JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE)
JPGL.DE is a passive ETF by JPMorgan tracking the investment results of the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. JPGL.DE launched on Jul 9, 2019 and has a 0.20% expense ratio.
ETF Info
| ISIN | IE00BJRCLL96 |
|---|---|
| WKN | A2PJEP |
| Issuer | JPMorgan |
| Inception Date | Jul 9, 2019 |
| Category | Global Equities |
| Leveraged | 1x |
| Index Tracked | JP Morgan Diversified Factor Global Developed (Region Aware) Equity |
| Domicile | Ireland |
| Distribution Policy | Accumulating |
| Asset Class | Equity |
Expense Ratio
JPGL.DE has an expense ratio of 0.20%, which is considered low compared to other funds.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating had a return of 19.37% year-to-date (YTD) and 27.16% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 19.37% | 25.45% |
| 1 month | 2.03% | 2.91% |
| 6 months | 9.56% | 14.05% |
| 1 year | 27.16% | 35.64% |
| 5 years (annualized) | 10.21% | 14.13% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of JPGL.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.68% | 2.26% | 4.13% | -1.97% | 0.60% | 1.97% | 2.77% | 0.59% | 1.18% | 0.09% | 19.37% | ||
| 2023 | 3.05% | 0.07% | -1.54% | 0.27% | -1.38% | 3.00% | 2.10% | -0.96% | -0.56% | -3.04% | 4.18% | 4.48% | 9.74% |
| 2022 | -3.63% | -0.32% | 5.10% | 0.92% | -2.01% | -6.76% | 8.12% | -1.87% | -6.06% | 5.73% | 1.31% | -4.39% | -4.98% |
| 2021 | 0.94% | 2.89% | 8.90% | 1.02% | 0.90% | 2.83% | 1.89% | 2.16% | -1.82% | 3.83% | 0.59% | 5.74% | 33.79% |
| 2020 | -0.40% | -8.85% | -13.20% | 8.61% | 1.86% | 0.07% | -0.89% | 3.35% | 0.26% | -1.78% | 8.92% | 0.63% | -3.55% |
| 2019 | 0.72% | -1.26% | 3.84% | -1.10% | 3.22% | 1.02% | 6.48% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of JPGL.DE is 89, placing it in the top 11% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating was 35.55%, occurring on Mar 23, 2020. Recovery took 245 trading sessions.
The current JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating drawdown is 0.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.55% | Feb 20, 2020 | 23 | Mar 23, 2020 | 245 | Mar 11, 2021 | 268 |
| -12.34% | Apr 22, 2022 | 41 | Jun 17, 2022 | 389 | Dec 20, 2023 | 430 |
| -7.7% | Jan 5, 2022 | 37 | Feb 24, 2022 | 22 | Mar 28, 2022 | 59 |
| -5.52% | Aug 2, 2019 | 3 | Aug 6, 2019 | 23 | Sep 6, 2019 | 26 |
| -5.3% | Aug 1, 2024 | 3 | Aug 5, 2024 | 18 | Aug 29, 2024 | 21 |
Volatility
Volatility Chart
The current JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating volatility is 3.36%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.