GLOF vs. JGLO

Last updated Jun 4, 2026

GLOF (iShares Global Equity Factor ETF) and JGLO (Jpmorgan Global Select Equity ETF) are both Global Equities funds. GLOF is passively managed, while JGLO is actively managed. Over the past year, GLOF returned 30.42% vs 16.10% for JGLO. Their correlation of 0.93 suggests significant overlap in exposure. GLOF charges 0.20%/yr vs 0.47%/yr for JGLO.

Performance

GLOF vs. JGLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Equity Factor ETF (GLOF) and Jpmorgan Global Select Equity ETF (JGLO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GLOF achieves a 13.19% return, which is significantly higher than JGLO's 5.10% return.

GLOF

• 1D: -0.77%
• 1M: 5.15%
• YTD: 13.19%
• 6M: 14.18%
• 1Y: 30.42%
• 3Y*: 22.67%
• 5Y*: 11.56%
• 10Y*: 12.29%

JGLO

• 1D: -0.74%
• 1M: 2.17%
• YTD: 5.10%
• 6M: 5.79%
• 1Y: 16.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GLOF vs. JGLO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GLOF iShares Global Equity Factor ETF	13.19%	23.92%	17.49%	7.60%
JGLO Jpmorgan Global Select Equity ETF	5.10%	14.07%	17.00%	8.01%

Correlation

The correlation between GLOF and JGLO is 0.92, 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	0.92
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023	0.93

The correlation between GLOF and JGLO has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

GLOF vs. JGLO - Sectors Allocation Comparison

Sectors	GLOF	JGLO
Technology	28.8%	28.4%
Financial Services	16.7%	19.1%
Consumer Cyclical	10.7%	15.1%
Industrials	9.3%	7.7%
Communication Services	8.7%	8.4%
Healthcare	8.2%	8.6%
Consumer Defensive	5.7%	2.5%
Energy	4.4%	4.3%
Basic Materials	3.3%	1.7%
Utilities	3.1%	2.8%
Real Estate	1.1%	1.3%

Return for Risk

GLOF vs. JGLO — Risk / Return Rank

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

GLOF

GLOF Risk / Return Rank: 73
GLOF Sharpe Ratio Rank: 74
GLOF Sortino Ratio Rank: 75
GLOF Omega Ratio Rank: 71
GLOF Calmar Ratio Rank: 67
GLOF Martin Ratio Rank: 77

JGLO

JGLO Risk / Return Rank: 38
JGLO Sharpe Ratio Rank: 38
JGLO Sortino Ratio Rank: 38
JGLO Omega Ratio Rank: 38
JGLO Calmar Ratio Rank: 35
JGLO Martin Ratio Rank: 42

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.

GLOF vs. JGLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Equity Factor ETF (GLOF) and Jpmorgan Global Select Equity ETF (JGLO). 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.

	GLOF	JGLO	Difference
Sharpe ratio: Return per unit of total volatility	2.43	1.40	+1.04
Sortino ratio: Return per unit of downside risk	3.41	2.00	+1.41
Omega ratio: Gain probability vs. loss probability	1.43	1.25	+0.18
Calmar ratio: Return relative to maximum drawdown	3.38	1.71	+1.67
Martin ratio: Return relative to average drawdown	15.08	6.96	+8.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GLOF vs. JGLO - Sharpe Ratio Comparison

The current GLOF Sharpe Ratio is 2.43, which is higher than the JGLO Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of GLOF and JGLO, 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

	GLOF	JGLO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.43	1.40	+1.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	1.18	-0.59

Drawdowns

GLOF vs. JGLO - Drawdown Comparison

The maximum GLOF drawdown since its inception was -34.12%, which is greater than JGLO's maximum drawdown of -16.12%. Use the drawdown chart below to compare losses from any high point for GLOF and JGLO.

Drawdown Indicators

	GLOF	JGLO	Difference
Max Drawdown Largest peak-to-trough decline	-34.12%	-16.12%	-18.00%
Max Drawdown (1Y) Largest decline over 1 year	-9.05%	-9.47%	+0.42%
Max Drawdown (3Y) Largest decline over 3 years	-16.12%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.15%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.12%	—	—
Current Drawdown Current decline from peak	-0.77%	-0.74%	-0.03%
Average Drawdown Average peak-to-trough decline	-6.12%	-1.88%	-4.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	2.32%	-0.30%

Volatility

GLOF vs. JGLO - Volatility Comparison

iShares Global Equity Factor ETF (GLOF) has a higher volatility of 3.65% compared to Jpmorgan Global Select Equity ETF (JGLO) at 3.10%. This indicates that GLOF's price experiences larger fluctuations and is considered to be riskier than JGLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GLOF	JGLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	3.10%	+0.55%
Volatility (6M) Calculated over the trailing 6-month period	10.10%	9.00%	+1.10%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	11.57%	+1.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.69%	14.04%	+1.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.17%	14.04%	+3.13%

GLOF vs. JGLO - Expense Ratio Comparison

GLOF has a 0.20% expense ratio, which is lower than JGLO's 0.47% expense ratio.

Dividends

GLOF vs. JGLO - Dividend Comparison

GLOF's dividend yield for the trailing twelve months is around 1.50%, more than JGLO's 1.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GLOF iShares Global Equity Factor ETF	1.50%	1.70%	2.59%	2.51%	2.53%	1.90%	1.73%	2.41%	2.03%	1.94%	1.94%	0.92%
JGLO Jpmorgan Global Select Equity ETF	1.14%	1.20%	2.00%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GLOF and JGLO in my portfolio?

With a correlation of 0.92, GLOF and JGLO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, GLOF or JGLO?

GLOF has higher volatility (3.65%) compared to JGLO (3.10%). In terms of maximum drawdown, GLOF dropped -34.12% vs JGLO's -16.12%.

Which ETF is better, GLOF or JGLO?

On 1-year performance, GLOF leads with 30.42% vs 16.10% for JGLO. On fees, GLOF is cheaper at 0.20% per year. On volatility, JGLO has been the lower-risk option at 3.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GLOF or JGLO?

Over the 1-year period, GLOF has performed better with a 30.42% return vs 16.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GLOF or JGLO?

GLOF is cheaper with a 0.20% expense ratio, compared with 0.47% for JGLO.

Which ETF pays a higher dividend yield, GLOF or JGLO?

GLOF has the higher dividend yield at 1.50%, compared with 1.14% for JGLO.

What is the main difference between GLOF and JGLO?

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for GLOF and 0.47% for JGLO.

Which has better risk-adjusted returns?

GLOF currently has the higher Sharpe Ratio (2.43 vs 1.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.