FTGS.DE vs. JPGL.DE
FTGS.DE (First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - FTGS.DE tracks the First Trust Global Capital Strength ESG Leaders while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 3 years, FTGS.DE returned 6.17%/yr vs 13.57%/yr for JPGL.DE. A 0.77 correlation means they provide meaningful diversification when combined. FTGS.DE charges 0.75%/yr vs 0.20%/yr for JPGL.DE.
Performance
FTGS.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FTGS.DE achieves a -0.93% return, which is significantly lower than JPGL.DE's 11.57% return.
FTGS.DE
- 1D
- 0.70%
- 1M
- 1.61%
- YTD
- -0.93%
- 6M
- -0.09%
- 1Y
- -2.79%
- 3Y*
- 6.17%
- 5Y*
- —
- 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*
- —
FTGS.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FTGS.DE First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation | -0.93% | -0.97% | 16.36% | 8.51% | -0.83% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | 0.92% |
Correlation
The correlation between FTGS.DE and JPGL.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.77 |
The correlation between FTGS.DE and JPGL.DE has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.
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Return for Risk
FTGS.DE vs. JPGL.DE — Risk / Return Rank
FTGS.DE
JPGL.DE
FTGS.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.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.
| FTGS.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -3.59 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.40 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 4.10 | -4.53 |
| Martin ratioReturn relative to average drawdown | -0.88 | 15.50 | -16.38 |
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
| FTGS.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 2.28 | -2.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.68 | -0.26 |
Drawdowns
FTGS.DE vs. JPGL.DE - Drawdown Comparison
The maximum FTGS.DE drawdown since its inception was -13.82%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for FTGS.DE and JPGL.DE.
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Drawdown Indicators
| FTGS.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.82% | -35.55% | +21.73% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -4.75% | -1.72% |
Max Drawdown (3Y)Largest decline over 3 years | -13.82% | -17.34% | +3.52% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.34% | — |
Current DrawdownCurrent decline from peak | -6.39% | -0.10% | -6.29% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -4.81% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 1.26% | +1.92% |
Volatility
FTGS.DE vs. JPGL.DE - Volatility Comparison
First Trust Global Capital Strength ESG Leaders UCITS ETF Class A Accumulation (FTGS.DE) has a higher volatility of 3.10% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that FTGS.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
| FTGS.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 2.06% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 6.02% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 8.55% | +0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.69% | 11.86% | -0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.69% | 15.01% | -3.32% |
FTGS.DE vs. JPGL.DE - Expense Ratio Comparison
FTGS.DE has a 0.75% expense ratio, which is higher than JPGL.DE's 0.20% expense ratio.
Dividends
FTGS.DE vs. JPGL.DE - Dividend Comparison
Neither FTGS.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
FTGS.DE and JPGL.DE have a correlation of 0.68, 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 0.75% for FTGS.DE.
FTGS.DE tracks First Trust Global Capital Strength ESG Leaders, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: First Trust and JPMorgan. Their fees differ too: 0.75% for FTGS.DE and 0.20% for JPGL.DE.
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