FGLR.DE vs. JPGL.DE
FGLR.DE (Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - FGLR.DE tracks the Fidelity Sustainable Research Enhanced Global Equity while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 5 years, FGLR.DE returned 11.73%/yr vs 10.25%/yr for JPGL.DE. Their correlation of 0.85 suggests significant overlap in exposure. FGLR.DE charges 0.35%/yr vs 0.20%/yr for JPGL.DE.
Performance
FGLR.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FGLR.DE achieves a 9.94% return, which is significantly lower than JPGL.DE's 11.57% return.
FGLR.DE
- 1D
- 0.13%
- 1M
- 4.17%
- YTD
- 9.94%
- 6M
- 10.09%
- 1Y
- 22.01%
- 3Y*
- 15.71%
- 5Y*
- 11.73%
- 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*
- —
FGLR.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FGLR.DE Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc | 9.94% | 5.43% | 24.62% | 20.29% | -14.52% | 32.48% | 11.79% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -4.98% | 33.79% | 6.39% |
Correlation
The correlation between FGLR.DE and JPGL.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.85 |
Over the past year, the correlation between FGLR.DE and JPGL.DE has dropped to 0.63 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
FGLR.DE vs. JPGL.DE — Risk / Return Rank
FGLR.DE
JPGL.DE
FGLR.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLR.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.
| FGLR.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.40 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 4.10 | -1.10 |
| Martin ratioReturn relative to average drawdown | 11.73 | 15.50 | -3.77 |
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
| FGLR.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.28 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.85 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.68 | +0.29 |
Drawdowns
FGLR.DE vs. JPGL.DE - Drawdown Comparison
The maximum FGLR.DE drawdown since its inception was -22.47%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for FGLR.DE and JPGL.DE.
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Drawdown Indicators
| FGLR.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.47% | -35.55% | +13.08% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -4.75% | -2.55% |
Max Drawdown (3Y)Largest decline over 3 years | -22.47% | -17.34% | -5.13% |
Max Drawdown (5Y)Largest decline over 5 years | -22.47% | -17.34% | -5.13% |
Current DrawdownCurrent decline from peak | -0.15% | -0.10% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -3.98% | -4.81% | +0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.26% | +0.61% |
Volatility
FGLR.DE vs. JPGL.DE - Volatility Comparison
Fidelity Sustainable Research Enhanced Global Equity UCITS ETF Acc (FGLR.DE) has a higher volatility of 2.51% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that FGLR.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
| FGLR.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.51% | 2.06% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.91% | 6.02% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.33% | 8.55% | +2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 11.86% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.39% | 15.01% | -0.62% |
FGLR.DE vs. JPGL.DE - Expense Ratio Comparison
FGLR.DE has a 0.35% expense ratio, which is higher than JPGL.DE's 0.20% expense ratio.
Dividends
FGLR.DE vs. JPGL.DE - Dividend Comparison
Neither FGLR.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
FGLR.DE and JPGL.DE have a correlation of 0.63, 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 0.35% for FGLR.DE.
FGLR.DE tracks Fidelity Sustainable Research Enhanced Global Equity, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: Fidelity and JPMorgan. Their fees differ too: 0.35% for FGLR.DE and 0.20% for JPGL.DE.
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