IUSD.DE vs. JPGL.DE
IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - IUSD.DE tracks the MSCI World Islamic Index while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 5 years, IUSD.DE returned 19.36%/yr vs 10.25%/yr for JPGL.DE. At a 0.39 correlation, their price movements are largely independent. IUSD.DE charges 0.60%/yr vs 0.20%/yr for JPGL.DE.
Performance
IUSD.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSD.DE achieves a 20.34% return, which is significantly higher than JPGL.DE's 11.57% return.
IUSD.DE
- 1D
- -0.49%
- 1M
- 7.71%
- YTD
- 20.34%
- 6M
- 20.25%
- 1Y
- 34.31%
- 3Y*
- 15.20%
- 5Y*
- 19.36%
- 10Y*
- 11.00%
JPGL.DE
- 1D
- -0.10%
- 1M
- 2.54%
- YTD
- 11.57%
- 6M
- 11.95%
- 1Y
- 19.90%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
IUSD.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 20.34% | 6.31% | 11.81% | 63.24% | 2.81% | 1.82% | 1.56% | 0.97% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -4.98% | 33.79% | -3.55% | 6.48% |
Correlation
The correlation between IUSD.DE and JPGL.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.39 |
Over the past year, IUSD.DE and JPGL.DE have become more correlated (0.63) than their long-term average of 0.39, meaning their price movements have been converging.
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Return for Risk
IUSD.DE vs. JPGL.DE — Risk / Return Rank
IUSD.DE
JPGL.DE
IUSD.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) 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.
| IUSD.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.40 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 7.08 | 4.10 | +2.98 |
| Martin ratioReturn relative to average drawdown | 22.57 | 15.50 | +7.06 |
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
| IUSD.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 2.28 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.85 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.68 | -0.05 |
Drawdowns
IUSD.DE vs. JPGL.DE - Drawdown Comparison
The maximum IUSD.DE drawdown since its inception was -23.82%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for IUSD.DE and JPGL.DE.
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Drawdown Indicators
| IUSD.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.82% | -35.55% | +11.73% |
Max Drawdown (1Y)Largest decline over 1 year | -4.81% | -4.75% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -22.97% | -17.34% | -5.63% |
Max Drawdown (5Y)Largest decline over 5 years | -22.97% | -17.34% | -5.63% |
Max Drawdown (10Y)Largest decline over 10 years | -22.97% | — | — |
Current DrawdownCurrent decline from peak | -0.49% | -0.10% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -4.81% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 1.26% | +0.25% |
Volatility
IUSD.DE vs. JPGL.DE - Volatility Comparison
iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) has a higher volatility of 3.98% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that IUSD.DE'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
| IUSD.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 2.06% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 6.02% | +3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 8.55% | +3.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.09% | 11.86% | +11.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 15.01% | +1.92% |
IUSD.DE vs. JPGL.DE - Expense Ratio Comparison
IUSD.DE has a 0.60% expense ratio, which is higher than JPGL.DE's 0.20% expense ratio.
Dividends
IUSD.DE vs. JPGL.DE - Dividend Comparison
IUSD.DE's dividend yield for the trailing twelve months is around 0.81%, while JPGL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 0.81% | 1.00% | 1.26% | 1.47% | 2.75% | 1.80% | 1.55% | 1.94% | 1.57% | 1.45% | 1.45% | 1.60% |
JPGL.DE 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% |
Frequently Asked Questions
IUSD.DE and JPGL.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPGL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPGL.DE is cheaper with a 0.20% expense ratio, compared with 0.60% for IUSD.DE.
IUSD.DE tracks MSCI World Islamic Index, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.60% for IUSD.DE and 0.20% for JPGL.DE.
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