GEND.L vs. JPLG.L

Last updated Jun 4, 2026

GEND.L (Lyxor Global Gender Equality DR UCITS) and JPLG.L (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds tracking the MSCI ACWI NR USD, from Amundi and JPMorgan respectively. Both are passively managed. Over the past 5 years, GEND.L returned 7.15%/yr vs 10.40%/yr for JPLG.L. Their correlation of 0.90 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.

Performance

GEND.L vs. JPLG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Global Gender Equality DR UCITS (GEND.L) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

GEND.L is traded in GBP, while JPLG.L is traded in GBp. To make them comparable, the JPLG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GEND.L achieves a 3.23% return, which is significantly lower than JPLG.L's 10.77% return.

GEND.L

• 1D: -0.31%
• 1M: 0.73%
• YTD: 3.23%
• 6M: 5.16%
• 1Y: 15.77%
• 3Y*: 11.71%
• 5Y*: 7.15%
• 10Y*: —

JPLG.L

• 1D: 0.01%
• 1M: 3.40%
• YTD: 10.77%
• 6M: 11.42%
• 1Y: 22.95%
• 3Y*: 13.72%
• 5Y*: 10.40%
• 10Y*: —

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

GEND.L vs. JPLG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
GEND.L Lyxor Global Gender Equality DR UCITS	3.23%	14.61%	9.03%	10.71%	-5.64%	17.68%	6.53%	0.92%
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating	10.77%	10.11%	12.09%	7.05%	0.72%	24.67%	2.57%	-0.56%

Correlation

The correlation between GEND.L and JPLG.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019	0.90

The correlation between GEND.L and JPLG.L has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.

GEND.L vs. JPLG.L - Sectors Allocation Comparison

Sectors	GEND.L	JPLG.L
Financial Services	22.5%	11.3%
Healthcare	15.2%	12.2%
Consumer Cyclical	12.0%	7.9%
Consumer Defensive	10.5%	8.4%
Communication Services	9.9%	5.8%
Utilities	7.0%	9.3%
Industrials	6.9%	10.5%
Technology	6.2%	10.7%
Real Estate	5.2%	7.5%
Basic Materials	4.7%	8.1%
Energy	-	8.4%

Return for Risk

GEND.L vs. JPLG.L — Risk / Return Rank

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

GEND.L

GEND.L Risk / Return Rank: 46
GEND.L Sharpe Ratio Rank: 49
GEND.L Sortino Ratio Rank: 48
GEND.L Omega Ratio Rank: 47
GEND.L Calmar Ratio Rank: 42
GEND.L Martin Ratio Rank: 43

JPLG.L

JPLG.L Risk / Return Rank: 84
JPLG.L Sharpe Ratio Rank: 88
JPLG.L Sortino Ratio Rank: 88
JPLG.L Omega Ratio Rank: 86
JPLG.L Calmar Ratio Rank: 80
JPLG.L Martin Ratio Rank: 79

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.

GEND.L vs. JPLG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Gender Equality DR UCITS (GEND.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.

	GEND.L	JPLG.L	Difference
Sharpe ratio: Return per unit of total volatility	1.68	2.90	-1.22
Sortino ratio: Return per unit of downside risk	2.34	3.98	-1.64
Omega ratio: Gain probability vs. loss probability	1.29	1.52	-0.23
Calmar ratio: Return relative to maximum drawdown	2.00	4.09	-2.09
Martin ratio: Return relative to average drawdown	6.77	15.27	-8.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GEND.L vs. JPLG.L - Sharpe Ratio Comparison

The current GEND.L Sharpe Ratio is 1.68, which is lower than the JPLG.L Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of GEND.L and JPLG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GEND.L	JPLG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.68	2.90	-1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.95	-0.37
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.69	-0.06

Drawdowns

GEND.L vs. JPLG.L - Drawdown Comparison

The maximum GEND.L drawdown since its inception was -29.20%, 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 GEND.L and JPLG.L.

Drawdown Indicators

	GEND.L	JPLG.L	Difference
Max Drawdown Largest peak-to-trough decline	-29.20%	-27.53%	-1.67%
Max Drawdown (1Y) Largest decline over 1 year	-7.84%	-5.59%	-2.25%
Max Drawdown (3Y) Largest decline over 3 years	-14.62%	-13.65%	-0.97%
Max Drawdown (5Y) Largest decline over 5 years	-15.29%	-13.65%	-1.64%
Current Drawdown Current decline from peak	-3.01%	0.00%	-3.01%
Average Drawdown Average peak-to-trough decline	-4.14%	-3.30%	-0.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.32%	1.50%	+0.82%

Volatility

GEND.L vs. JPLG.L - Volatility Comparison

Lyxor Global Gender Equality DR UCITS (GEND.L) has a higher volatility of 2.86% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) at 1.96%. This indicates that GEND.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.

Volatility by Period

	GEND.L	JPLG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.86%	1.96%	+0.90%
Volatility (6M) Calculated over the trailing 6-month period	7.26%	5.88%	+1.38%
Volatility (1Y) Calculated over the trailing 1-year period	9.34%	7.87%	+1.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.27%	10.90%	+1.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.32%	13.75%	+0.57%

GEND.L vs. JPLG.L - Expense Ratio Comparison

Both GEND.L and JPLG.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

GEND.L vs. JPLG.L - Dividend Comparison

Neither GEND.L nor JPLG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both GEND.L and JPLG.L in my portfolio?

GEND.L and JPLG.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GEND.L or JPLG.L?

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GEND.L or JPLG.L?

GEND.L and JPLG.L have the same expense ratio: 0.20% per year.

What is the main difference between GEND.L and JPLG.L?

Both ETFs track MSCI ACWI NR USD. They also come from different issuers: Amundi and JPMorgan.