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JEPG.L vs. ISWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JEPG.L vs. ISWD.L

Last updated Jun 5, 2026

JEPG.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and ISWD.L (iShares MSCI World Islamic UCITS ETF USD (Dist)) are both Global Equities funds. JEPG.L is actively managed, while ISWD.L is passively managed. Over the past year, JEPG.L returned 1.21% vs 37.24% for ISWD.L. At a 0.28 correlation, their price movements are largely independent. JEPG.L charges 0.35%/yr vs 0.60%/yr for ISWD.L.

Performance

JEPG.L vs. ISWD.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, JEPG.L achieves a -2.64% return, which is significantly lower than ISWD.L's 19.77% return.

JEPG.L

1D
0.03%
1M
-1.49%
YTD
-2.64%
6M
-1.72%
1Y
1.21%
3Y*
—
5Y*
—
10Y*
—

ISWD.L

1D
-0.20%
1M
6.79%
YTD
19.77%
6M
20.37%
1Y
37.24%
3Y*
18.86%
5Y*
12.48%
10Y*
11.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023
JEPG.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist		-2.64%12.39%7.83%1.63%
ISWD.L
iShares MSCI World Islamic UCITS ETF USD (Dist)		19.77%20.00%6.05%5.09%

Correlation

The correlation between JEPG.L and ISWD.L is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2023

0.28

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

Sectors
JEPG.L
ISWD.L

Technology

21.1%
42.8%

Financial Services

13.6%
0.0%

Healthcare

13.4%
10.4%

Communication Services

11.3%
0.4%

Consumer Defensive

10.2%
3.7%

Utilities

8.3%
1.1%

Industrials

6.7%
12.9%

Consumer Cyclical

5.9%
6.9%

Basic Materials

4.7%
9.6%

Real Estate

2.2%
0.2%

Energy

1.6%
11.6%

Technology

JEPG.L
21.1%
ISWD.L
42.8%

Financial Services

JEPG.L
13.6%
ISWD.L
0.0%

Healthcare

JEPG.L
13.4%
ISWD.L
10.4%

Communication Services

JEPG.L
11.3%
ISWD.L
0.4%

Consumer Defensive

JEPG.L
10.2%
ISWD.L
3.7%

Utilities

JEPG.L
8.3%
ISWD.L
1.1%

Industrials

JEPG.L
6.7%
ISWD.L
12.9%

Consumer Cyclical

JEPG.L
5.9%
ISWD.L
6.9%

Basic Materials

JEPG.L
4.7%
ISWD.L
9.6%

Real Estate

JEPG.L
2.2%
ISWD.L
0.2%

Energy

JEPG.L
1.6%
ISWD.L
11.6%

Compare stocks, funds, or ETFs

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JPM Global Equity Premium Income Active UCITS ETF - USD Dist

iShares MSCI World Islamic UCITS ETF USD (Dist)

Often compared with JEPG.L:
JEPG.L vs. JEPQJEPG.L vs. QYLDJEPG.L vs. WINC.ASJEPG.L vs. VOOJEPG.L vs. VDIV.DEJEPG.L vs. DEM.LJEPG.L vs. VWRD.L
Often compared with ISWD.L:
ISWD.L vs. IGDA.LISWD.L vs. SPUSISWD.L vs. HLALISWD.L vs. VOOISWD.L vs. SPWOISWD.L vs. UMMAISWD.L vs. HIWS.L

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JEPG.L
JEPG.L Risk / Return Rank: 1010
Overall Rank
JEPG.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
JEPG.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
JEPG.L Omega Ratio Rank: 99
Omega Ratio Rank
JEPG.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
JEPG.L Martin Ratio Rank: 1010
Martin Ratio Rank
ISWD.L
ISWD.L Risk / Return Rank: 9393
Overall Rank
ISWD.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ISWD.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
ISWD.L Omega Ratio Rank: 9393
Omega Ratio Rank
ISWD.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
ISWD.L Martin Ratio Rank: 9393
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.

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

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

JEPG.LISWD.LDifference
Sharpe ratioReturn per unit of total volatility
0.08
2.94

-2.86

Sortino ratioReturn per unit of downside risk
0.18
4.14

-3.97

Omega ratioGain probability vs. loss probability

1.02

1.51

-0.48

Calmar ratioReturn relative to maximum drawdown

0.09

5.09

-5.00

Martin ratioReturn relative to average drawdown

0.23

18.42

-18.19

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

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

The current JEPG.L Sharpe Ratio is 0.08, which is lower than the ISWD.L Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of JEPG.L and ISWD.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

JEPG.LISWD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

2.94

-2.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.81

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.75

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.51

+0.17

Drawdowns

JEPG.L vs. ISWD.L - Drawdown Comparison

The maximum JEPG.L drawdown since its inception was -8.41%, smaller than the maximum ISWD.L drawdown of -48.12%. Use the drawdown chart below to compare losses from any high point for JEPG.L and ISWD.L.

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Drawdown Indicators

JEPG.LISWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.41%

-48.12%

+39.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.41%

-7.30%

-1.11%

Max Drawdown (3Y)

Largest decline over 3 years

—

-18.46%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-22.70%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.38%

—

Current Drawdown

Current decline from peak

-7.98%

-0.20%

-7.78%

Average Drawdown

Average peak-to-trough decline

-1.70%

-4.70%

+3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.02%

+1.18%

Volatility

JEPG.L vs. ISWD.L - Volatility Comparison

The current volatility for JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) is 2.69%, while iShares MSCI World Islamic UCITS ETF USD (Dist) (ISWD.L) has a volatility of 4.07%. This indicates that JEPG.L experiences smaller price fluctuations and is considered to be less risky than ISWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JEPG.LISWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

4.07%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

9.72%

-3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

9.19%

12.65%

-3.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

15.46%

-4.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.97%

15.67%

-4.70%

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

JEPG.L has a 0.35% expense ratio, which is lower than ISWD.L's 0.60% expense ratio.

Dividends

JEPG.L vs. ISWD.L - Dividend Comparison

JEPG.L's dividend yield for the trailing twelve months is around 8.88%, more than ISWD.L's 1.27% yield.

PositionTTM20252024202320222021202020192018201720162015
ISWD.L
iShares MSCI World Islamic UCITS ETF USD (Dist)		1.27%1.50%1.74%1.99%2.43%1.98%1.88%2.37%2.39%2.09%2.09%2.62%
JEPG.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist		8.88%7.86%6.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

JEPG.L and ISWD.L have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JEPG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JEPG.L is cheaper with a 0.35% expense ratio, compared with 0.60% for ISWD.L.

They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JEPG.L and 0.60% for ISWD.L.

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