PortfoliosLab logoPortfoliosLab logo
TDGB.L vs. JEGP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDGB.L vs. JEGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TDGB.L vs. JEGP.L - Yearly Performance Comparison


Different Trading Currencies

TDGB.L is traded in GBP, while JEGP.L is traded in GBp. To make them comparable, the JEGP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, TDGB.L achieves a 9.90% return, which is significantly higher than JEGP.L's 2.81% return.


TDGB.L

1D
0.79%
1M
2.71%
YTD
9.90%
6M
18.50%
1Y
30.58%
3Y*
20.23%
5Y*
18.65%
10Y*

JEGP.L

1D
0.45%
1M
-1.65%
YTD
2.81%
6M
5.48%
1Y
2.36%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TDGB.L vs. JEGP.L - Expense Ratio Comparison

TDGB.L has a 0.38% expense ratio, which is higher than JEGP.L's 0.35% expense ratio.


Return for Risk

TDGB.L vs. JEGP.L — Risk / Return Rank

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

TDGB.L
TDGB.L Risk / Return Rank: 9797
Overall Rank
TDGB.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TDGB.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
TDGB.L Omega Ratio Rank: 9696
Omega Ratio Rank
TDGB.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
TDGB.L Martin Ratio Rank: 9898
Martin Ratio Rank

JEGP.L
JEGP.L Risk / Return Rank: 1818
Overall Rank
JEGP.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
JEGP.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
JEGP.L Omega Ratio Rank: 1515
Omega Ratio Rank
JEGP.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
JEGP.L Martin Ratio Rank: 2121
Martin Ratio Rank
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.

TDGB.L vs. JEGP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.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.


TDGB.LJEGP.LDifference

Sharpe ratio

Return per unit of total volatility

2.59

0.22

+2.37

Sortino ratio

Return per unit of downside risk

3.15

0.37

+2.79

Omega ratio

Gain probability vs. loss probability

1.54

1.05

+0.49

Calmar ratio

Return relative to maximum drawdown

7.09

0.64

+6.45

Martin ratio

Return relative to average drawdown

24.65

1.64

+23.00

TDGB.L vs. JEGP.L - Sharpe Ratio Comparison

The current TDGB.L Sharpe Ratio is 2.59, which is higher than the JEGP.L Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of TDGB.L and JEGP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TDGB.LJEGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

0.22

+2.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.81

+0.20

Correlation

The correlation between TDGB.L and JEGP.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TDGB.L vs. JEGP.L - Dividend Comparison

TDGB.L's dividend yield for the trailing twelve months is around 3.25%, less than JEGP.L's 7.86% yield.


TTM2025202420232022202120202019
TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.25%3.50%4.27%4.93%4.40%4.06%4.16%4.52%
JEGP.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist
7.86%8.01%6.39%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TDGB.L vs. JEGP.L - Drawdown Comparison

The maximum TDGB.L drawdown since its inception was -29.60%, which is greater than JEGP.L's maximum drawdown of -8.07%. Use the drawdown chart below to compare losses from any high point for TDGB.L and JEGP.L.


Loading graphics...

Drawdown Indicators


TDGB.LJEGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.60%

-8.07%

-21.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

-5.50%

-3.61%

Max Drawdown (5Y)

Largest decline over 5 years

-12.41%

Current Drawdown

Current decline from peak

-0.56%

-2.90%

+2.34%

Average Drawdown

Average peak-to-trough decline

-3.75%

-2.40%

-1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

2.15%

-0.81%

Volatility

TDGB.L vs. JEGP.L - Volatility Comparison

The current volatility for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) is 3.42%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) has a volatility of 3.68%. This indicates that TDGB.L experiences smaller price fluctuations and is considered to be less risky than JEGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TDGB.LJEGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

3.68%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

6.98%

6.50%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

11.75%

10.61%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.45%

9.31%

+2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.54%

9.31%

+5.23%