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FWRA.L vs. JEPG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FWRA.L vs. JEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco FTSE All-World UCITS ETF USD Accumulation (FWRA.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L). The values are adjusted to include any dividend payments, if applicable.

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FWRA.L vs. JEPG.L - Yearly Performance Comparison


2026 (YTD)202520242023
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FWRA.L
FWRA.L Risk / Return Rank: 8080
Overall Rank
FWRA.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FWRA.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
FWRA.L Omega Ratio Rank: 7070
Omega Ratio Rank
FWRA.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
FWRA.L Martin Ratio Rank: 9696
Martin Ratio Rank

JEPG.L
JEPG.L Risk / Return Rank: 2121
Overall Rank
JEPG.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
JEPG.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
JEPG.L Omega Ratio Rank: 1919
Omega Ratio Rank
JEPG.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
JEPG.L Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LJEPG.LDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.33

+1.02

Sortino ratio

Return per unit of downside risk

1.90

0.53

+1.37

Omega ratio

Gain probability vs. loss probability

1.28

1.07

+0.20

Calmar ratio

Return relative to maximum drawdown

4.21

0.68

+3.52

Martin ratio

Return relative to average drawdown

18.19

2.28

+15.91

FWRA.L vs. JEPG.L - Sharpe Ratio Comparison

The current FWRA.L Sharpe Ratio is 1.34, which is higher than the JEPG.L Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of FWRA.L and JEPG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FWRA.LJEPG.LDifference

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%.


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.LJEPG.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.18%

-4.46%

-1.72%

Average Drawdown

Average peak-to-trough decline

-1.99%

-1.35%

-0.64%

Ulcer Index

Depth 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.LJEPG.LDifference

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%