SXR4.DE vs. JGPI.DE
Compare and contrast key facts about iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE).
SXR4.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. SXR4.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA. It was launched on Jan 12, 2010. JGPI.DE is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXR4.DE or JGPI.DE.
Key characteristics
| SXR4.DE | JGPI.DE | |
|---|---|---|
| YTD Return | 18.09% | 12.07% |
| Daily Std Dev | 11.91% | 6.92% |
| Max Drawdown | -34.16% | -2.98% |
| Current Drawdown | -1.76% | -0.02% |
Correlation
The correlation between SXR4.DE and JGPI.DE is 0.38, 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.
Performance
SXR4.DE vs. JGPI.DE - Performance Comparison
In the year-to-date period, SXR4.DE achieves a 18.09% return, which is significantly higher than JGPI.DE's 12.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SXR4.DE vs. JGPI.DE - Expense Ratio Comparison
SXR4.DE has a 0.07% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.
Risk-Adjusted Performance
SXR4.DE vs. JGPI.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF (Acc) (SXR4.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.
Not enough dataDividends
SXR4.DE vs. JGPI.DE - Dividend Comparison
SXR4.DE has not paid dividends to shareholders, while JGPI.DE's dividend yield for the trailing twelve months is around 4.54%.
| TTM | |
|---|---|
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 0.00% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 4.54% |
Drawdowns
SXR4.DE vs. JGPI.DE - Drawdown Comparison
The maximum SXR4.DE drawdown since its inception was -34.16%, which is greater than JGPI.DE's maximum drawdown of -2.98%. Use the drawdown chart below to compare losses from any high point for SXR4.DE and JGPI.DE. For additional features, visit the drawdowns tool.
Volatility
SXR4.DE vs. JGPI.DE - Volatility Comparison
iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) has a higher volatility of 4.30% compared to JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) at 2.74%. This indicates that SXR4.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.