FSWD.L vs. JPLG.L
FSWD.L (iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)) and JPLG.L (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - FSWD.L tracks the STOXX Developed World Equity Factor Screened Net Index while JPLG.L tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, FSWD.L returned 11.68%/yr vs 10.32%/yr for JPLG.L. Their correlation of 0.87 suggests significant overlap in exposure. FSWD.L charges 0.30%/yr vs 0.20%/yr for JPLG.L.
Performance
FSWD.L vs. JPLG.L - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with FSWD.L having a 12.10% return and JPLG.L slightly higher at 12.56%.
FSWD.L
- 1D
- -0.82%
- 1M
- -0.61%
- 6M
- 10.73%
- YTD
- 12.10%
- 1Y
- 24.41%
- 3Y*
- 18.45%
- 5Y*
- 11.68%
- 10Y*
- 11.49%
JPLG.L
- 1D
- 0.36%
- 1M
- 0.21%
- 6M
- 9.05%
- YTD
- 12.56%
- 1Y
- 21.60%
- 3Y*
- 14.31%
- 5Y*
- 10.32%
- 10Y*
- —
FSWD.L vs. JPLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 12.10% | 17.16% | 18.87% | 9.04% | -5.40% | 22.11% | 6.89% | -0.33% |
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 12.56% | 10.11% | 12.09% | 7.05% | 0.72% | 24.67% | 2.57% | -0.44% |
Correlation
The correlation between FSWD.L and JPLG.L is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2019 | 0.87 |
Over the past year, the correlation between FSWD.L and JPLG.L has dropped to 0.61 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
FSWD.L vs. JPLG.L — Risk / Return Rank
FSWD.L
JPLG.L
FSWD.L vs. JPLG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSWD.L | JPLG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.49 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 3.85 | +0.27 |
| Martin ratioReturn relative to average drawdown | 15.80 | 14.14 | +1.66 |
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Drawdowns
FSWD.L vs. JPLG.L - Drawdown Comparison
The maximum FSWD.L drawdown since its inception was -37.43%, 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 FSWD.L and JPLG.L.
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Drawdown Indicators
| FSWD.L | JPLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -27.53% | -9.90% |
Max Drawdown (1Y)Largest decline over 1 year | -5.90% | -5.59% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -19.93% | -13.65% | -6.28% |
Max Drawdown (5Y)Largest decline over 5 years | -19.93% | -13.65% | -6.28% |
Max Drawdown (10Y)Largest decline over 10 years | -26.27% | — | — |
Current DrawdownCurrent decline from peak | -1.42% | -1.13% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -3.25% | -4.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.52% | +0.02% |
Volatility
FSWD.L vs. JPLG.L - Volatility Comparison
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) has a higher volatility of 2.86% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) at 2.35%. This indicates that FSWD.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.
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Volatility by Period
| FSWD.L | JPLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 2.35% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 6.06% | +2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.94% | 7.94% | +3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 10.91% | +7.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 13.66% | +3.74% |
FSWD.L vs. JPLG.L - Expense Ratio Comparison
FSWD.L has a 0.30% expense ratio, which is higher than JPLG.L's 0.20% expense ratio.
Dividends
FSWD.L vs. JPLG.L - Dividend Comparison
Neither FSWD.L nor JPLG.L has paid dividends to shareholders.
Frequently Asked Questions
FSWD.L and JPLG.L have a correlation of 0.61, 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 0.30% for FSWD.L.
FSWD.L tracks STOXX Developed World Equity Factor Screened Net Index, while JPLG.L tracks MSCI ACWI NR USD. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.30% for FSWD.L and 0.20% for JPLG.L.
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