VHYL.L vs. JEGP.L
VHYL.L (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) and JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - VHYL.L is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, while JEGP.L is a Global Equity Income fund actively managed by JPMorgan. VHYL.L is passively managed, while JEGP.L is actively managed. Over the past year, VHYL.L returned 28.52% vs 2.18% for JEGP.L. At a 0.47 correlation, their price movements are largely independent. VHYL.L charges 0.29%/yr vs 0.35%/yr for JEGP.L.
Performance
VHYL.L vs. JEGP.L - Performance Comparison
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Different Trading Currencies
VHYL.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, VHYL.L achieves a 12.68% return, which is significantly higher than JEGP.L's -2.29% return.
VHYL.L
- 1D
- 1.53%
- 1M
- 3.44%
- YTD
- 12.68%
- 6M
- 13.55%
- 1Y
- 28.52%
- 3Y*
- 16.13%
- 5Y*
- 11.89%
- 10Y*
- 11.06%
JEGP.L
- 1D
- 0.00%
- 1M
- 0.91%
- YTD
- -2.29%
- 6M
- -2.08%
- 1Y
- 2.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VHYL.L vs. JEGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VHYL.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 12.68% | 18.23% | 11.22% | 5.11% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -2.29% | 4.70% | 9.52% | 7,918.65% |
Correlation
The correlation between VHYL.L and JEGP.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.47 |
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Return for Risk
VHYL.L vs. JEGP.L — Risk / Return Rank
VHYL.L
JEGP.L
VHYL.L vs. JEGP.L - 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 Distributing (VHYL.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VHYL.L | JEGP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.99 | ||
| Sortino ratioReturn per unit of downside risk | +3.96 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.05 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 0.24 | +3.85 |
| Martin ratioReturn relative to average drawdown | 14.75 | 0.66 | +14.09 |
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Drawdowns
VHYL.L vs. JEGP.L - Drawdown Comparison
The maximum VHYL.L drawdown since its inception was -27.87%, which is greater than JEGP.L's maximum drawdown of -9.25%. Use the drawdown chart below to compare losses from any high point for VHYL.L and JEGP.L.
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Drawdown Indicators
| VHYL.L | JEGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.87% | -9.25% | -18.62% |
Max Drawdown (1Y)Largest decline over 1 year | -6.95% | -9.25% | +2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -12.79% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -12.79% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -27.87% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.71% | +7.71% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -2.71% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 3.33% | -1.40% |
Volatility
VHYL.L vs. JEGP.L - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VHYL.L) is 2.33%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) has a volatility of 2.67%. This indicates that VHYL.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.
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Volatility by Period
| VHYL.L | JEGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 2.67% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 6.99% | 6.70% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.75% | 8.55% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.78% | 4,943.80% | -4,933.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.07% | 4,943.80% | -4,930.73% |
VHYL.L vs. JEGP.L - Expense Ratio Comparison
VHYL.L has a 0.29% expense ratio, which is lower than JEGP.L's 0.35% expense ratio.
Dividends
VHYL.L vs. JEGP.L - Dividend Comparison
VHYL.L's dividend yield for the trailing twelve months is around 2.46%, less than JEGP.L's 7.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 7.54% | 8.01% | 6.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VHYL.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.46% | 2.79% | 3.08% | 3.37% | 3.67% | 3.08% | 3.28% | 3.34% | 3.63% | 3.09% | 2.88% | 3.20% |
Frequently Asked Questions
VHYL.L and JEGP.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VHYL.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VHYL.L is cheaper with a 0.29% expense ratio, compared with 0.35% for JEGP.L.
VHYL.L is categorized as Dividend, while JEGP.L is Global Equity Income. They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.29% for VHYL.L and 0.35% for JEGP.L.
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