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USCP.DE vs. JGPI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCP.DE vs. JGPI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USCP.DE achieves a 1.13% return, which is significantly higher than JGPI.DE's -1.21% return.


USCP.DE

1D
1.28%
1M
0.56%
YTD
1.13%
6M
2.00%
1Y
5.12%
3Y*
9.33%
5Y*
9.75%
10Y*
13.23%

JGPI.DE

1D
-0.25%
1M
0.10%
YTD
-1.21%
6M
-1.08%
1Y
-0.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCP.DE vs. JGPI.DE - Yearly Performance Comparison


2026 (YTD)202520242023
USCP.DE
Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)
1.13%-3.26%22.70%3.13%
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF
-1.21%-0.60%14.79%-1.17%

Correlation

The correlation between USCP.DE and JGPI.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2023

0.54

The correlation between USCP.DE and JGPI.DE has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.

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Return for Risk

USCP.DE vs. JGPI.DE — Risk / Return Rank

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

USCP.DE
USCP.DE Risk / Return Rank: 1818
Overall Rank
USCP.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
USCP.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
USCP.DE Omega Ratio Rank: 1616
Omega Ratio Rank
USCP.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
USCP.DE Martin Ratio Rank: 2020
Martin Ratio Rank

JGPI.DE
JGPI.DE Risk / Return Rank: 88
Overall Rank
JGPI.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
JGPI.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
JGPI.DE Omega Ratio Rank: 77
Omega Ratio Rank
JGPI.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
JGPI.DE Martin Ratio Rank: 77
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.

USCP.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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.


USCP.DEJGPI.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.09

0.99

+0.11

Calmar ratioReturn relative to maximum drawdown

0.72

-0.12

+0.84

Martin ratioReturn relative to average drawdown

2.18

-0.32

+2.50

USCP.DE vs. JGPI.DE - Sharpe Ratio Comparison

The current USCP.DE Sharpe Ratio is 0.51, which is higher than the JGPI.DE Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of USCP.DE and JGPI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


USCP.DEJGPI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

-0.12

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.46

+0.28

Drawdowns

USCP.DE vs. JGPI.DE - Drawdown Comparison

The maximum USCP.DE drawdown since its inception was -34.80%, which is greater than JGPI.DE's maximum drawdown of -12.10%. Use the drawdown chart below to compare losses from any high point for USCP.DE and JGPI.DE.


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Drawdown Indicators


USCP.DEJGPI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.80%

-12.10%

-22.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-8.18%

+1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-19.22%

Max Drawdown (5Y)

Largest decline over 5 years

-19.22%

Max Drawdown (10Y)

Largest decline over 10 years

-34.80%

Current Drawdown

Current decline from peak

-7.42%

-8.94%

+1.52%

Average Drawdown

Average peak-to-trough decline

-4.90%

-4.41%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

3.05%

-0.71%

Volatility

USCP.DE vs. JGPI.DE - Volatility Comparison

Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) has a higher volatility of 3.16% compared to JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) at 2.53%. This indicates that USCP.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.


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Volatility by Period


USCP.DEJGPI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

2.53%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.23%

5.35%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

10.00%

7.92%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

9.59%

+4.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

9.59%

+6.52%

USCP.DE vs. JGPI.DE - Expense Ratio Comparison

USCP.DE has a 0.65% expense ratio, which is higher than JGPI.DE's 0.35% expense ratio.


Dividends

USCP.DE vs. JGPI.DE - Dividend Comparison

USCP.DE has not paid dividends to shareholders, while JGPI.DE's dividend yield for the trailing twelve months is around 8.85%.


Frequently Asked Questions


USCP.DE and JGPI.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JGPI.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JGPI.DE is cheaper with a 0.35% expense ratio, compared with 0.65% for USCP.DE.

They also come from different issuers: Natixis and JPMorgan. Their fees differ too: 0.65% for USCP.DE and 0.35% for JGPI.DE.

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