JGGI.L vs. SWDA.L
Compare and contrast key facts about JP Morgan Global Growth & Income plc (JGGI.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JGGI.L or SWDA.L.
Key characteristics
| JGGI.L | SWDA.L | |
|---|---|---|
| YTD Return | 19.91% | 18.94% |
| 1Y Return | 25.79% | 25.90% |
| 3Y Return (Ann) | 12.30% | 8.93% |
| 5Y Return (Ann) | 15.02% | 12.38% |
| 10Y Return (Ann) | 13.22% | 12.48% |
| Sharpe Ratio | 1.90 | 2.57 |
| Sortino Ratio | 2.67 | 3.60 |
| Omega Ratio | 1.34 | 1.49 |
| Calmar Ratio | 3.01 | 4.26 |
| Martin Ratio | 10.74 | 18.81 |
| Ulcer Index | 2.37% | 1.38% |
| Daily Std Dev | 13.34% | 10.04% |
| Max Drawdown | -54.88% | -25.58% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JGGI.L and SWDA.L is 0.63, 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
JGGI.L vs. SWDA.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with JGGI.L having a 19.91% return and SWDA.L slightly lower at 18.94%. Over the past 10 years, JGGI.L has outperformed SWDA.L with an annualized return of 13.22%, while SWDA.L has yielded a comparatively lower 12.48% annualized 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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Risk-Adjusted Performance
JGGI.L vs. SWDA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JP Morgan Global Growth & Income plc (JGGI.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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
JGGI.L vs. SWDA.L - Dividend Comparison
JGGI.L's dividend yield for the trailing twelve months is around 3.33%, while SWDA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGGI.L JP Morgan Global Growth & Income plc | 3.33% | 3.52% | 3.99% | 3.23% | 2.55% | 0.04% | 0.04% | 0.03% | 0.02% | 0.02% | 0.01% | 1.60% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JGGI.L vs. SWDA.L - Drawdown Comparison
The maximum JGGI.L drawdown since its inception was -54.88%, which is greater than SWDA.L's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for JGGI.L and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
JGGI.L vs. SWDA.L - Volatility Comparison
JP Morgan Global Growth & Income plc (JGGI.L) has a higher volatility of 4.16% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.92%. This indicates that JGGI.L's price experiences larger fluctuations and is considered to be riskier than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.