ISDW.L vs. JPLG.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI World Islamic UCITS (ISDW.L) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L).

ISDW.L and JPLG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISDW.L is a passively managed fund by iShares that tracks the performance of the MSCI World Islamic Index. It was launched on Dec 7, 2007. JPLG.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 9, 2019. Both ISDW.L and JPLG.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

ISDW.L vs. JPLG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Islamic UCITS (ISDW.L) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ISDW.L iShares MSCI World Islamic UCITS	1.51%	19.35%	5.72%	23.61%	-11.80%	21.40%	8.33%	5.98%
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating	4.86%	18.42%	10.23%	12.69%	-10.05%	23.54%	5.71%	6.20%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, ISDW.L achieves a 1.51% return, which is significantly lower than JPLG.L's 4.86% return.

ISDW.L

• 1D: 2.59%
• 1M: -3.43%
• YTD: 1.51%
• 6M: 5.54%
• 1Y: 25.79%
• 3Y*: 13.43%
• 5Y*: 9.77%
• 10Y*: 10.00%

JPLG.L

• 1D: 1.75%
• 1M: -3.60%
• YTD: 4.86%
• 6M: 8.15%
• 1Y: 19.36%
• 3Y*: 14.63%
• 5Y*: 9.60%
• 10Y*: —

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

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

ISDW.L has a 0.30% expense ratio, which is higher than JPLG.L's 0.20% expense ratio.

ISDW.L

iShares MSCI World Islamic UCITS

JPLG.L

JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating

Return for Risk

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

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

ISDW.L

ISDW.L Risk / Return Rank: 83
ISDW.L Sharpe Ratio Rank: 81
ISDW.L Sortino Ratio Rank: 82
ISDW.L Omega Ratio Rank: 79
ISDW.L Calmar Ratio Rank: 87
ISDW.L Martin Ratio Rank: 88

JPLG.L

JPLG.L Risk / Return Rank: 77
JPLG.L Sharpe Ratio Rank: 75
JPLG.L Sortino Ratio Rank: 72
JPLG.L Omega Ratio Rank: 74
JPLG.L Calmar Ratio Rank: 80
JPLG.L Martin Ratio Rank: 82

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Islamic UCITS (ISDW.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.

	ISDW.L	JPLG.L	Difference
Sharpe ratio Return per unit of total volatility	1.61	1.49	+0.13
Sortino ratio Return per unit of downside risk	2.23	1.99	+0.24
Omega ratio Gain probability vs. loss probability	1.32	1.30	+0.02
Calmar ratio Return relative to maximum drawdown	2.94	2.15	+0.79
Martin ratio Return relative to average drawdown	11.89	9.71	+2.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current ISDW.L Sharpe Ratio is 1.61, which is comparable to the JPLG.L Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of ISDW.L and JPLG.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.

Sharpe Ratios by Period

	ISDW.L	JPLG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	1.49	+0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.72	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.64	-0.24

Correlation

The correlation between ISDW.L and JPLG.L is 0.81, 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

ISDW.L vs. JPLG.L - Dividend Comparison

ISDW.L's dividend yield for the trailing twelve months is around 1.09%, while JPLG.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ISDW.L iShares MSCI World Islamic UCITS	1.09%	1.11%	1.38%	1.56%	2.02%	1.47%	1.38%	1.80%	1.87%	1.54%	1.70%	1.77%
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ISDW.L vs. JPLG.L - Drawdown Comparison

The maximum ISDW.L drawdown since its inception was -44.87%, which is greater than JPLG.L's maximum drawdown of -35.38%. Use the drawdown chart below to compare losses from any high point for ISDW.L and JPLG.L.

Drawdown Indicators

	ISDW.L	JPLG.L	Difference
Max Drawdown Largest peak-to-trough decline	-44.87%	-27.53%	-17.34%
Max Drawdown (1Y) Largest decline over 1 year	-11.42%	-9.48%	-1.94%
Max Drawdown (5Y) Largest decline over 5 years	-22.76%	-13.65%	-9.11%
Max Drawdown (10Y) Largest decline over 10 years	-33.77%	—	—
Current Drawdown Current decline from peak	-4.29%	-3.08%	-1.21%
Average Drawdown Average peak-to-trough decline	-5.31%	-3.34%	-1.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	1.65%	+0.49%

Volatility

ISDW.L vs. JPLG.L - Volatility Comparison

iShares MSCI World Islamic UCITS (ISDW.L) has a higher volatility of 5.05% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) at 3.86%. This indicates that ISDW.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

	ISDW.L	JPLG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.05%	3.86%	+1.19%
Volatility (6M) Calculated over the trailing 6-month period	9.92%	6.87%	+3.05%
Volatility (1Y) Calculated over the trailing 1-year period	15.96%	12.98%	+2.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.61%	13.25%	+2.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.60%	15.96%	-0.36%