WTEQ.DE vs. JGPI.DE
WTEQ.DE (WisdomTree Global Quality Dividend Growth UCITS ETF USD (Dist)) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both exchange-traded funds - WTEQ.DE is a Dividend fund tracking the WisdomTree Global Developed Quality Dividend Growth Index, while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. WTEQ.DE is passively managed, while JGPI.DE is actively managed. Over the past year, WTEQ.DE returned 14.48% vs -0.44% for JGPI.DE. At a 0.46 correlation, their price movements are largely independent. WTEQ.DE charges 0.38%/yr vs 0.35%/yr for JGPI.DE.
Performance
WTEQ.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTEQ.DE achieves a 6.18% return, which is significantly higher than JGPI.DE's -1.21% return.
WTEQ.DE
- 1D
- 0.18%
- 1M
- 2.91%
- YTD
- 6.18%
- 6M
- 6.49%
- 1Y
- 14.48%
- 3Y*
- 10.39%
- 5Y*
- —
- 10Y*
- —
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.55%
- YTD
- -1.21%
- 6M
- -0.63%
- 1Y
- -0.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTEQ.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTEQ.DE WisdomTree Global Quality Dividend Growth UCITS ETF USD (Dist) | 6.18% | 3.61% | 15.54% | 2.42% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
Correlation
The correlation between WTEQ.DE and JGPI.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.46 |
The correlation between WTEQ.DE and JGPI.DE shifts across timeframes, from 0.35 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTEQ.DE vs. JGPI.DE — Risk / Return Rank
WTEQ.DE
JGPI.DE
WTEQ.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF USD (Dist) (WTEQ.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.
| WTEQ.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.99 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | -0.12 | +1.97 |
| Martin ratioReturn relative to average drawdown | 7.29 | -0.32 | +7.61 |
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
| WTEQ.DE | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | -0.12 | +1.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.46 | +0.17 |
Drawdowns
WTEQ.DE vs. JGPI.DE - Drawdown Comparison
The maximum WTEQ.DE drawdown since its inception was -19.85%, 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 WTEQ.DE and JGPI.DE.
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Drawdown Indicators
| WTEQ.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.85% | -12.10% | -7.75% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -8.18% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -19.85% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -8.94% | +8.94% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -4.41% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 3.05% | -1.05% |
Volatility
WTEQ.DE vs. JGPI.DE - Volatility Comparison
WisdomTree Global Quality Dividend Growth UCITS ETF USD (Dist) (WTEQ.DE) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) have volatilities of 2.61% and 2.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTEQ.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 2.53% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 5.35% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.02% | 7.92% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.46% | 9.59% | +2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.46% | 9.59% | +2.87% |
WTEQ.DE vs. JGPI.DE - Expense Ratio Comparison
WTEQ.DE has a 0.38% expense ratio, which is higher than JGPI.DE's 0.35% expense ratio.
Dividends
WTEQ.DE vs. JGPI.DE - Dividend Comparison
WTEQ.DE's dividend yield for the trailing twelve months is around 1.13%, less than JGPI.DE's 8.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% | 0.00% | 0.00% |
WTEQ.DE WisdomTree Global Quality Dividend Growth UCITS ETF USD (Dist) | 1.13% | 1.26% | 1.59% | 1.84% | 1.60% |
Frequently Asked Questions
WTEQ.DE and JGPI.DE have a correlation of 0.35, 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 0.38% for WTEQ.DE.
WTEQ.DE is categorized as Dividend, while JGPI.DE is Large Cap Blend Equities. They also come from different issuers: WisdomTree and JPMorgan. Their fees differ too: 0.38% for WTEQ.DE and 0.35% for JGPI.DE.
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