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IWDA.L vs. JPLG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IWDA.L vs. JPLG.L

Last updated Jun 5, 2026

IWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) and JPLG.L (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - IWDA.L tracks the MSCI World Index (Net) while JPLG.L tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, IWDA.L returned 11.86%/yr vs 9.24%/yr for JPLG.L. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.

Performance

IWDA.L vs. JPLG.L - Performance Comparison

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

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Different Trading Currencies

IWDA.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, IWDA.L achieves a 9.83% return, which is significantly lower than JPLG.L's 10.50% return.

IWDA.L

1D
0.10%
1M
4.07%
YTD
9.83%
6M
10.98%
1Y
25.98%
3Y*
20.77%
5Y*
11.86%
10Y*
13.07%

JPLG.L

1D
0.06%
1M
2.52%
YTD
10.50%
6M
12.24%
1Y
21.78%
3Y*
16.66%
5Y*
9.24%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		9.83%21.03%19.11%24.27%-18.11%22.19%16.06%7.19%
JPLG.L
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating		10.50%18.42%10.23%12.69%-10.05%23.54%5.71%6.20%

Correlation

The correlation between IWDA.L and JPLG.L is 0.66, 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

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2019

0.81

The correlation between IWDA.L and JPLG.L shifts across timeframes, from 0.66 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

IWDA.L vs. JPLG.L - Sectors Allocation Comparison

Sectors
IWDA.L
JPLG.L

Technology

32.9%
10.7%

Financial Services

14.9%
11.3%

Industrials

9.7%
10.5%

Communication Services

9.3%
5.8%

Consumer Cyclical

8.8%
7.9%

Healthcare

8.6%
12.2%

Consumer Defensive

4.8%
8.4%

Energy

3.9%
8.4%

Basic Materials

2.8%
8.1%

Utilities

2.4%
9.3%

Real Estate

1.2%
7.5%

Technology

IWDA.L
32.9%
JPLG.L
10.7%

Financial Services

IWDA.L
14.9%
JPLG.L
11.3%

Industrials

IWDA.L
9.7%
JPLG.L
10.5%

Communication Services

IWDA.L
9.3%
JPLG.L
5.8%

Consumer Cyclical

IWDA.L
8.8%
JPLG.L
7.9%

Healthcare

IWDA.L
8.6%
JPLG.L
12.2%

Consumer Defensive

IWDA.L
4.8%
JPLG.L
8.4%

Energy

IWDA.L
3.9%
JPLG.L
8.4%

Basic Materials

IWDA.L
2.8%
JPLG.L
8.1%

Utilities

IWDA.L
2.4%
JPLG.L
9.3%

Real Estate

IWDA.L
1.2%
JPLG.L
7.5%

Compare stocks, funds, or ETFs

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iShares Core MSCI World UCITS ETF USD (Acc)

JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating

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Often compared with JPLG.L:
JPLG.L vs. JPGL.DEJPLG.L vs. IUMF.LJPLG.L vs. JREG.LJPLG.L vs. VWRP.LJPLG.L vs. AVUVJPLG.L vs. SWDA.LJPLG.L vs. VWCE.DE

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWDA.L
IWDA.L Risk / Return Rank: 6868
Overall Rank
IWDA.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6767
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7272
Martin Ratio Rank
JPLG.L
JPLG.L Risk / Return Rank: 8484
Overall Rank
JPLG.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
JPLG.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
JPLG.L Omega Ratio Rank: 8686
Omega Ratio Rank
JPLG.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
JPLG.L Martin Ratio Rank: 7979
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.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.

IWDA.LJPLG.LDifference
Sharpe ratioReturn per unit of total volatility
2.17
2.37

-0.20

Sortino ratioReturn per unit of downside risk
3.26
3.45

-0.20

Omega ratioGain probability vs. loss probability

1.40

1.41

-0.02

Calmar ratioReturn relative to maximum drawdown

3.11

3.28

-0.17

Martin ratioReturn relative to average drawdown

13.16

12.30

+0.86

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IWDA.L Sharpe Ratio is 2.17, which is comparable to the JPLG.L Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of IWDA.L and JPLG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IWDA.LJPLG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.37

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.70

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.68

+0.11

Drawdowns

IWDA.L vs. JPLG.L - Drawdown Comparison

The maximum IWDA.L drawdown since its inception was -34.11%, roughly equal to the maximum JPLG.L drawdown of -35.38%. Use the drawdown chart below to compare losses from any high point for IWDA.L and JPLG.L.

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Drawdown Indicators

IWDA.LJPLG.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.11%

-35.38%

+1.27%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-6.61%

-1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-16.94%

-12.54%

-4.40%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-21.57%

-4.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.11%

—

—

Current Drawdown

Current decline from peak

-0.43%

0.00%

-0.43%

Average Drawdown

Average peak-to-trough decline

-4.44%

-4.51%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.77%

+0.20%

Volatility

IWDA.L vs. JPLG.L - Volatility Comparison

iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) has a higher volatility of 3.40% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) at 2.31%. This indicates that IWDA.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.

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Volatility by Period

IWDA.LJPLG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

2.31%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

6.90%

+2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

11.93%

9.16%

+2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

13.19%

+2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.91%

15.83%

+0.08%

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

Both IWDA.L and JPLG.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

IWDA.L vs. JPLG.L - Dividend Comparison

Neither IWDA.L nor JPLG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

IWDA.L and JPLG.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IWDA.L and JPLG.L have the same expense ratio: 0.20% per year.

IWDA.L tracks MSCI World Index (Net), while JPLG.L tracks MSCI ACWI NR USD. They also come from different issuers: iShares and JPMorgan.

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