VGWE.DE vs. JGPI.DE
VGWE.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both exchange-traded funds - VGWE.DE is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. VGWE.DE is passively managed, while JGPI.DE is actively managed. Over the past year, VGWE.DE returned 24.76% vs -0.98% for JGPI.DE. A 0.50 correlation means they provide meaningful diversification when combined. VGWE.DE charges 0.29%/yr vs 0.35%/yr for JGPI.DE.
Performance
VGWE.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGWE.DE achieves a 12.43% return, which is significantly higher than JGPI.DE's -1.21% return.
VGWE.DE
- 1D
- 0.23%
- 1M
- 3.30%
- YTD
- 12.43%
- 6M
- 14.13%
- 1Y
- 24.76%
- 3Y*
- 15.83%
- 5Y*
- 11.47%
- 10Y*
- —
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGWE.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc | 12.43% | 12.81% | 15.59% | 2.59% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
Correlation
The correlation between VGWE.DE and JGPI.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.50 |
The correlation between VGWE.DE and JGPI.DE has been stable across timeframes, ranging from 0.46 to 0.50 - a consistent structural relationship.
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Return for Risk
VGWE.DE vs. JGPI.DE — Risk / Return Rank
VGWE.DE
JGPI.DE
VGWE.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.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.
| VGWE.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.73 | ||
| Sortino ratioReturn per unit of downside risk | +3.76 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 0.99 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 4.11 | -0.12 | +4.23 |
| Martin ratioReturn relative to average drawdown | 15.82 | -0.32 | +16.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGWE.DE | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | -0.12 | +2.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.46 | +0.64 |
Drawdowns
VGWE.DE vs. JGPI.DE - Drawdown Comparison
The maximum VGWE.DE drawdown since its inception was -16.43%, 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 VGWE.DE and JGPI.DE.
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Drawdown Indicators
| VGWE.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.43% | -12.10% | -4.33% |
Max Drawdown (1Y)Largest decline over 1 year | -6.00% | -8.18% | +2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -16.43% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.43% | — | — |
Current DrawdownCurrent decline from peak | -0.37% | -8.94% | +8.57% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -4.41% | +2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 3.05% | -1.49% |
Volatility
VGWE.DE vs. JGPI.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) is 2.38%, while JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a volatility of 2.53%. This indicates that VGWE.DE experiences smaller price fluctuations and is considered to be less risky 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
| VGWE.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 2.53% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.18% | 5.35% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.47% | 7.92% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.51% | 9.59% | +1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.23% | 9.59% | +2.64% |
VGWE.DE vs. JGPI.DE - Expense Ratio Comparison
VGWE.DE has a 0.29% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.
Dividends
VGWE.DE vs. JGPI.DE - Dividend Comparison
VGWE.DE has not paid dividends to shareholders, while JGPI.DE's dividend yield for the trailing twelve months is around 8.85%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% |
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VGWE.DE and JGPI.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGWE.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWE.DE is cheaper with a 0.29% expense ratio, compared with 0.35% for JGPI.DE.
VGWE.DE is categorized as Dividend, while JGPI.DE is Large Cap Blend Equities. They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.29% for VGWE.DE and 0.35% for JGPI.DE.
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