EMVL.L vs. JPGL.L
Compare and contrast key facts about iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) and JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L).
EMVL.L and JPGL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMVL.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Dec 6, 2018. JPGL.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 9, 2019. Both EMVL.L and JPGL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMVL.L or JPGL.L.
Key characteristics
| EMVL.L | JPGL.L | |
|---|---|---|
| YTD Return | 12.25% | 14.21% |
| 1Y Return | 20.37% | 21.86% |
| 3Y Return (Ann) | 2.54% | 6.64% |
| 5Y Return (Ann) | 6.41% | 9.86% |
| Sharpe Ratio | 1.25 | 1.97 |
| Daily Std Dev | 15.99% | 11.00% |
| Max Drawdown | -34.95% | -35.87% |
| Current Drawdown | -5.29% | -0.34% |
Correlation
The correlation between EMVL.L and JPGL.L is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EMVL.L vs. JPGL.L - Performance Comparison
In the year-to-date period, EMVL.L achieves a 12.25% return, which is significantly lower than JPGL.L's 14.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EMVL.L vs. JPGL.L - Expense Ratio Comparison
EMVL.L has a 0.40% expense ratio, which is higher than JPGL.L's 0.19% expense ratio.
Risk-Adjusted Performance
EMVL.L vs. JPGL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) and JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.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.
Dividends
EMVL.L vs. JPGL.L - Dividend Comparison
Neither EMVL.L nor JPGL.L has paid dividends to shareholders.
Drawdowns
EMVL.L vs. JPGL.L - Drawdown Comparison
The maximum EMVL.L drawdown since its inception was -34.95%, roughly equal to the maximum JPGL.L drawdown of -35.87%. Use the drawdown chart below to compare losses from any high point for EMVL.L and JPGL.L. For additional features, visit the drawdowns tool.
Volatility
EMVL.L vs. JPGL.L - Volatility Comparison
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) has a higher volatility of 4.65% compared to JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) at 3.16%. This indicates that EMVL.L's price experiences larger fluctuations and is considered to be riskier than JPGL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.