XGSD.L vs. JEGP.L
XGSD.L (Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D) and JEGP.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both Global Equity Income funds. XGSD.L is passively managed, while JEGP.L is actively managed. Over the past year, XGSD.L returned 33.44% vs 2.35% for JEGP.L. At a 0.32 correlation, their price movements are largely independent. XGSD.L charges 0.50%/yr vs 0.35%/yr for JEGP.L.
Performance
XGSD.L vs. JEGP.L - Performance Comparison
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Returns By Period
In the year-to-date period, XGSD.L achieves a 12.80% return, which is significantly higher than JEGP.L's -1.87% return.
XGSD.L
- 1D
- 0.46%
- 1M
- 2.73%
- YTD
- 12.80%
- 6M
- 14.57%
- 1Y
- 33.44%
- 3Y*
- 19.25%
- 5Y*
- 11.03%
- 10Y*
- 10.06%
JEGP.L
- 1D
- 0.49%
- 1M
- 0.98%
- YTD
- -1.87%
- 6M
- -1.08%
- 1Y
- 2.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XGSD.L vs. JEGP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XGSD.L Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D | 12.80% | 25.50% | 9.10% | 5.80% |
JEGP.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -1.87% | 4.70% | 9.52% | 0.47% |
Correlation
The correlation between XGSD.L and JEGP.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.32 |
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Return for Risk
XGSD.L vs. JEGP.L — Risk / Return Rank
XGSD.L
JEGP.L
XGSD.L vs. JEGP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.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.
| XGSD.L | JEGP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.65 | ||
| Sortino ratioReturn per unit of downside risk | +5.03 | ||
| Omega ratioGain probability vs. loss probability | 1.74 | 1.05 | +0.69 |
| Calmar ratioReturn relative to maximum drawdown | 6.99 | 0.25 | +6.74 |
| Martin ratioReturn relative to average drawdown | 26.29 | 0.75 | +25.54 |
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
| XGSD.L | JEGP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.93 | 0.28 | +3.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.54 | -0.23 |
Drawdowns
XGSD.L vs. JEGP.L - Drawdown Comparison
The maximum XGSD.L drawdown since its inception was -57.01%, 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 XGSD.L and JEGP.L.
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Drawdown Indicators
| XGSD.L | JEGP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.01% | -9.25% | -47.76% |
Max Drawdown (1Y)Largest decline over 1 year | -4.76% | -9.25% | +4.49% |
Max Drawdown (3Y)Largest decline over 3 years | -11.54% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.37% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.91% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -7.31% | +6.92% |
Average DrawdownAverage peak-to-trough decline | -9.32% | -2.69% | -6.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 3.14% | -1.87% |
Volatility
XGSD.L vs. JEGP.L - Volatility Comparison
The current volatility for Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) is 2.50%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) has a volatility of 2.79%. This indicates that XGSD.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
| XGSD.L | JEGP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.50% | 2.79% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 6.35% | 6.65% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.47% | 8.46% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.47% | 9.29% | +2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.26% | 9.29% | +4.97% |
XGSD.L vs. JEGP.L - Expense Ratio Comparison
XGSD.L has a 0.50% expense ratio, which is higher than JEGP.L's 0.35% expense ratio.
Dividends
XGSD.L vs. JEGP.L - Dividend Comparison
XGSD.L's dividend yield for the trailing twelve months is around 4.15%, less than JEGP.L's 8.82% 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 | 8.82% | 8.01% | 6.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XGSD.L Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D | 4.15% | 4.60% | 6.39% | 7.50% | 8.70% | 4.77% | 5.38% | 4.26% | 4.68% | 3.57% | 2.76% | 0.03% |
Frequently Asked Questions
XGSD.L and JEGP.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEGP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEGP.L is cheaper with a 0.35% expense ratio, compared with 0.50% for XGSD.L.
They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.50% for XGSD.L and 0.35% for JEGP.L.
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