GGRG.L vs. JREG.L
Compare and contrast key facts about WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) and JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JREG.L).
GGRG.L and JREG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GGRG.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global Developed Quality Dividend Growth. It was launched on Jun 3, 2016. JREG.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 10, 2018. Both GGRG.L and JREG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GGRG.L vs. JREG.L - Performance Comparison
Loading graphics...
GGRG.L vs. JREG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GGRG.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc | -2.56% | 8.36% | 11.10% | 11.54% | -3.39% | 20.90% | 12.53% | 29.81% | -6.14% |
JREG.L JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) | -0.45% | 11.22% | 20.75% | 19.41% | -7.92% | 25.50% | 13.77% | 23.08% | -6.00% |
Different Trading Currencies
GGRG.L is traded in GBp, while JREG.L is traded in USD. To make them comparable, the JREG.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, GGRG.L achieves a -2.56% return, which is significantly lower than JREG.L's -0.45% return.
GGRG.L
- 1D
- -0.06%
- 1M
- -3.37%
- YTD
- -2.56%
- 6M
- 0.63%
- 1Y
- 8.91%
- 3Y*
- 8.25%
- 5Y*
- 8.35%
- 10Y*
- —
JREG.L
- 1D
- 2.60%
- 1M
- -2.64%
- YTD
- -0.45%
- 6M
- 3.48%
- 1Y
- 16.79%
- 3Y*
- 14.72%
- 5Y*
- 11.82%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GGRG.L vs. JREG.L - Expense Ratio Comparison
GGRG.L has a 0.38% expense ratio, which is higher than JREG.L's 0.25% expense ratio.
Return for Risk
GGRG.L vs. JREG.L — Risk / Return Rank
GGRG.L
JREG.L
GGRG.L vs. JREG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) and JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JREG.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.
| GGRG.L | JREG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 1.13 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.59 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.23 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.61 | -1.18 |
Martin ratioReturn relative to average drawdown | 5.94 | 9.50 | -3.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GGRG.L | JREG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.13 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.82 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.78 | +0.10 |
Correlation
The correlation between GGRG.L and JREG.L is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GGRG.L vs. JREG.L - Dividend Comparison
Neither GGRG.L nor JREG.L has paid dividends to shareholders.
Drawdowns
GGRG.L vs. JREG.L - Drawdown Comparison
The maximum GGRG.L drawdown since its inception was -22.15%, smaller than the maximum JREG.L drawdown of -25.88%. Use the drawdown chart below to compare losses from any high point for GGRG.L and JREG.L.
Loading graphics...
Drawdown Indicators
| GGRG.L | JREG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.15% | -33.82% | +11.67% |
Max Drawdown (1Y)Largest decline over 1 year | -8.70% | -11.54% | +2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -16.17% | -25.33% | +9.16% |
Current DrawdownCurrent decline from peak | -5.96% | -5.25% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -2.92% | -4.92% | +2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.11% | -0.01% |
Volatility
GGRG.L vs. JREG.L - Volatility Comparison
The current volatility for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) is 4.09%, while JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JREG.L) has a volatility of 5.48%. This indicates that GGRG.L experiences smaller price fluctuations and is considered to be less risky than JREG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GGRG.L | JREG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 5.48% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 8.96% | -1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.30% | 14.83% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.07% | 14.35% | -2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.54% | 16.25% | -2.71% |