IWDA.AS vs. JGPI.DE
IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both exchange-traded funds - IWDA.AS is a Global Equities fund tracking the MSCI World Index, while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. IWDA.AS is passively managed, while JGPI.DE is actively managed. Over the past year, IWDA.AS returned 23.74% vs 2.12% for JGPI.DE. At a 0.33 correlation, their price movements are largely independent. IWDA.AS charges 0.20%/yr vs 0.35%/yr for JGPI.DE.
Performance
IWDA.AS vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IWDA.AS achieves a 10.11% return, which is significantly higher than JGPI.DE's 0.57% return.
IWDA.AS
- 1D
- 1.59%
- 1M
- 1.50%
- YTD
- 10.11%
- 6M
- 11.35%
- 1Y
- 23.74%
- 3Y*
- 16.75%
- 5Y*
- 12.46%
- 10Y*
- 12.98%
JGPI.DE
- 1D
- -0.67%
- 1M
- 1.61%
- YTD
- 0.57%
- 6M
- 1.14%
- 1Y
- 2.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWDA.AS vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 10.11% | 7.08% | 27.23% | 1.22% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 0.57% | -0.67% | 14.32% | -1.40% |
Correlation
The correlation between IWDA.AS and JGPI.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2023 | 0.33 |
The correlation between IWDA.AS and JGPI.DE shifts across timeframes, from 0.14 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IWDA.AS vs. JGPI.DE — Risk / Return Rank
IWDA.AS
JGPI.DE
IWDA.AS vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IWDA.AS | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.85 | ||
| Sortino ratioReturn per unit of downside risk | +2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.04 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 0.25 | +3.32 |
| Martin ratioReturn relative to average drawdown | 14.14 | 0.70 | +13.44 |
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Drawdowns
IWDA.AS vs. JGPI.DE - Drawdown Comparison
The maximum IWDA.AS drawdown since its inception was -33.63%, which is greater than JGPI.DE's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and JGPI.DE.
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Drawdown Indicators
| IWDA.AS | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.63% | -12.12% | -21.51% |
Max Drawdown (1Y)Largest decline over 1 year | -6.45% | -9.09% | +2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -21.59% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | — | — |
Current DrawdownCurrent decline from peak | -1.19% | -7.40% | +6.21% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -4.47% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 3.18% | -1.54% |
Volatility
IWDA.AS vs. JGPI.DE - Volatility Comparison
The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) is 3.07%, while JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a volatility of 3.58%. This indicates that IWDA.AS experiences smaller price fluctuations and is considered to be less risky than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWDA.AS | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 3.58% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 7.09% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.14% | 10.07% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 10.37% | +3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.00% | 10.37% | +4.63% |
IWDA.AS vs. JGPI.DE - Expense Ratio Comparison
IWDA.AS has a 0.20% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.
Dividends
IWDA.AS vs. JGPI.DE - Dividend Comparison
IWDA.AS has not paid dividends to shareholders, while JGPI.DE's dividend yield for the trailing twelve months is around 8.18%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.18% | 8.08% | 6.27% |
Frequently Asked Questions
IWDA.AS and JGPI.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWDA.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWDA.AS is cheaper with a 0.20% expense ratio, compared with 0.35% for JGPI.DE.
IWDA.AS is categorized as Global Equities, while JGPI.DE is Large Cap Blend Equities. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for IWDA.AS and 0.35% for JGPI.DE.
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