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

Correlation

The correlation between JGLO and JQUA is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

JGLO vs. JQUA - Performance Comparison

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

10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
16.68%
21.32%
JGLO
JQUA

Key characteristics

Sharpe Ratio

JGLO:

0.07

JQUA:

0.46

Sortino Ratio

JGLO:

0.22

JQUA:

0.75

Omega Ratio

JGLO:

1.03

JQUA:

1.11

Calmar Ratio

JGLO:

0.07

JQUA:

0.46

Martin Ratio

JGLO:

0.33

JQUA:

2.10

Ulcer Index

JGLO:

3.42%

JQUA:

3.65%

Daily Std Dev

JGLO:

16.82%

JQUA:

16.78%

Max Drawdown

JGLO:

-16.12%

JQUA:

-32.92%

Current Drawdown

JGLO:

-11.63%

JQUA:

-11.59%

Returns By Period

In the year-to-date period, JGLO achieves a -7.66% return, which is significantly lower than JQUA's -6.24% return.


JGLO

YTD

-7.66%

1M

-8.15%

6M

-11.04%

1Y

1.60%

5Y*

N/A

10Y*

N/A

JQUA

YTD

-6.24%

1M

-5.90%

6M

-6.36%

1Y

8.57%

5Y*

15.33%

10Y*

N/A

*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. JQUA - Expense Ratio Comparison

JGLO has a 0.47% expense ratio, which is higher than JQUA's 0.12% expense ratio.


JGLO
Jpmorgan Global Select Equity ETF
Expense ratio chart for JGLO: current value is 0.47%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JGLO: 0.47%
Expense ratio chart for JQUA: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JQUA: 0.12%

Risk-Adjusted Performance

JGLO vs. JQUA — 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 3535
Overall Rank
The Sharpe Ratio Rank of JGLO is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of JGLO is 3434
Sortino Ratio Rank
The Omega Ratio Rank of JGLO is 3434
Omega Ratio Rank
The Calmar Ratio Rank of JGLO is 3737
Calmar Ratio Rank
The Martin Ratio Rank of JGLO is 3737
Martin Ratio Rank

JQUA
The Risk-Adjusted Performance Rank of JQUA is 6666
Overall Rank
The Sharpe Ratio Rank of JQUA is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of JQUA is 6464
Sortino Ratio Rank
The Omega Ratio Rank of JQUA is 6565
Omega Ratio Rank
The Calmar Ratio Rank of JQUA is 6868
Calmar Ratio Rank
The Martin Ratio Rank of JQUA is 6868
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. JQUA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Global Select Equity ETF (JGLO) and JPMorgan U.S. Quality Factor ETF (JQUA). 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 0.07, compared to the broader market-1.000.001.002.003.004.00
JGLO: 0.07
JQUA: 0.46
The chart of Sortino ratio for JGLO, currently valued at 0.22, compared to the broader market-2.000.002.004.006.008.00
JGLO: 0.22
JQUA: 0.75
The chart of Omega ratio for JGLO, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
JGLO: 1.03
JQUA: 1.11
The chart of Calmar ratio for JGLO, currently valued at 0.07, compared to the broader market0.002.004.006.008.0010.0012.00
JGLO: 0.07
JQUA: 0.46
The chart of Martin ratio for JGLO, currently valued at 0.33, compared to the broader market0.0020.0040.0060.00
JGLO: 0.33
JQUA: 2.10

The current JGLO Sharpe Ratio is 0.07, which is lower than the JQUA Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of JGLO and JQUA, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.07
0.46
JGLO
JQUA

Dividends

JGLO vs. JQUA - Dividend Comparison

JGLO's dividend yield for the trailing twelve months is around 2.17%, more than JQUA's 1.41% yield.


TTM20242023202220212020201920182017
JGLO
Jpmorgan Global Select Equity ETF
2.17%2.00%0.32%0.00%0.00%0.00%0.00%0.00%0.00%
JQUA
JPMorgan U.S. Quality Factor ETF
1.41%1.24%1.22%1.59%1.32%1.44%1.67%2.10%0.39%

Drawdowns

JGLO vs. JQUA - Drawdown Comparison

The maximum JGLO drawdown since its inception was -16.12%, smaller than the maximum JQUA drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for JGLO and JQUA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.63%
-11.59%
JGLO
JQUA

Volatility

JGLO vs. JQUA - Volatility Comparison

Jpmorgan Global Select Equity ETF (JGLO) and JPMorgan U.S. Quality Factor ETF (JQUA) have volatilities of 11.88% and 12.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.88%
12.09%
JGLO
JQUA
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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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