JEPG.L vs. IWVL.L

Last updated Jun 5, 2026

JEPG.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) and IWVL.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)) are both Global Equities funds. JEPG.L is actively managed, while IWVL.L is passively managed. Over the past year, JEPG.L returned 1.21% vs 66.02% for IWVL.L. At a 0.41 correlation, their price movements are largely independent. JEPG.L charges 0.35%/yr vs 0.25%/yr for IWVL.L.

Performance

JEPG.L vs. IWVL.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 Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JEPG.L achieves a -2.64% return, which is significantly lower than IWVL.L's 34.30% return.

JEPG.L

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

IWVL.L

• 1D: -0.65%
• 1M: 9.92%
• YTD: 34.30%
• 6M: 38.10%
• 1Y: 66.02%
• 3Y*: 30.35%
• 5Y*: 16.28%
• 10Y*: 12.86%

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

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

	2026 (YTD)	2025	2024	2023
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist	-2.64%	12.39%	7.83%	1.63%
IWVL.L iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)	34.30%	40.41%	5.13%	4.86%

Correlation

The correlation between JEPG.L and IWVL.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023	0.41

The correlation between JEPG.L and IWVL.L shifts across timeframes, from 0.30 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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

Sectors	JEPG.L	IWVL.L
Technology	21.1%	33.9%
Financial Services	13.6%	14.8%
Healthcare	13.4%	8.8%
Communication Services	11.3%	7.6%
Consumer Defensive	10.2%	4.5%
Utilities	8.3%	2.5%
Industrials	6.7%	11.3%
Consumer Cyclical	5.9%	7.9%
Basic Materials	4.7%	3.0%
Real Estate	2.2%	1.8%
Energy	1.6%	3.8%

Return for Risk

JEPG.L vs. IWVL.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: 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

IWVL.L

IWVL.L Risk / Return Rank: 95
IWVL.L Sharpe Ratio Rank: 96
IWVL.L Sortino Ratio Rank: 97
IWVL.L Omega Ratio Rank: 96
IWVL.L Calmar Ratio Rank: 94
IWVL.L Martin Ratio Rank: 95

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. IWVL.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 Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.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.L	IWVL.L	Difference
Sharpe ratio: Return per unit of total volatility	0.08	4.24	-4.16
Sortino ratio: Return per unit of downside risk	0.18	5.85	-5.68
Omega ratio: Gain probability vs. loss probability	1.02	1.76	-0.74
Calmar ratio: Return relative to maximum drawdown	0.09	7.55	-7.46
Martin ratio: Return relative to average drawdown	0.23	28.57	-28.34
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. IWVL.L - Sharpe Ratio Comparison

The current JEPG.L Sharpe Ratio is 0.08, which is lower than the IWVL.L Sharpe Ratio of 4.24. The chart below compares the historical Sharpe Ratios of JEPG.L and IWVL.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

	JEPG.L	IWVL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.08	4.24	-4.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.01	—
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	0.62	+0.07

Drawdowns

JEPG.L vs. IWVL.L - Drawdown Comparison

The maximum JEPG.L drawdown since its inception was -8.41%, smaller than the maximum IWVL.L drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for JEPG.L and IWVL.L.

Drawdown Indicators

	JEPG.L	IWVL.L	Difference
Max Drawdown Largest peak-to-trough decline	-8.41%	-39.30%	+30.89%
Max Drawdown (1Y) Largest decline over 1 year	-8.41%	-8.74%	+0.33%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.46%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.55%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.30%	—
Current Drawdown Current decline from peak	-7.98%	-0.91%	-7.07%
Average Drawdown Average peak-to-trough decline	-1.70%	-7.50%	+5.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	2.31%	+0.89%

Volatility

JEPG.L vs. IWVL.L - Volatility Comparison

The current volatility for JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) is 2.69%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a volatility of 6.56%. This indicates that JEPG.L experiences smaller price fluctuations and is considered to be less risky than IWVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JEPG.L	IWVL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.69%	6.56%	-3.87%
Volatility (6M) Calculated over the trailing 6-month period	6.64%	12.94%	-6.30%
Volatility (1Y) Calculated over the trailing 1-year period	9.19%	15.57%	-6.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.97%	16.05%	-5.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.97%	17.02%	-6.05%

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

JEPG.L has a 0.35% expense ratio, which is higher than IWVL.L's 0.25% expense ratio.

Dividends

JEPG.L vs. IWVL.L - Dividend Comparison

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

Position	TTM	2025	2024
IWVL.L iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)	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 JEPG.L and IWVL.L in my portfolio?

JEPG.L and IWVL.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

On fees, IWVL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

IWVL.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEPG.L.

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

They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JEPG.L and 0.25% for IWVL.L.