SPYD.DE vs. JGPI.DE
SPYD.DE (State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist)) and JGPI.DE (JPM Global Equity Premium Income Active UCITS ETF - USD (dist)) are both exchange-traded funds - SPYD.DE is a Dividend fund tracking the S&P High Yield Dividend Aristocrats Index, while JGPI.DE is a Derivative Income fund actively managed by JPMorgan. SPYD.DE is passively managed, while JGPI.DE is actively managed. Over the past year, SPYD.DE returned 17.32% vs 6.72% for JGPI.DE. A 0.56 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
SPYD.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYD.DE achieves a 14.85% return, which is significantly higher than JGPI.DE's 3.30% return.
SPYD.DE
- 1D
- 0.40%
- 1M
- 6.10%
- 6M
- 14.61%
- YTD
- 14.85%
- 1Y
- 17.32%
- 3Y*
- 8.66%
- 5Y*
- 7.85%
- 10Y*
- 8.71%
JGPI.DE
- 1D
- -0.22%
- 1M
- 4.18%
- 6M
- 3.70%
- YTD
- 3.30%
- 1Y
- 6.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPYD.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPYD.DE State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) | 14.85% | -3.53% | 14.02% | 1.29% |
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 3.30% | -0.67% | 14.32% | -1.40% |
Correlation
The correlation between SPYD.DE and JGPI.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2023 | 0.56 |
The correlation between SPYD.DE and JGPI.DE shifts across timeframes, from 0.43 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPYD.DE vs. JGPI.DE — Risk / Return Rank
SPYD.DE
JGPI.DE
SPYD.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) (SPYD.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.
| SPYD.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.12 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 0.74 | +2.07 |
| Martin ratioReturn relative to average drawdown | 7.19 | 1.98 | +5.22 |
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Drawdowns
SPYD.DE vs. JGPI.DE - Drawdown Comparison
The maximum SPYD.DE drawdown since its inception was -35.89%, 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 SPYD.DE and JGPI.DE.
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Drawdown Indicators
| SPYD.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.89% | -12.12% | -23.77% |
Max Drawdown (1Y)Largest decline over 1 year | -6.16% | -9.09% | +2.93% |
Max Drawdown (3Y)Largest decline over 3 years | -19.35% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.88% | +4.88% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -4.52% | -2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 3.39% | -0.99% |
Volatility
SPYD.DE vs. JGPI.DE - Volatility Comparison
The current volatility for State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) (SPYD.DE) is 2.58%, while JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) has a volatility of 2.99%. This indicates that SPYD.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
| SPYD.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.58% | 2.99% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 7.46% | 7.28% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.26% | 10.10% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 10.32% | +3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 10.32% | +5.51% |
SPYD.DE vs. JGPI.DE - Expense Ratio Comparison
Both SPYD.DE and JGPI.DE have an expense ratio of 0.35%.
Dividends
SPYD.DE vs. JGPI.DE - Dividend Comparison
SPYD.DE's dividend yield for the trailing twelve months is around 1.97%, less than JGPI.DE's 7.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 7.96% | 8.08% | 6.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYD.DE State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) | 1.97% | 2.23% | 1.97% | 2.30% | 2.16% | 2.07% | 2.52% | 2.01% | 1.66% | 1.87% | 1.74% | 2.02% |
Frequently Asked Questions
SPYD.DE and JGPI.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SPYD.DE and JGPI.DE have the same expense ratio: 0.35% per year.
SPYD.DE is categorized as Dividend, while JGPI.DE is Derivative Income. They also come from different issuers: State Street and JPMorgan.
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