IWFS.L vs. JEPG.L

Last updated Jun 5, 2026

IWFS.L (iShares Edge MSCI World Size Factor UCITS ETF) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both Global Equities funds. IWFS.L is passively managed, while JEPG.L is actively managed. Over the past year, IWFS.L returned 18.20% vs 1.71% for JEPG.L. At a 0.35 correlation, their price movements are largely independent. IWFS.L charges 0.30%/yr vs 0.35%/yr for JEPG.L.

Performance

IWFS.L vs. JEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI World Size Factor UCITS ETF (IWFS.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, IWFS.L achieves a 6.39% return, which is significantly higher than JEPG.L's -2.25% return.

IWFS.L

• 1D: 0.39%
• 1M: 2.27%
• YTD: 6.39%
• 6M: 7.47%
• 1Y: 18.20%
• 3Y*: 11.67%
• 5Y*: 6.56%
• 10Y*: 9.00%

JEPG.L

• 1D: 0.03%
• 1M: -0.47%
• YTD: -2.25%
• 6M: -2.72%
• 1Y: 1.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IWFS.L vs. JEPG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IWFS.L iShares Edge MSCI World Size Factor UCITS ETF	6.39%	13.13%	7.64%	5.13%
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist	-2.25%	4.39%	9.72%	0.25%

Correlation

The correlation between IWFS.L and JEPG.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023	0.35

IWFS.L vs. JEPG.L - Sectors Allocation Comparison

Sectors	IWFS.L	JEPG.L
Industrials	21.4%	6.7%
Financial Services	14.2%	13.6%
Technology	12.0%	21.1%
Consumer Cyclical	9.7%	5.9%
Healthcare	7.4%	13.4%
Basic Materials	7.1%	4.7%
Real Estate	6.9%	2.2%
Consumer Defensive	6.6%	10.2%
Utilities	6.3%	8.3%
Communication Services	4.8%	11.3%
Energy	3.5%	1.6%

Return for Risk

IWFS.L vs. JEPG.L — Risk / Return Rank

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

IWFS.L

IWFS.L Risk / Return Rank: 50
IWFS.L Sharpe Ratio Rank: 53
IWFS.L Sortino Ratio Rank: 52
IWFS.L Omega Ratio Rank: 52
IWFS.L Calmar Ratio Rank: 44
IWFS.L Martin Ratio Rank: 47

JEPG.L

JEPG.L Risk / Return Rank: 10
JEPG.L Sharpe Ratio Rank: 10
JEPG.L Sortino Ratio Rank: 10
JEPG.L Omega Ratio Rank: 9
JEPG.L Calmar Ratio Rank: 10
JEPG.L Martin Ratio Rank: 10

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.

IWFS.L vs. JEPG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Size Factor UCITS ETF (IWFS.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.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.

	IWFS.L	JEPG.L	Difference
Sharpe ratio: Return per unit of total volatility	1.77	0.17	+1.61
Sortino ratio: Return per unit of downside risk	2.49	0.30	+2.19
Omega ratio: Gain probability vs. loss probability	1.32	1.04	+0.28
Calmar ratio: Return relative to maximum drawdown	2.18	0.19	+1.99
Martin ratio: Return relative to average drawdown	7.72	0.54	+7.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IWFS.L vs. JEPG.L - Sharpe Ratio Comparison

The current IWFS.L Sharpe Ratio is 1.77, which is higher than the JEPG.L Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of IWFS.L and JEPG.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.

Sharpe Ratios by Period

	IWFS.L	JEPG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.77	0.17	+1.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.42	+0.21

Drawdowns

IWFS.L vs. JEPG.L - Drawdown Comparison

The maximum IWFS.L drawdown since its inception was -29.90%, which is greater than JEPG.L's maximum drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for IWFS.L and JEPG.L.

Drawdown Indicators

	IWFS.L	JEPG.L	Difference
Max Drawdown Largest peak-to-trough decline	-29.90%	-8.78%	-21.12%
Max Drawdown (1Y) Largest decline over 1 year	-8.31%	-8.78%	+0.47%
Max Drawdown (3Y) Largest decline over 3 years	-14.42%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.33%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-29.90%	—	—
Current Drawdown Current decline from peak	-0.80%	-7.54%	+6.74%
Average Drawdown Average peak-to-trough decline	-4.67%	-2.79%	-1.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	3.14%	-0.79%

Volatility

IWFS.L vs. JEPG.L - Volatility Comparison

The current volatility for iShares Edge MSCI World Size Factor UCITS ETF (IWFS.L) is 2.53%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) has a volatility of 2.91%. This indicates that IWFS.L experiences smaller price fluctuations and is considered to be less risky than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IWFS.L	JEPG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.53%	2.91%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	7.92%	7.32%	+0.60%
Volatility (1Y) Calculated over the trailing 1-year period	10.23%	10.24%	-0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.96%	11.34%	+1.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.39%	11.34%	+3.05%

IWFS.L vs. JEPG.L - Expense Ratio Comparison

IWFS.L has a 0.30% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.

Dividends

IWFS.L vs. JEPG.L - Dividend Comparison

IWFS.L has not paid dividends to shareholders, while JEPG.L's dividend yield for the trailing twelve months is around 8.88%.

Position	TTM	2025	2024
IWFS.L iShares Edge MSCI World Size Factor UCITS ETF	0.00%	0.00%	0.00%
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist	8.88%	7.86%	6.50%

Frequently Asked Questions

Can I hold both IWFS.L and JEPG.L in my portfolio?

IWFS.L and JEPG.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IWFS.L or JEPG.L?

On fees, IWFS.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IWFS.L or JEPG.L?

IWFS.L is cheaper with a 0.30% expense ratio, compared with 0.35% for JEPG.L.

What is the main difference between IWFS.L and JEPG.L?

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.30% for IWFS.L and 0.35% for JEPG.L.