JGLO vs. GLOF

Last updated Apr 2, 2026

Compare and contrast key facts about Jpmorgan Global Select Equity ETF (JGLO) and iShares Global Equity Factor ETF (GLOF).

JGLO and GLOF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JGLO is an actively managed fund by JPMorgan. It was launched on Sep 13, 2023. GLOF is a passively managed fund by iShares that tracks the performance of the STOXX Global Equity Factor Index. It was launched on Apr 28, 2005.

Performance

JGLO vs. GLOF - Performance Comparison

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

JGLO vs. GLOF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JGLO Jpmorgan Global Select Equity ETF	-3.18%	14.07%	17.00%	8.01%
GLOF iShares Global Equity Factor ETF	-0.12%	23.92%	17.49%	7.60%

Returns By Period

In the year-to-date period, JGLO achieves a -3.18% return, which is significantly lower than GLOF's -0.12% return.

JGLO

• 1D: 0.38%
• 1M: -4.71%
• YTD: -3.18%
• 6M: -2.44%
• 1Y: 12.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GLOF

• 1D: 1.15%
• 1M: -3.97%
• YTD: -0.12%
• 6M: 2.62%
• 1Y: 24.70%
• 3Y*: 18.89%
• 5Y*: 9.91%
• 10Y*: 11.11%

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

JGLO vs. GLOF - Expense Ratio Comparison

JGLO has a 0.47% expense ratio, which is higher than GLOF's 0.20% expense ratio.

JGLO

Jpmorgan Global Select Equity ETF

GLOF

iShares Global Equity Factor ETF

Return for Risk

JGLO vs. GLOF — Risk / Return Rank

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

JGLO

JGLO Risk / Return Rank: 40
JGLO Sharpe Ratio Rank: 37
JGLO Sortino Ratio Rank: 39
JGLO Omega Ratio Rank: 40
JGLO Calmar Ratio Rank: 40
JGLO Martin Ratio Rank: 45

GLOF

GLOF Risk / Return Rank: 80
GLOF Sharpe Ratio Rank: 77
GLOF Sortino Ratio Rank: 79
GLOF Omega Ratio Rank: 79
GLOF Calmar Ratio Rank: 78
GLOF Martin Ratio Rank: 85

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.

JGLO vs. GLOF - Risk-Adjusted Trends Comparison

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

	JGLO	GLOF	Difference
Sharpe ratio Return per unit of total volatility	0.73	1.46	-0.73
Sortino ratio Return per unit of downside risk	1.16	2.11	-0.95
Omega ratio Gain probability vs. loss probability	1.17	1.31	-0.15
Calmar ratio Return relative to maximum drawdown	1.11	2.24	-1.13
Martin ratio Return relative to average drawdown	4.57	10.56	-5.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JGLO vs. GLOF - Sharpe Ratio Comparison

The current JGLO Sharpe Ratio is 0.73, which is lower than the GLOF Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of JGLO and GLOF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JGLO	GLOF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.73	1.46	-0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.99	0.53	+0.46

Correlation

The correlation between JGLO and GLOF is 0.93, 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.

Dividends

JGLO vs. GLOF - Dividend Comparison

JGLO's dividend yield for the trailing twelve months is around 1.24%, less than GLOF's 1.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JGLO Jpmorgan Global Select Equity ETF	1.24%	1.20%	2.00%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GLOF iShares Global Equity Factor ETF	1.70%	1.70%	2.59%	2.51%	2.53%	1.90%	1.73%	2.41%	2.03%	1.94%	1.94%	0.92%

Drawdowns

JGLO vs. GLOF - Drawdown Comparison

The maximum JGLO drawdown since its inception was -16.12%, smaller than the maximum GLOF drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for JGLO and GLOF.

Drawdown Indicators

	JGLO	GLOF	Difference
Max Drawdown Largest peak-to-trough decline	-16.12%	-34.12%	+18.00%
Max Drawdown (1Y) Largest decline over 1 year	-11.28%	-11.32%	+0.04%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.12%	—
Current Drawdown Current decline from peak	-6.40%	-5.37%	-1.03%
Average Drawdown Average peak-to-trough decline	-1.93%	-6.20%	+4.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	2.40%	+0.33%

Volatility

JGLO vs. GLOF - Volatility Comparison

The current volatility for Jpmorgan Global Select Equity ETF (JGLO) is 5.60%, while iShares Global Equity Factor ETF (GLOF) has a volatility of 6.08%. This indicates that JGLO experiences smaller price fluctuations and is considered to be less risky than GLOF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JGLO	GLOF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.60%	6.08%	-0.48%
Volatility (6M) Calculated over the trailing 6-month period	9.03%	9.86%	-0.83%
Volatility (1Y) Calculated over the trailing 1-year period	16.76%	17.04%	-0.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.17%	15.64%	-1.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.17%	17.12%	-2.95%