YGLD.DE vs. JGPI.DE
YGLD.DE (IncomeShares Gold + Yield ETP) and JGPI.DE (JPM Global Equity Premium Income Active UCITS ETF - USD (dist)) are both exchange-traded funds - YGLD.DE is a Derivative Income fund actively managed by Leverage Shares, while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. Both are actively managed. Over the past year, YGLD.DE returned 13.12% vs 4.10% for JGPI.DE. At a 0.18 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
YGLD.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, YGLD.DE achieves a -11.04% return, which is significantly lower than JGPI.DE's 1.25% return.
YGLD.DE
- 1D
- 0.00%
- 1M
- -6.80%
- YTD
- -11.04%
- 6M
- -12.14%
- 1Y
- 13.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGPI.DE
- 1D
- 0.00%
- 1M
- 1.05%
- YTD
- 1.25%
- 6M
- 1.38%
- 1Y
- 4.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YGLD.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
YGLD.DE IncomeShares Gold + Yield ETP | -11.04% | 41.94% | -7.11% |
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 1.25% | -0.67% | -0.82% |
Correlation
The correlation between YGLD.DE and JGPI.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2024 | 0.18 |
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Return for Risk
YGLD.DE vs. JGPI.DE — Risk / Return Rank
YGLD.DE
JGPI.DE
YGLD.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Gold + Yield ETP (YGLD.DE) and JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (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.
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.
| YGLD.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.07 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | 0.45 | +0.17 |
| Martin ratioReturn relative to average drawdown | 1.35 | 1.22 | +0.13 |
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Drawdowns
YGLD.DE vs. JGPI.DE - Drawdown Comparison
The maximum YGLD.DE drawdown since its inception was -21.11%, which is greater than JGPI.DE's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for YGLD.DE and JGPI.DE.
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Drawdown Indicators
| YGLD.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.11% | -12.12% | -8.99% |
Max Drawdown (1Y)Largest decline over 1 year | -21.11% | -9.09% | -12.02% |
Current DrawdownCurrent decline from peak | -20.51% | -6.77% | -13.74% |
Average DrawdownAverage peak-to-trough decline | -6.04% | -4.51% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.70% | 3.34% | +6.36% |
Volatility
YGLD.DE vs. JGPI.DE - Volatility Comparison
IncomeShares Gold + Yield ETP (YGLD.DE) has a higher volatility of 6.70% compared to JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) at 3.47%. This indicates that YGLD.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
| YGLD.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.70% | 3.47% | +3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 18.31% | 7.14% | +11.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.24% | 10.08% | +20.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.52% | 10.32% | +16.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.52% | 10.32% | +16.20% |
YGLD.DE vs. JGPI.DE - Expense Ratio Comparison
Both YGLD.DE and JGPI.DE have an expense ratio of 0.35%.
Dividends
YGLD.DE vs. JGPI.DE - Dividend Comparison
YGLD.DE's dividend yield for the trailing twelve months is around 6.65%, less than JGPI.DE's 8.12% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 8.12% | 8.08% | 6.27% |
YGLD.DE IncomeShares Gold + Yield ETP | 6.65% | 6.36% | 0.00% |
Frequently Asked Questions
YGLD.DE and JGPI.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
YGLD.DE and JGPI.DE have the same expense ratio: 0.35% per year.
YGLD.DE is categorized as Derivative Income, while JGPI.DE is Large Cap Blend Equities. They also come from different issuers: Leverage Shares and JPMorgan.
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