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JGLO vs. PID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JGLO vs. PID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Global Select Equity ETF (JGLO) and Invesco International Dividend Achievers™ ETF (PID). The values are adjusted to include any dividend payments, if applicable.

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JGLO vs. PID - Yearly Performance Comparison


2026 (YTD)202520242023
JGLO
Jpmorgan Global Select Equity ETF
-3.55%14.07%17.00%8.01%
PID
Invesco International Dividend Achievers™ ETF
2.04%24.45%3.08%4.22%

Returns By Period

In the year-to-date period, JGLO achieves a -3.55% return, which is significantly lower than PID's 2.04% return.


JGLO

1D
2.85%
1M
-5.54%
YTD
-3.55%
6M
-2.52%
1Y
12.08%
3Y*
5Y*
10Y*

PID

1D
2.07%
1M
-5.36%
YTD
2.04%
6M
6.12%
1Y
20.87%
3Y*
11.55%
5Y*
9.53%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JGLO vs. PID - Expense Ratio Comparison

JGLO has a 0.47% expense ratio, which is lower than PID's 0.56% expense ratio.


Return for Risk

JGLO vs. PID — Risk / Return Rank

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

JGLO
JGLO Risk / Return Rank: 4444
Overall Rank
JGLO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
JGLO Sortino Ratio Rank: 4343
Sortino Ratio Rank
JGLO Omega Ratio Rank: 4343
Omega Ratio Rank
JGLO Calmar Ratio Rank: 4343
Calmar Ratio Rank
JGLO Martin Ratio Rank: 4848
Martin Ratio Rank

PID
PID Risk / Return Rank: 8686
Overall Rank
PID Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PID Sortino Ratio Rank: 8888
Sortino Ratio Rank
PID Omega Ratio Rank: 8686
Omega Ratio Rank
PID Calmar Ratio Rank: 8383
Calmar Ratio Rank
PID Martin Ratio Rank: 8787
Martin Ratio Rank
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. PID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Global Select Equity ETF (JGLO) and Invesco International Dividend Achievers™ ETF (PID). 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.


JGLOPIDDifference

Sharpe ratio

Return per unit of total volatility

0.72

1.64

-0.91

Sortino ratio

Return per unit of downside risk

1.15

2.39

-1.24

Omega ratio

Gain probability vs. loss probability

1.17

1.34

-0.17

Calmar ratio

Return relative to maximum drawdown

1.07

2.36

-1.29

Martin ratio

Return relative to average drawdown

4.46

10.33

-5.87

JGLO vs. PID - Sharpe Ratio Comparison

The current JGLO Sharpe Ratio is 0.72, which is lower than the PID Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of JGLO and PID, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JGLOPIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.64

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.26

+0.72

Correlation

The correlation between JGLO and PID is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JGLO vs. PID - Dividend Comparison

JGLO's dividend yield for the trailing twelve months is around 1.25%, less than PID's 3.38% yield.


TTM20252024202320222021202020192018201720162015
JGLO
Jpmorgan Global Select Equity ETF
1.25%1.20%2.00%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PID
Invesco International Dividend Achievers™ ETF
3.38%3.28%3.88%3.31%3.30%3.30%3.16%3.99%3.87%3.46%3.90%4.48%

Drawdowns

JGLO vs. PID - Drawdown Comparison

The maximum JGLO drawdown since its inception was -16.12%, smaller than the maximum PID drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for JGLO and PID.


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Drawdown Indicators


JGLOPIDDifference

Max Drawdown

Largest peak-to-trough decline

-16.12%

-66.34%

+50.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-8.83%

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-22.97%

Max Drawdown (10Y)

Largest decline over 10 years

-46.07%

Current Drawdown

Current decline from peak

-6.76%

-5.36%

-1.40%

Average Drawdown

Average peak-to-trough decline

-1.92%

-13.12%

+11.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.02%

+0.68%

Volatility

JGLO vs. PID - Volatility Comparison

Jpmorgan Global Select Equity ETF (JGLO) has a higher volatility of 5.68% compared to Invesco International Dividend Achievers™ ETF (PID) at 3.80%. This indicates that JGLO's price experiences larger fluctuations and is considered to be riskier than PID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JGLOPIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

3.80%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.02%

7.11%

+1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

12.81%

+3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.18%

13.96%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.18%

17.99%

-3.81%