JAVA vs. VWRA.L
Compare and contrast key facts about JPMorgan Active Value ETF (JAVA) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L).
JAVA and VWRA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JAVA is an actively managed fund by JPMorgan. It was launched on Oct 4, 2021. VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JAVA or VWRA.L.
Key characteristics
JAVA | VWRA.L | |
---|---|---|
YTD Return | 14.50% | 15.37% |
1Y Return | 20.80% | 23.86% |
3Y Return (Ann) | 93.18% | 6.20% |
5Y Return (Ann) | 93.18% | 11.24% |
Sharpe Ratio | 1.86 | 2.04 |
Daily Std Dev | 11.22% | 11.98% |
Max Drawdown | -98.90% | -33.62% |
Current Drawdown | -74.36% | -0.16% |
Correlation
The correlation between JAVA and VWRA.L is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JAVA vs. VWRA.L - Performance Comparison
In the year-to-date period, JAVA achieves a 14.50% return, which is significantly lower than VWRA.L's 15.37% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JAVA vs. VWRA.L - Expense Ratio Comparison
JAVA has a 0.44% expense ratio, which is higher than VWRA.L's 0.22% expense ratio.
Risk-Adjusted Performance
JAVA vs. VWRA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active Value ETF (JAVA) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.
Dividends
JAVA vs. VWRA.L - Dividend Comparison
JAVA's dividend yield for the trailing twelve months is around 1.47%, while VWRA.L has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | |
---|---|---|---|---|
JPMorgan Active Value ETF | 1.13% | 1.65% | 1.25% | 0.48% |
Vanguard FTSE All-World UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JAVA vs. VWRA.L - Drawdown Comparison
The maximum JAVA drawdown since its inception was -98.90%, which is greater than VWRA.L's maximum drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for JAVA and VWRA.L. For additional features, visit the drawdowns tool.
Volatility
JAVA vs. VWRA.L - Volatility Comparison
The current volatility for JPMorgan Active Value ETF (JAVA) is 2.81%, while Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a volatility of 3.55%. This indicates that JAVA experiences smaller price fluctuations and is considered to be less risky than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.