CBUQ.DE vs. JPGL.DE
CBUQ.DE (iShares MSCI ACWI SRI UCITS ETF USD Dist) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - CBUQ.DE tracks the MSCI ACWI SRI Select Reduced Fossil Fuel while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 3 years, CBUQ.DE returned 15.00%/yr vs 15.02%/yr for JPGL.DE. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
CBUQ.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with CBUQ.DE having a 14.37% return and JPGL.DE slightly higher at 14.83%.
CBUQ.DE
- 1D
- 0.00%
- 1M
- 3.47%
- YTD
- 14.37%
- 6M
- 14.86%
- 1Y
- 24.92%
- 3Y*
- 15.00%
- 5Y*
- —
- 10Y*
- —
JPGL.DE
- 1D
- 0.58%
- 1M
- 3.41%
- YTD
- 14.83%
- 6M
- 15.51%
- 1Y
- 25.01%
- 3Y*
- 15.02%
- 5Y*
- 10.67%
- 10Y*
- —
CBUQ.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CBUQ.DE iShares MSCI ACWI SRI UCITS ETF USD Dist | 14.37% | 4.50% | 18.80% | 18.75% | -10.33% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 14.83% | 5.19% | 16.53% | 9.72% | -3.66% |
Correlation
The correlation between CBUQ.DE and JPGL.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2022 | 0.76 |
The correlation between CBUQ.DE and JPGL.DE has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.
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Return for Risk
CBUQ.DE vs. JPGL.DE — Risk / Return Rank
CBUQ.DE
JPGL.DE
CBUQ.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI SRI UCITS ETF USD Dist (CBUQ.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.
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.
| CBUQ.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.52 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 5.23 | -1.85 |
| Martin ratioReturn relative to average drawdown | 12.54 | 20.51 | -7.97 |
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Drawdowns
CBUQ.DE vs. JPGL.DE - Drawdown Comparison
The maximum CBUQ.DE drawdown since its inception was -21.14%, smaller than the maximum JPGL.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for CBUQ.DE and JPGL.DE.
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Drawdown Indicators
| CBUQ.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.14% | -35.54% | +14.40% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -4.76% | -2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -21.14% | -17.34% | -3.80% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.34% | — |
Current DrawdownCurrent decline from peak | -1.28% | 0.00% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -3.14% | -4.76% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.22% | +0.77% |
Volatility
CBUQ.DE vs. JPGL.DE - Volatility Comparison
iShares MSCI ACWI SRI UCITS ETF USD Dist (CBUQ.DE) has a higher volatility of 3.88% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.00%. This indicates that CBUQ.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
| CBUQ.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 2.00% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 6.09% | +3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.09% | 8.63% | +4.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 11.86% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.88% | 14.94% | -1.06% |
CBUQ.DE vs. JPGL.DE - Expense Ratio Comparison
Both CBUQ.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
CBUQ.DE vs. JPGL.DE - Dividend Comparison
CBUQ.DE's dividend yield for the trailing twelve months is around 1.24%, while JPGL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CBUQ.DE iShares MSCI ACWI SRI UCITS ETF USD Dist | 1.24% | 1.28% | 1.44% | 1.58% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CBUQ.DE and JPGL.DE have a correlation of 0.67, 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.
CBUQ.DE and JPGL.DE have the same expense ratio: 0.20% per year.
CBUQ.DE tracks MSCI ACWI SRI Select Reduced Fossil Fuel, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: iShares and JPMorgan.
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