JGLO vs. IOO

In the year-to-date period, JGLO achieves a -0.43% return, which is significantly higher than IOO's -0.91% return.

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JGLO has a 0.47% expense ratio, which is higher than IOO's 0.40% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Global Select Equity ETF (JGLO) and iShares Global 100 ETF (IOO). 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.

The current JGLO Sharpe Ratio is 1.50, which is comparable to the IOO Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of JGLO and IOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JGLO's dividend yield for the trailing twelve months is around 2.01%, more than IOO's 1.09% yield.

The maximum JGLO drawdown since its inception was -7.96%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for JGLO and IOO. For additional features, visit the drawdowns tool.

The current volatility for Jpmorgan Global Select Equity ETF (JGLO) is 3.93%, while iShares Global 100 ETF (IOO) has a volatility of 4.71%. This indicates that JGLO experiences smaller price fluctuations and is considered to be less risky than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.