CBUY.DE vs. JPGL.DE
CBUY.DE (iShares MSCI ACWI SRI UCITS ETF USD Acc) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - CBUY.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, CBUY.DE returned 13.96%/yr vs 13.57%/yr for JPGL.DE. A 0.77 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
CBUY.DE vs. JPGL.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with CBUY.DE having a 12.08% return and JPGL.DE slightly lower at 11.57%.
CBUY.DE
- 1D
- 0.15%
- 1M
- 3.34%
- YTD
- 12.08%
- 6M
- 12.79%
- 1Y
- 21.71%
- 3Y*
- 13.96%
- 5Y*
- —
- 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*
- —
CBUY.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CBUY.DE iShares MSCI ACWI SRI UCITS ETF USD Acc | 12.08% | 4.79% | 18.71% | 14.35% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 11.42% |
Correlation
The correlation between CBUY.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 | 0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2023 | 0.77 |
The correlation between CBUY.DE and JPGL.DE has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CBUY.DE vs. JPGL.DE — Risk / Return Rank
CBUY.DE
JPGL.DE
CBUY.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 Acc (CBUY.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.
| CBUY.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 4.10 | -1.23 |
| Martin ratioReturn relative to average drawdown | 10.71 | 15.50 | -4.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CBUY.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.28 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | 0.68 | +0.49 |
Drawdowns
CBUY.DE vs. JPGL.DE - Drawdown Comparison
The maximum CBUY.DE drawdown since its inception was -21.18%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for CBUY.DE and JPGL.DE.
Loading charts...
Drawdown Indicators
| CBUY.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.18% | -35.55% | +14.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -4.75% | -2.74% |
Max Drawdown (3Y)Largest decline over 3 years | -21.18% | -17.34% | -3.84% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.34% | — |
Current DrawdownCurrent decline from peak | -0.05% | -0.10% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -4.81% | +2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 1.26% | +0.76% |
Volatility
CBUY.DE vs. JPGL.DE - Volatility Comparison
iShares MSCI ACWI SRI UCITS ETF USD Acc (CBUY.DE) has a higher volatility of 3.83% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that CBUY.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.
Loading charts...
Volatility by Period
| CBUY.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 2.06% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.45% | 6.02% | +3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 8.55% | +4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 11.86% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.42% | 15.01% | -1.59% |
CBUY.DE vs. JPGL.DE - Expense Ratio Comparison
Both CBUY.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
CBUY.DE vs. JPGL.DE - Dividend Comparison
Neither CBUY.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUY.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.
CBUY.DE and JPGL.DE have the same expense ratio: 0.20% per year.
CBUY.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.
Find the right allocation for CBUY.DE and JPGL.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer