DPGC.L vs. JPLG.L
DPGC.L (Dimensional Global Core Equity UCITS ETF USD Acc) and JPLG.L (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds. DPGC.L is actively managed, while JPLG.L is passively managed. A 0.67 correlation means they provide meaningful diversification when combined. DPGC.L charges 0.26%/yr vs 0.20%/yr for JPLG.L.
Performance
DPGC.L vs. JPLG.L - Performance Comparison
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Different Trading Currencies
DPGC.L is traded in GBP, while JPLG.L is traded in GBp. To make them comparable, the JPLG.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, DPGC.L achieves a 10.12% return, which is significantly lower than JPLG.L's 10.76% return.
DPGC.L
- 1D
- -0.02%
- 1M
- 4.64%
- YTD
- 10.12%
- 6M
- 10.65%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 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*
- —
DPGC.L vs. JPLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DPGC.L Dimensional Global Core Equity UCITS ETF USD Acc | 10.12% | 2.40% |
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 10.76% | 1.35% |
Correlation
The correlation between DPGC.L and JPLG.L 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 (All Time) Calculated using the full available price history since Nov 20, 2025 | 0.67 |
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Return for Risk
DPGC.L vs. JPLG.L — Risk / Return Rank
DPGC.L
JPLG.L
DPGC.L vs. JPLG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Core Equity UCITS ETF USD Acc (DPGC.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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| DPGC.L | JPLG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.92 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.95 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.19 | 0.69 | +2.50 |
Drawdowns
DPGC.L vs. JPLG.L - Drawdown Comparison
The maximum DPGC.L drawdown since its inception was -6.24%, smaller than the maximum JPLG.L drawdown of -27.53%. Use the drawdown chart below to compare losses from any high point for DPGC.L and JPLG.L.
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Drawdown Indicators
| DPGC.L | JPLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.24% | -27.53% | +21.29% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.59% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.65% | — |
Current DrawdownCurrent decline from peak | -0.02% | 0.00% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -3.30% | +2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.50% | — |
Volatility
DPGC.L vs. JPLG.L - Volatility Comparison
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Volatility by Period
| DPGC.L | JPLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.96% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 5.88% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.11% | 7.88% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.11% | 10.90% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.11% | 13.75% | -4.64% |
DPGC.L vs. JPLG.L - Expense Ratio Comparison
DPGC.L has a 0.26% expense ratio, which is higher than JPLG.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DPGC.L vs. JPLG.L - Dividend Comparison
Neither DPGC.L nor JPLG.L has paid dividends to shareholders.
Frequently Asked Questions
DPGC.L and JPLG.L 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.
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.
JPLG.L is cheaper with a 0.20% expense ratio, compared with 0.26% for DPGC.L.
They also come from different issuers: Dimensional and JPMorgan. Their fees differ too: 0.26% for DPGC.L and 0.20% for JPLG.L.
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