URTH vs. JEPG.L

Last updated Jun 5, 2026

URTH (iShares MSCI World ETF) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both Global Equities funds. URTH is passively managed, while JEPG.L is actively managed. Over the past year, URTH returned 26.53% vs 0.74% for JEPG.L. At a 0.21 correlation, their price movements are largely independent. URTH charges 0.24%/yr vs 0.35%/yr for JEPG.L.

Performance

URTH vs. JEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World ETF (URTH) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, URTH achieves a 10.71% return, which is significantly higher than JEPG.L's -2.64% return.

URTH

• 1D: 0.50%
• 1M: 4.39%
• YTD: 10.71%
• 6M: 11.32%
• 1Y: 26.53%
• 3Y*: 21.13%
• 5Y*: 11.97%
• 10Y*: 13.22%

JEPG.L

• 1D: 0.03%
• 1M: -1.37%
• YTD: -2.64%
• 6M: -2.05%
• 1Y: 0.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

URTH vs. JEPG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
URTH iShares MSCI World ETF	10.71%	21.36%	18.66%	5.15%
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist	-2.64%	12.39%	7.83%	1.63%

Correlation

The correlation between URTH and JEPG.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023	0.21

URTH vs. JEPG.L - Sectors Allocation Comparison

Sectors	URTH	JEPG.L
Technology	28.3%	21.1%
Financial Services	15.8%	13.6%
Industrials	11.3%	6.7%
Consumer Cyclical	9.3%	5.9%
Communication Services	9.3%	11.3%
Healthcare	8.8%	13.4%
Consumer Defensive	5.2%	10.2%
Energy	4.2%	1.6%
Basic Materials	3.3%	4.7%
Utilities	2.7%	8.3%
Real Estate	1.9%	2.2%

Return for Risk

URTH vs. JEPG.L — Risk / Return Rank

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

URTH

URTH Risk / Return Rank: 67
URTH Sharpe Ratio Rank: 68
URTH Sortino Ratio Rank: 68
URTH Omega Ratio Rank: 67
URTH Calmar Ratio Rank: 60
URTH Martin Ratio Rank: 72

JEPG.L

JEPG.L Risk / Return Rank: 10
JEPG.L Sharpe Ratio Rank: 10
JEPG.L Sortino Ratio Rank: 10
JEPG.L Omega Ratio Rank: 9
JEPG.L Calmar Ratio Rank: 10
JEPG.L Martin Ratio Rank: 10

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.

URTH vs. JEPG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.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.

	URTH	JEPG.L	Difference
Sharpe ratio: Return per unit of total volatility	2.21	0.08	+2.13
Sortino ratio: Return per unit of downside risk	3.06	0.18	+2.89
Omega ratio: Gain probability vs. loss probability	1.40	1.02	+0.37
Calmar ratio: Return relative to maximum drawdown	2.94	0.09	+2.85
Martin ratio: Return relative to average drawdown	13.35	0.23	+13.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

URTH vs. JEPG.L - Sharpe Ratio Comparison

The current URTH Sharpe Ratio is 2.21, which is higher than the JEPG.L Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of URTH and JEPG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	URTH	JEPG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	0.08	+2.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.69	+0.04

Drawdowns

URTH vs. JEPG.L - Drawdown Comparison

The maximum URTH drawdown since its inception was -34.01%, which is greater than JEPG.L's maximum drawdown of -8.41%. Use the drawdown chart below to compare losses from any high point for URTH and JEPG.L.

Drawdown Indicators

	URTH	JEPG.L	Difference
Max Drawdown Largest peak-to-trough decline	-34.01%	-8.41%	-25.60%
Max Drawdown (1Y) Largest decline over 1 year	-9.06%	-8.41%	-0.65%
Max Drawdown (3Y) Largest decline over 3 years	-16.94%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.05%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.01%	—	—
Current Drawdown Current decline from peak	-0.25%	-7.98%	+7.73%
Average Drawdown Average peak-to-trough decline	-4.37%	-1.70%	-2.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	3.20%	-1.21%

Volatility

URTH vs. JEPG.L - Volatility Comparison

iShares MSCI World ETF (URTH) has a higher volatility of 3.24% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) at 2.69%. This indicates that URTH's price experiences larger fluctuations and is considered to be riskier than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	URTH	JEPG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.24%	2.69%	+0.55%
Volatility (6M) Calculated over the trailing 6-month period	9.43%	6.64%	+2.79%
Volatility (1Y) Calculated over the trailing 1-year period	12.05%	9.19%	+2.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.18%	10.97%	+5.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.27%	10.97%	+6.30%

URTH vs. JEPG.L - Expense Ratio Comparison

URTH has a 0.24% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.

Dividends

URTH vs. JEPG.L - Dividend Comparison

URTH's dividend yield for the trailing twelve months is around 1.34%, less than JEPG.L's 8.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist	8.88%	7.86%	6.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
URTH iShares MSCI World ETF	1.34%	1.48%	1.47%	1.70%	1.68%	1.50%	1.52%	2.16%	2.30%	1.88%	2.15%	2.35%

Frequently Asked Questions

Can I hold both URTH and JEPG.L in my portfolio?

URTH and JEPG.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, URTH or JEPG.L?

On fees, URTH is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, URTH or JEPG.L?

URTH is cheaper with a 0.24% expense ratio, compared with 0.35% for JEPG.L.

What is the main difference between URTH and JEPG.L?

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.24% for URTH and 0.35% for JEPG.L.