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UIQ4.DE vs. JEGP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UIQ4.DE vs. JEGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.DE) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L). The values are adjusted to include any dividend payments, if applicable.

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UIQ4.DE vs. JEGP.L - Yearly Performance Comparison


Different Trading Currencies

UIQ4.DE is traded in EUR, while JEGP.L is traded in GBp. To make them comparable, the JEGP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UIQ4.DE achieves a 0.12% return, which is significantly lower than JEGP.L's 2.76% return.


UIQ4.DE

1D
1.19%
1M
-0.67%
YTD
0.12%
6M
3.05%
1Y
3Y*
5Y*
10Y*

JEGP.L

1D
1.03%
1M
-3.04%
YTD
2.76%
6M
4.44%
1Y
-2.65%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UIQ4.DE vs. JEGP.L - Expense Ratio Comparison

UIQ4.DE has a 0.21% expense ratio, which is lower than JEGP.L's 0.35% expense ratio.


Return for Risk

UIQ4.DE vs. JEGP.L — Risk / Return Rank

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

UIQ4.DE

JEGP.L
JEGP.L Risk / Return Rank: 1515
Overall Rank
JEGP.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JEGP.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
JEGP.L Omega Ratio Rank: 1313
Omega Ratio Rank
JEGP.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
JEGP.L Martin Ratio Rank: 1717
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.

UIQ4.DE vs. JEGP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Euro Equity Defensive Put Write SF UCITS ETF EUR Acc (UIQ4.DE) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

UIQ4.DE vs. JEGP.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


UIQ4.DEJEGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.67

+0.44

Correlation

The correlation between UIQ4.DE and JEGP.L is 0.13, 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

UIQ4.DE vs. JEGP.L - Dividend Comparison

UIQ4.DE has not paid dividends to shareholders, while JEGP.L's dividend yield for the trailing twelve months is around 7.89%.


Drawdowns

UIQ4.DE vs. JEGP.L - Drawdown Comparison

The maximum UIQ4.DE drawdown since its inception was -3.90%, smaller than the maximum JEGP.L drawdown of -11.24%. Use the drawdown chart below to compare losses from any high point for UIQ4.DE and JEGP.L.


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Drawdown Indicators


UIQ4.DEJEGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-3.90%

-8.07%

+4.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

Current Drawdown

Current decline from peak

-1.53%

-3.33%

+1.80%

Average Drawdown

Average peak-to-trough decline

-0.88%

-2.40%

+1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

Volatility

UIQ4.DE vs. JEGP.L - Volatility Comparison


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Volatility by Period


UIQ4.DEJEGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

Volatility (6M)

Calculated over the trailing 6-month period

6.20%

Volatility (1Y)

Calculated over the trailing 1-year period

7.24%

11.38%

-4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.24%

9.98%

-2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

9.98%

-2.74%