AW11.DE vs. JPGL.DE
AW11.DE (UBS ETF (IE) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) Acc) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - AW11.DE tracks the Solactive UBS Climate Aware Global Developed Equity CTB while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 5 years, AW11.DE returned 11.56%/yr vs 10.25%/yr for JPGL.DE. Their correlation of 0.81 suggests significant overlap in exposure. AW11.DE charges 0.19%/yr vs 0.20%/yr for JPGL.DE.
Performance
AW11.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AW11.DE achieves a 9.77% return, which is significantly lower than JPGL.DE's 11.57% return.
AW11.DE
- 1D
- 0.07%
- 1M
- 5.23%
- YTD
- 9.77%
- 6M
- 9.99%
- 1Y
- 24.49%
- 3Y*
- 15.28%
- 5Y*
- 11.56%
- 10Y*
- —
JPGL.DE
- 1D
- -0.10%
- 1M
- 2.54%
- YTD
- 11.57%
- 6M
- 11.95%
- 1Y
- 19.90%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
AW11.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AW11.DE UBS ETF (IE) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) Acc | 9.77% | 7.84% | 22.18% | 18.68% | -14.25% | 24.39% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -4.98% | 21.11% |
Correlation
The correlation between AW11.DE and JPGL.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2021 | 0.81 |
The correlation between AW11.DE and JPGL.DE shifts across timeframes, from 0.66 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AW11.DE vs. JPGL.DE — Risk / Return Rank
AW11.DE
JPGL.DE
AW11.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) Acc (AW11.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.
| AW11.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.40 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 4.10 | -0.71 |
| Martin ratioReturn relative to average drawdown | 13.65 | 15.50 | -1.86 |
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
| AW11.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 2.28 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.85 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.68 | +0.23 |
Drawdowns
AW11.DE vs. JPGL.DE - Drawdown Comparison
The maximum AW11.DE drawdown since its inception was -20.84%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for AW11.DE and JPGL.DE.
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Drawdown Indicators
| AW11.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.84% | -35.55% | +14.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -4.75% | -2.44% |
Max Drawdown (3Y)Largest decline over 3 years | -20.84% | -17.34% | -3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -17.34% | -3.50% |
Current DrawdownCurrent decline from peak | -0.15% | -0.10% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -4.45% | -4.81% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 1.26% | +0.53% |
Volatility
AW11.DE vs. JPGL.DE - Volatility Comparison
UBS ETF (IE) UBS Climate Aware Global Developed Equity CTB UCITS ETF (USD) Acc (AW11.DE) has a higher volatility of 2.49% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that AW11.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
| AW11.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 2.06% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.36% | 6.02% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.41% | 8.55% | +1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.44% | 11.86% | +1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.33% | 15.01% | -1.68% |
AW11.DE vs. JPGL.DE - Expense Ratio Comparison
AW11.DE has a 0.19% expense ratio, which is lower than JPGL.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AW11.DE vs. JPGL.DE - Dividend Comparison
Neither AW11.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
AW11.DE and JPGL.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AW11.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AW11.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for JPGL.DE.
AW11.DE tracks Solactive UBS Climate Aware Global Developed Equity CTB, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: UBS and JPMorgan. Their fees differ too: 0.19% for AW11.DE and 0.20% for JPGL.DE.
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