI.DE.

Drawdown Indicators

	PRAG.DE	JGPI.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.63%	-12.16%	-11.47%
Max Drawdown (1Y) Largest decline over 1 year	-5.58%	-7.91%	+2.33%
Max Drawdown (5Y) Largest decline over 5 years	-17.70%	—	—
Current Drawdown Current decline from peak	-21.72%	-5.61%	-16.11%
Average Drawdown Average peak-to-trough decline	-15.69%	-4.23%	-11.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.06%	2.69%	+1.37%

Volatility

PRAG.DE vs. JGPI.DE - Volatility Comparison

The current volatility for Amundi Prime Global Govies UCITS ETF (PRAG.DE) is 1.86%, while JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a volatility of 2.81%. This indicates that PRAG.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.

Volatility by Period

	PRAG.DE	JGPI.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.86%	2.81%	-0.95%
Volatility (6M) Calculated over the trailing 6-month period	3.01%	5.52%	-2.51%
Volatility (1Y) Calculated over the trailing 1-year period	5.37%	11.11%	-5.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.69%	9.71%	-3.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.94%	9.71%	-1.77%