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JGLO vs. ACWI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JGLO and ACWI is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

JGLO vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Global Select Equity ETF (JGLO) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
-1.54%
1.04%
JGLO
ACWI

Key characteristics

Sharpe Ratio

JGLO:

1.50

ACWI:

1.46

Sortino Ratio

JGLO:

2.10

ACWI:

2.00

Omega Ratio

JGLO:

1.27

ACWI:

1.27

Calmar Ratio

JGLO:

2.25

ACWI:

2.15

Martin Ratio

JGLO:

8.66

ACWI:

8.89

Ulcer Index

JGLO:

2.07%

ACWI:

1.96%

Daily Std Dev

JGLO:

11.97%

ACWI:

11.93%

Max Drawdown

JGLO:

-7.96%

ACWI:

-56.00%

Current Drawdown

JGLO:

-4.71%

ACWI:

-4.65%

Returns By Period

In the year-to-date period, JGLO achieves a -0.43% return, which is significantly higher than ACWI's -0.96% return.


JGLO

YTD

-0.43%

1M

-4.35%

6M

-1.54%

1Y

17.14%

5Y*

N/A

10Y*

N/A

ACWI

YTD

-0.96%

1M

-4.54%

6M

1.04%

1Y

16.93%

5Y*

9.70%

10Y*

9.47%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JGLO vs. ACWI - Expense Ratio Comparison

JGLO has a 0.47% expense ratio, which is higher than ACWI's 0.32% expense ratio.


JGLO
Jpmorgan Global Select Equity ETF
Expense ratio chart for JGLO: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for ACWI: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

Risk-Adjusted Performance

JGLO vs. ACWI — Risk-Adjusted Performance Rank

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

JGLO
The Risk-Adjusted Performance Rank of JGLO is 6969
Overall Rank
The Sharpe Ratio Rank of JGLO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of JGLO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of JGLO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of JGLO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of JGLO is 7171
Martin Ratio Rank

ACWI
The Risk-Adjusted Performance Rank of ACWI is 6666
Overall Rank
The Sharpe Ratio Rank of ACWI is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWI is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ACWI is 6464
Omega Ratio Rank
The Calmar Ratio Rank of ACWI is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ACWI is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JGLO vs. ACWI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Global Select Equity ETF (JGLO) and iShares MSCI ACWI ETF (ACWI). 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.


Sharpe ratio
The chart of Sharpe ratio for JGLO, currently valued at 1.50, compared to the broader market0.002.004.001.501.46
The chart of Sortino ratio for JGLO, currently valued at 2.10, compared to the broader market-2.000.002.004.006.008.0010.002.102.00
The chart of Omega ratio for JGLO, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.27
The chart of Calmar ratio for JGLO, currently valued at 2.25, compared to the broader market0.005.0010.0015.002.252.15
The chart of Martin ratio for JGLO, currently valued at 8.66, compared to the broader market0.0020.0040.0060.0080.00100.008.668.89
JGLO
ACWI

The current JGLO Sharpe Ratio is 1.50, which is comparable to the ACWI Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of JGLO and ACWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05
1.50
1.46
JGLO
ACWI

Dividends

JGLO vs. ACWI - Dividend Comparison

JGLO's dividend yield for the trailing twelve months is around 2.01%, more than ACWI's 1.72% yield.


TTM20242023202220212020201920182017201620152014
JGLO
Jpmorgan Global Select Equity ETF
2.01%2.00%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACWI
iShares MSCI ACWI ETF
1.72%1.70%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%

Drawdowns

JGLO vs. ACWI - Drawdown Comparison

The maximum JGLO drawdown since its inception was -7.96%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for JGLO and ACWI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.71%
-4.65%
JGLO
ACWI

Volatility

JGLO vs. ACWI - Volatility Comparison

The current volatility for Jpmorgan Global Select Equity ETF (JGLO) is 3.93%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 4.33%. This indicates that JGLO experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.93%
4.33%
JGLO
ACWI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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