ECLM.DE vs. JPGL.DE
ECLM.DE (HANetf iClima Global Decarbonisation Enablers UCITS ETF) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - ECLM.DE tracks the iClima Global Decarbonisation Enablers while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 5 years, ECLM.DE returned -0.34%/yr vs 10.25%/yr for JPGL.DE. A 0.67 correlation means they provide meaningful diversification when combined. ECLM.DE charges 0.65%/yr vs 0.20%/yr for JPGL.DE.
Performance
ECLM.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ECLM.DE achieves a 18.15% return, which is significantly higher than JPGL.DE's 11.57% return.
ECLM.DE
- 1D
- -1.47%
- 1M
- 5.70%
- YTD
- 18.15%
- 6M
- 17.28%
- 1Y
- 37.06%
- 3Y*
- 4.30%
- 5Y*
- -0.34%
- 10Y*
- —
JPGL.DE
- 1D
- -0.10%
- 1M
- 3.07%
- YTD
- 11.57%
- 6M
- 12.21%
- 1Y
- 19.57%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
ECLM.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ECLM.DE HANetf iClima Global Decarbonisation Enablers UCITS ETF | 18.15% | 12.83% | -11.47% | 1.02% | -23.37% | 14.89% | 7.80% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -4.98% | 33.79% | 0.44% |
Correlation
The correlation between ECLM.DE and JPGL.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2020 | 0.67 |
The correlation between ECLM.DE and JPGL.DE has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.
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Return for Risk
ECLM.DE vs. JPGL.DE — Risk / Return Rank
ECLM.DE
JPGL.DE
ECLM.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.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.
| ECLM.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.40 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 4.10 | -2.24 |
| Martin ratioReturn relative to average drawdown | 3.63 | 15.50 | -11.88 |
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
| ECLM.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 2.28 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.85 | -0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.68 | -0.58 |
Drawdowns
ECLM.DE vs. JPGL.DE - Drawdown Comparison
The maximum ECLM.DE drawdown since its inception was -49.88%, which is greater than JPGL.DE's maximum drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for ECLM.DE and JPGL.DE.
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Drawdown Indicators
| ECLM.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.88% | -35.55% | -14.33% |
Max Drawdown (1Y)Largest decline over 1 year | -19.77% | -4.75% | -15.02% |
Max Drawdown (3Y)Largest decline over 3 years | -36.17% | -17.34% | -18.83% |
Max Drawdown (5Y)Largest decline over 5 years | -49.88% | -17.34% | -32.54% |
Current DrawdownCurrent decline from peak | -16.23% | -0.10% | -16.13% |
Average DrawdownAverage peak-to-trough decline | -24.19% | -4.81% | -19.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.19% | 1.26% | +8.93% |
Volatility
ECLM.DE vs. JPGL.DE - Volatility Comparison
HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) has a higher volatility of 6.50% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that ECLM.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
| ECLM.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 2.06% | +4.44% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 6.02% | +7.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.64% | 8.55% | +20.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.04% | 11.86% | +11.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 15.01% | +8.34% |
ECLM.DE vs. JPGL.DE - Expense Ratio Comparison
ECLM.DE has a 0.65% expense ratio, which is higher than JPGL.DE's 0.20% expense ratio.
Dividends
ECLM.DE vs. JPGL.DE - Dividend Comparison
Neither ECLM.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
ECLM.DE and JPGL.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPGL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPGL.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for ECLM.DE.
ECLM.DE tracks iClima Global Decarbonisation Enablers, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: HANetf and JPMorgan. Their fees differ too: 0.65% for ECLM.DE and 0.20% for JPGL.DE.
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