AHYQ.DE vs. JPGL.DE
AHYQ.DE (Amundi MSCI World III UCITS ETF Dist) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - AHYQ.DE tracks the MSCI World while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 5 years, AHYQ.DE returned 12.23%/yr vs 10.25%/yr for JPGL.DE. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
AHYQ.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AHYQ.DE achieves a 10.93% return, which is significantly lower than JPGL.DE's 11.57% return.
AHYQ.DE
- 1D
- -0.03%
- 1M
- 3.77%
- YTD
- 10.93%
- 6M
- 10.78%
- 1Y
- 23.61%
- 3Y*
- 17.53%
- 5Y*
- 12.23%
- 10Y*
- 11.90%
JPGL.DE
- 1D
- -0.10%
- 1M
- 2.54%
- YTD
- 11.57%
- 6M
- 11.95%
- 1Y
- 19.90%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
AHYQ.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AHYQ.DE Amundi MSCI World III UCITS ETF Dist | 10.93% | 7.92% | 25.91% | 20.09% | -15.16% | 31.20% | 3.93% | 5.94% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -4.98% | 33.79% | -3.55% | 6.48% |
Correlation
The correlation between AHYQ.DE and JPGL.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.87 |
The correlation between AHYQ.DE and JPGL.DE shifts across timeframes, from 0.68 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AHYQ.DE vs. JPGL.DE — Risk / Return Rank
AHYQ.DE
JPGL.DE
AHYQ.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World III UCITS ETF Dist (AHYQ.DE) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.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.
| AHYQ.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.40 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 4.10 | -0.52 |
| Martin ratioReturn relative to average drawdown | 14.39 | 15.50 | -1.11 |
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
| AHYQ.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 2.28 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.85 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.68 | +0.14 |
Drawdowns
AHYQ.DE vs. JPGL.DE - Drawdown Comparison
The maximum AHYQ.DE drawdown since its inception was -33.70%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for AHYQ.DE and JPGL.DE.
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Drawdown Indicators
| AHYQ.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.70% | -35.55% | +1.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.60% | -4.75% | -1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -21.77% | -17.34% | -4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -17.34% | -4.43% |
Max Drawdown (10Y)Largest decline over 10 years | -33.70% | — | — |
Current DrawdownCurrent decline from peak | -0.37% | -0.10% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -4.49% | -4.81% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.26% | +0.39% |
Volatility
AHYQ.DE vs. JPGL.DE - Volatility Comparison
Amundi MSCI World III UCITS ETF Dist (AHYQ.DE) has a higher volatility of 2.64% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that AHYQ.DE's price experiences larger fluctuations and is considered to be riskier than JPGL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AHYQ.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 2.06% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 6.02% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.28% | 8.55% | +2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.33% | 11.86% | +2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.29% | 15.01% | +0.28% |
AHYQ.DE vs. JPGL.DE - Expense Ratio Comparison
Both AHYQ.DE and JPGL.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
AHYQ.DE vs. JPGL.DE - Dividend Comparison
AHYQ.DE's dividend yield for the trailing twelve months is around 1.06%, while JPGL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AHYQ.DE Amundi MSCI World III UCITS ETF Dist | 1.06% | 1.18% | 1.65% | 1.78% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AHYQ.DE and JPGL.DE have a correlation of 0.68, 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 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
AHYQ.DE and JPGL.DE have the same expense ratio: 0.20% per year.
AHYQ.DE tracks MSCI World, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: Amundi and JPMorgan.
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