IUSL.DE vs. JPGL.DE
IUSL.DE (iShares Dow Jones Global Sustainability Screened UCITS ETF) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - IUSL.DE tracks the Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 5 years, IUSL.DE returned 11.62%/yr vs 10.25%/yr for JPGL.DE. Their correlation of 0.84 suggests significant overlap in exposure. IUSL.DE charges 0.60%/yr vs 0.20%/yr for JPGL.DE.
Performance
IUSL.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSL.DE achieves a 9.75% return, which is significantly lower than JPGL.DE's 11.57% return.
IUSL.DE
- 1D
- -0.15%
- 1M
- 4.28%
- YTD
- 9.75%
- 6M
- 10.59%
- 1Y
- 20.65%
- 3Y*
- 14.71%
- 5Y*
- 11.62%
- 10Y*
- 12.35%
JPGL.DE
- 1D
- -0.10%
- 1M
- 2.54%
- YTD
- 11.57%
- 6M
- 11.95%
- 1Y
- 19.90%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
IUSL.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IUSL.DE iShares Dow Jones Global Sustainability Screened UCITS ETF | 9.75% | 9.06% | 17.49% | 22.13% | -12.66% | 32.00% | 3.12% | 8.75% |
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 IUSL.DE and JPGL.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.84 |
Over the past year, the correlation between IUSL.DE and JPGL.DE has dropped to 0.62 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
IUSL.DE vs. JPGL.DE — Risk / Return Rank
IUSL.DE
JPGL.DE
IUSL.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.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.
| IUSL.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.40 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 4.10 | -1.22 |
| Martin ratioReturn relative to average drawdown | 11.02 | 15.50 | -4.48 |
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
| IUSL.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 2.28 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.85 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.68 | +0.04 |
Drawdowns
IUSL.DE vs. JPGL.DE - Drawdown Comparison
The maximum IUSL.DE drawdown since its inception was -33.02%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and JPGL.DE.
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Drawdown Indicators
| IUSL.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -35.55% | +2.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -4.75% | -2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -17.34% | -2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -17.34% | -2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | — | — |
Current DrawdownCurrent decline from peak | -0.71% | -0.10% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -4.81% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.26% | +0.64% |
Volatility
IUSL.DE vs. JPGL.DE - Volatility Comparison
iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) has a higher volatility of 3.41% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that IUSL.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
| IUSL.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 2.06% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 6.02% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 8.55% | +3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 11.86% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 15.01% | -0.08% |
IUSL.DE vs. JPGL.DE - Expense Ratio Comparison
IUSL.DE has a 0.60% expense ratio, which is higher than JPGL.DE's 0.20% expense ratio.
Dividends
IUSL.DE vs. JPGL.DE - Dividend Comparison
Neither IUSL.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSL.DE and JPGL.DE have a correlation of 0.62, 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 IUSL.DE.
IUSL.DE tracks Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others, 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 IUSL.DE and 0.20% for JPGL.DE.
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