IFSW.L vs. JPGL.DE
Compare and contrast key facts about iShares Edge MSCI World Multifactor UCITS (IFSW.L) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE).
IFSW.L and JPGL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IFSW.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 4, 2015. JPGL.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. It was launched on Jul 9, 2019. Both IFSW.L and JPGL.DE 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
IFSW.L vs. JPGL.DE - Performance Comparison
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IFSW.L vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IFSW.L iShares Edge MSCI World Multifactor UCITS | -1.64% | 25.73% | 17.05% | 15.35% | -15.39% | 20.36% | 10.69% | 5.04% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 4.80% | 18.74% | 9.87% | 13.21% | -10.21% | 23.24% | 5.88% | 6.38% |
Different Trading Currencies
IFSW.L is traded in USD, while JPGL.DE is traded in EUR. To make them comparable, the JPGL.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IFSW.L achieves a -1.64% return, which is significantly lower than JPGL.DE's 4.80% return.
IFSW.L
- 1D
- 2.90%
- 1M
- -2.89%
- YTD
- -1.64%
- 6M
- 2.37%
- 1Y
- 23.01%
- 3Y*
- 16.85%
- 5Y*
- 9.27%
- 10Y*
- 10.48%
JPGL.DE
- 1D
- 1.62%
- 1M
- -3.45%
- YTD
- 4.80%
- 6M
- 8.13%
- 1Y
- 19.56%
- 3Y*
- 14.59%
- 5Y*
- 9.58%
- 10Y*
- —
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IFSW.L vs. JPGL.DE - Expense Ratio Comparison
IFSW.L has a 0.55% expense ratio, which is higher than JPGL.DE's 0.20% expense ratio.
Return for Risk
IFSW.L vs. JPGL.DE — Risk / Return Rank
IFSW.L
JPGL.DE
IFSW.L vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Multifactor UCITS (IFSW.L) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE). 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.
| IFSW.L | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 1.40 | +0.06 |
Sortino ratioReturn per unit of downside risk | 2.05 | 1.90 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.30 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.39 | 1.86 | +0.54 |
Martin ratioReturn relative to average drawdown | 10.86 | 9.71 | +1.15 |
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
| IFSW.L | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.40 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.70 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.63 | 0.00 |
Correlation
The correlation between IFSW.L and JPGL.DE is 0.84, 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
IFSW.L vs. JPGL.DE - Dividend Comparison
Neither IFSW.L nor JPGL.DE has paid dividends to shareholders.
Drawdowns
IFSW.L vs. JPGL.DE - Drawdown Comparison
The maximum IFSW.L drawdown since its inception was -34.49%, roughly equal to the maximum JPGL.DE drawdown of -36.01%. Use the drawdown chart below to compare losses from any high point for IFSW.L and JPGL.DE.
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Drawdown Indicators
| IFSW.L | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.49% | -35.55% | +1.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.75% | -12.48% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -24.41% | -17.34% | -7.07% |
Max Drawdown (10Y)Largest decline over 10 years | -34.49% | — | — |
Current DrawdownCurrent decline from peak | -4.69% | -2.66% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -4.90% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 1.92% | +0.16% |
Volatility
IFSW.L vs. JPGL.DE - Volatility Comparison
iShares Edge MSCI World Multifactor UCITS (IFSW.L) has a higher volatility of 5.60% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 3.78%. This indicates that IFSW.L's price experiences larger fluctuations and is considered to be riskier than JPGL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IFSW.L | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 3.78% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 6.91% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.73% | 13.91% | +1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.72% | 13.50% | +2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 16.30% | -0.18% |