CLMP.L vs. JPLG.L

Last updated Jun 4, 2026

CLMP.L (HANetf iClima Global Decarbonisation Enablers UCITS ETF) and JPLG.L (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds tracking the MSCI ACWI NR USD, from HANetf and JPMorgan respectively. Both are passively managed. Over the past 5 years, CLMP.L returned 0.10%/yr vs 10.40%/yr for JPLG.L. A 0.65 correlation means they provide meaningful diversification when combined. CLMP.L charges 0.65%/yr vs 0.20%/yr for JPLG.L.

Performance

CLMP.L vs. JPLG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf iClima Global Decarbonisation Enablers UCITS ETF (CLMP.L) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CLMP.L achieves a 19.42% return, which is significantly higher than JPLG.L's 10.76% return.

CLMP.L

• 1D: 0.93%
• 1M: 8.64%
• YTD: 19.42%
• 6M: 18.50%
• 1Y: 45.03%
• 3Y*: 5.01%
• 5Y*: 0.10%
• 10Y*: —

JPLG.L

• 1D: 0.68%
• 1M: 3.55%
• YTD: 10.76%
• 6M: 11.53%
• 1Y: 23.08%
• 3Y*: 13.92%
• 5Y*: 10.40%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CLMP.L vs. JPLG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CLMP.L HANetf iClima Global Decarbonisation Enablers UCITS ETF	19.42%	17.77%	-15.12%	-1.33%	-19.28%	6.67%	6.79%
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating	10.76%	10.11%	12.09%	7.05%	0.72%	24.67%	-1.17%

Correlation

The correlation between CLMP.L and JPLG.L is 0.57, 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	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020	0.65

The correlation between CLMP.L and JPLG.L has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.

CLMP.L vs. JPLG.L - Sectors Allocation Comparison

Sectors	CLMP.L	JPLG.L
Industrials	48.3%	10.5%
Technology	27.9%	10.7%
Utilities	15.5%	9.3%
Basic Materials	5.4%	8.1%
Consumer Cyclical	2.8%	7.9%
Communication Services	-	5.8%
Consumer Defensive	-	8.4%
Energy	-	8.4%
Financial Services	-	11.3%
Healthcare	-	12.2%
Real Estate	-	7.5%

Return for Risk

CLMP.L vs. JPLG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLMP.L

CLMP.L Risk / Return Rank: 37
CLMP.L Sharpe Ratio Rank: 28
CLMP.L Sortino Ratio Rank: 34
CLMP.L Omega Ratio Rank: 70
CLMP.L Calmar Ratio Rank: 31
CLMP.L Martin Ratio Rank: 21

JPLG.L

JPLG.L Risk / Return Rank: 83
JPLG.L Sharpe Ratio Rank: 87
JPLG.L Sortino Ratio Rank: 87
JPLG.L Omega Ratio Rank: 85
JPLG.L Calmar Ratio Rank: 80
JPLG.L Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CLMP.L vs. JPLG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf iClima Global Decarbonisation Enablers UCITS ETF (CLMP.L) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L). 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.

	CLMP.L	JPLG.L	Difference
Sharpe ratio: Return per unit of total volatility	0.96	2.92	-1.95
Sortino ratio: Return per unit of downside risk	1.75	4.00	-2.24
Omega ratio: Gain probability vs. loss probability	1.41	1.52	-0.11
Calmar ratio: Return relative to maximum drawdown	1.51	4.11	-2.60
Martin ratio: Return relative to average drawdown	2.40	15.36	-12.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CLMP.L vs. JPLG.L - Sharpe Ratio Comparison

The current CLMP.L Sharpe Ratio is 0.96, which is lower than the JPLG.L Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of CLMP.L and JPLG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CLMP.L	JPLG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	2.92	-1.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	0.95	-0.95
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.69	-0.65

Drawdowns

CLMP.L vs. JPLG.L - Drawdown Comparison

The maximum CLMP.L drawdown since its inception was -48.75%, which is greater than JPLG.L's maximum drawdown of -27.53%. Use the drawdown chart below to compare losses from any high point for CLMP.L and JPLG.L.

Drawdown Indicators

	CLMP.L	JPLG.L	Difference
Max Drawdown Largest peak-to-trough decline	-48.75%	-27.53%	-21.22%
Max Drawdown (1Y) Largest decline over 1 year	-29.66%	-5.59%	-24.07%
Max Drawdown (3Y) Largest decline over 3 years	-40.47%	-13.65%	-26.82%
Max Drawdown (5Y) Largest decline over 5 years	-48.75%	-13.65%	-35.10%
Current Drawdown Current decline from peak	-13.51%	0.00%	-13.51%
Average Drawdown Average peak-to-trough decline	-23.78%	-3.30%	-20.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.71%	1.50%	+17.21%

Volatility

CLMP.L vs. JPLG.L - Volatility Comparison

HANetf iClima Global Decarbonisation Enablers UCITS ETF (CLMP.L) has a higher volatility of 6.55% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) at 1.96%. This indicates that CLMP.L's price experiences larger fluctuations and is considered to be riskier than JPLG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CLMP.L	JPLG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.55%	1.96%	+4.59%
Volatility (6M) Calculated over the trailing 6-month period	13.14%	5.88%	+7.26%
Volatility (1Y) Calculated over the trailing 1-year period	46.48%	7.88%	+38.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.89%	10.90%	+23.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.13%	13.75%	+20.38%

CLMP.L vs. JPLG.L - Expense Ratio Comparison

CLMP.L has a 0.65% expense ratio, which is higher than JPLG.L's 0.20% expense ratio.

Dividends

CLMP.L vs. JPLG.L - Dividend Comparison

Neither CLMP.L nor JPLG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CLMP.L and JPLG.L in my portfolio?

CLMP.L and JPLG.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CLMP.L or JPLG.L?

On fees, JPLG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CLMP.L or JPLG.L?

JPLG.L is cheaper with a 0.20% expense ratio, compared with 0.65% for CLMP.L.

What is the main difference between CLMP.L and JPLG.L?

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: HANetf and JPMorgan. Their fees differ too: 0.65% for CLMP.L and 0.20% for JPLG.L.