SGAS.DE vs. JGPI.DE
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both Large Cap Blend Equities funds. SGAS.DE is passively managed, while JGPI.DE is actively managed. Over the past year, SGAS.DE returned 26.08% vs -0.44% for JGPI.DE. At a 0.33 correlation, their price movements are largely independent. SGAS.DE charges 0.07%/yr vs 0.35%/yr for JGPI.DE.
Performance
SGAS.DE vs. JGPI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SGAS.DE achieves a 11.26% return, which is significantly higher than JGPI.DE's -1.21% return.
SGAS.DE
- 1D
- -0.42%
- 1M
- 4.83%
- YTD
- 11.26%
- 6M
- 10.63%
- 1Y
- 26.08%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.55%
- YTD
- -1.21%
- 6M
- -0.63%
- 1Y
- -0.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SGAS.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 2.38% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
Correlation
The correlation between SGAS.DE and JGPI.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.33 |
The correlation between SGAS.DE and JGPI.DE shifts across timeframes, from 0.17 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SGAS.DE vs. JGPI.DE — Risk / Return Rank
SGAS.DE
JGPI.DE
SGAS.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.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.
| SGAS.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.23 | ||
| Sortino ratioReturn per unit of downside risk | +3.00 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.99 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | -0.12 | +3.20 |
| Martin ratioReturn relative to average drawdown | 10.78 | -0.32 | +11.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SGAS.DE | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | -0.12 | +2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.46 | +0.46 |
Drawdowns
SGAS.DE vs. JGPI.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.55%, which is greater than JGPI.DE's maximum drawdown of -12.10%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and JGPI.DE.
Loading charts...
Drawdown Indicators
| SGAS.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -12.10% | -21.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -8.18% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | — | — |
Current DrawdownCurrent decline from peak | -0.42% | -8.94% | +8.52% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -4.41% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 3.05% | -0.61% |
Volatility
SGAS.DE vs. JGPI.DE - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a higher volatility of 3.03% compared to JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) at 2.53%. This indicates that SGAS.DE's price experiences larger fluctuations and is considered to be riskier than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SGAS.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 2.53% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 5.35% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 7.92% | +4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 9.59% | +6.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 9.59% | +8.02% |
SGAS.DE vs. JGPI.DE - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.
Dividends
SGAS.DE vs. JGPI.DE - Dividend Comparison
SGAS.DE has not paid dividends to shareholders, while JGPI.DE's dividend yield for the trailing twelve months is around 8.85%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SGAS.DE and JGPI.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for JGPI.DE.
They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.07% for SGAS.DE and 0.35% for JGPI.DE.
Find the right allocation for SGAS.DE and JGPI.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer