FWRA.L vs. JEPG.L
Compare and contrast key facts about Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L).
FWRA.L and JEPG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FWRA.L is a passively managed fund by Invesco that tracks the performance of the FTSE All-World Index. It was launched on Feb 20, 2024. JEPG.L is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.
Performance
FWRA.L vs. JEPG.L - Performance Comparison
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FWRA.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FWRA.L Invesco FTSE All-World UCITS ETF USD Accumulation | -2.14% | 22.37% | 18.07% | 4.63% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 1.08% | 12.39% | 7.83% | 1.63% |
Returns By Period
In the year-to-date period, FWRA.L achieves a -2.14% return, which is significantly lower than JEPG.L's 1.08% return.
FWRA.L
- 1D
- -0.63%
- 1M
- -2.44%
- YTD
- -2.14%
- 6M
- 1.28%
- 1Y
- 20.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPG.L
- 1D
- -0.15%
- 1M
- -2.55%
- YTD
- 1.08%
- 6M
- 3.29%
- 1Y
- 4.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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FWRA.L vs. JEPG.L - Expense Ratio Comparison
FWRA.L has a 0.15% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.
Return for Risk
FWRA.L vs. JEPG.L — Risk / Return Rank
FWRA.L
JEPG.L
FWRA.L vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.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.
| FWRA.L | JEPG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 0.33 | +1.02 |
Sortino ratioReturn per unit of downside risk | 1.90 | 0.53 | +1.37 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.07 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 4.21 | 0.68 | +3.52 |
Martin ratioReturn relative to average drawdown | 18.19 | 2.28 | +15.91 |
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
| FWRA.L | JEPG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 0.33 | +1.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.26 | 0.89 | +0.37 |
Correlation
The correlation between FWRA.L and JEPG.L is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FWRA.L vs. JEPG.L - Dividend Comparison
FWRA.L has not paid dividends to shareholders, while JEPG.L's dividend yield for the trailing twelve months is around 7.96%.
| TTM | 2025 | 2024 | |
|---|---|---|---|
FWRA.L Invesco FTSE All-World UCITS ETF USD Accumulation | 0.00% | 0.00% | 0.00% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 7.96% | 7.86% | 6.50% |
Drawdowns
FWRA.L vs. JEPG.L - Drawdown Comparison
The maximum FWRA.L drawdown since its inception was -16.60%, which is greater than JEPG.L's maximum drawdown of -7.92%. Use the drawdown chart below to compare losses from any high point for FWRA.L and JEPG.L.
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Drawdown Indicators
| FWRA.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.60% | -7.92% | -8.68% |
Max Drawdown (1Y)Largest decline over 1 year | -8.84% | -7.59% | -1.25% |
Current DrawdownCurrent decline from peak | -6.18% | -4.46% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -1.99% | -1.35% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 1.96% | +0.06% |
Volatility
FWRA.L vs. JEPG.L - Volatility Comparison
Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) has a higher volatility of 5.52% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) at 3.95%. This indicates that FWRA.L's price experiences larger fluctuations and is considered to be riskier than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FWRA.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 3.95% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 6.57% | +2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 12.47% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.41% | 11.10% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.41% | 11.10% | +2.31% |