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JGLO vs. CGGE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JGLO vs. CGGE - Performance Comparison

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

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Returns By Period

In the year-to-date period, JGLO achieves a 9.50% return, which is significantly lower than CGGE's 12.93% return.


JGLO

1D
1.37%
1M
3.88%
6M
7.38%
YTD
9.50%
1Y
15.02%
3Y*
5Y*
10Y*
ALL TIME*
17.12%

CGGE

1D
1.62%
1M
2.23%
6M
9.98%
YTD
12.93%
1Y
22.00%
3Y*
5Y*
10Y*
ALL TIME*
18.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$21.53M$19.15M$20.67M
$43.33M$23.75M$16.91M

JGLO vs. CGGE - Yearly Performance Comparison


2026 (YTD)20252024
JGLO
Jpmorgan Global Select Equity ETF
9.50%14.07%1.43%
CGGE
Capital Group Global Equity ETF
12.93%24.50%2.05%

Correlation

The correlation between JGLO and CGGE is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2024

0.91

The correlation between JGLO and CGGE has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

JGLO vs. CGGE - Sectors Allocation Comparison


Sectors
JGLO
CGGE

Technology

32.6%
31.6%

Financial Services

17.1%
14.9%

Consumer Cyclical

16.0%
4.9%

Healthcare

9.7%
7.3%

Industrials

8.3%
18.1%

Communication Services

7.4%
6.1%

Energy

3.2%
2.3%

Utilities

2.4%
5.5%

Basic Materials

1.7%
2.5%

Real Estate

1.3%
1.1%

Consumer Defensive

0.4%
4.3%

Technology

JGLO
32.6%
CGGE
31.6%

Financial Services

JGLO
17.1%
CGGE
14.9%

Consumer Cyclical

JGLO
16.0%
CGGE
4.9%

Healthcare

JGLO
9.7%
CGGE
7.3%

Industrials

JGLO
8.3%
CGGE
18.1%

Communication Services

JGLO
7.4%
CGGE
6.1%

Energy

JGLO
3.2%
CGGE
2.3%

Utilities

JGLO
2.4%
CGGE
5.5%

Basic Materials

JGLO
1.7%
CGGE
2.5%

Real Estate

JGLO
1.3%
CGGE
1.1%

Consumer Defensive

JGLO
0.4%
CGGE
4.3%

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Return for Risk

JGLO vs. CGGE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JGLO
JGLO Risk / Return Rank: 4343
Overall Rank
JGLO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
JGLO Sortino Ratio Rank: 4141
Sortino Ratio Rank
JGLO Omega Ratio Rank: 4141
Omega Ratio Rank
JGLO Calmar Ratio Rank: 4040
Calmar Ratio Rank
JGLO Martin Ratio Rank: 4949
Martin Ratio Rank

CGGE
CGGE Risk / Return Rank: 5454
Overall Rank
CGGE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CGGE Sortino Ratio Rank: 5353
Sortino Ratio Rank
CGGE Omega Ratio Rank: 5050
Omega Ratio Rank
CGGE Calmar Ratio Rank: 5050
Calmar Ratio Rank
CGGE Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JGLO vs. CGGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Global Select Equity ETF (JGLO) and Capital Group Global Equity ETF (CGGE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JGLOCGGEDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.22

1.26

-0.04

Calmar ratioReturn relative to maximum drawdown

1.59

2.02

-0.43

Martin ratioReturn relative to average drawdown

6.35

8.84

-2.49

JGLO vs. CGGE - Sharpe Ratio Comparison

The current JGLO Sharpe Ratio is 1.20, which is comparable to the CGGE Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of JGLO and CGGE, 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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Drawdowns

JGLO vs. CGGE - Drawdown Comparison

The maximum JGLO drawdown since its inception was -16.12%, which is greater than CGGE's maximum drawdown of -14.44%. Use the drawdown chart below to compare losses from any high point for JGLO and CGGE.


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Drawdown Indicators


JGLOCGGEDifference

Max Drawdown

Largest peak-to-trough decline

-16.12%

-14.44%

-1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-10.93%

+1.46%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.85%

-1.76%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.50%

-0.13%

Volatility

JGLO vs. CGGE - Volatility Comparison

The current volatility for Jpmorgan Global Select Equity ETF (JGLO) is 4.23%, while Capital Group Global Equity ETF (CGGE) has a volatility of 4.71%. This indicates that JGLO experiences smaller price fluctuations and is considered to be less risky than CGGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JGLOCGGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

4.71%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

13.07%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.64%

15.26%

-2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

15.67%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.14%

15.67%

-1.53%

JGLO vs. CGGE - Expense Ratio Comparison

Both JGLO and CGGE have an expense ratio of 0.47%.


Dividends

JGLO vs. CGGE - Dividend Comparison

JGLO's dividend yield for the trailing twelve months is around 1.10%, more than CGGE's 0.36% yield.


PositionTTM202520242023
CGGE
Capital Group Global Equity ETF
0.36%0.40%0.35%0.00%
JGLO
Jpmorgan Global Select Equity ETF
1.10%1.20%2.00%0.32%

Frequently Asked Questions


With a correlation of 0.91, JGLO and CGGE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

CGGE has higher volatility (4.71%) compared to JGLO (4.23%). In terms of maximum drawdown, JGLO dropped -16.12% vs CGGE's -14.44%.

On 1-year performance, CGGE leads with 22.00% vs 15.02% for JGLO. Both ETFs have the same 0.47% expense ratio. On volatility, JGLO has been the lower-risk option at 4.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CGGE has performed better with a 22.00% return vs 15.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JGLO and CGGE have the same expense ratio: 0.47% per year.

JGLO has the higher dividend yield at 1.10%, compared with 0.36% for CGGE.

They also come from different issuers: JPMorgan and Capital Group.

CGGE currently has the higher Sharpe Ratio (1.46 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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