JGPI.DE vs. IWDA.AS
JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) and IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan, while IWDA.AS is a Global Equities fund tracking the MSCI World Index. JGPI.DE is actively managed, while IWDA.AS is passively managed. Over the past year, JGPI.DE returned 2.12% vs 23.74% for IWDA.AS. At a 0.33 correlation, their price movements are largely independent. JGPI.DE charges 0.35%/yr vs 0.20%/yr for IWDA.AS.
Performance
JGPI.DE vs. IWDA.AS - Performance Comparison
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Returns By Period
In the year-to-date period, JGPI.DE achieves a 0.57% return, which is significantly lower than IWDA.AS's 10.11% return.
JGPI.DE
- 1D
- -0.67%
- 1M
- 1.61%
- YTD
- 0.57%
- 6M
- 1.14%
- 1Y
- 2.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWDA.AS
- 1D
- 1.59%
- 1M
- 1.50%
- YTD
- 10.11%
- 6M
- 11.35%
- 1Y
- 23.74%
- 3Y*
- 16.75%
- 5Y*
- 12.46%
- 10Y*
- 12.98%
JGPI.DE vs. IWDA.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 0.57% | -0.67% | 14.32% | -1.40% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 10.11% | 7.08% | 27.23% | 1.22% |
Correlation
The correlation between JGPI.DE and IWDA.AS is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2023 | 0.33 |
The correlation between JGPI.DE and IWDA.AS shifts across timeframes, from 0.14 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JGPI.DE vs. IWDA.AS — Risk / Return Rank
JGPI.DE
IWDA.AS
JGPI.DE vs. IWDA.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). 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.
| JGPI.DE | IWDA.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.39 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | 3.57 | -3.32 |
| Martin ratioReturn relative to average drawdown | 0.70 | 14.14 | -13.44 |
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Drawdowns
JGPI.DE vs. IWDA.AS - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.12%, smaller than the maximum IWDA.AS drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and IWDA.AS.
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Drawdown Indicators
| JGPI.DE | IWDA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.12% | -33.63% | +21.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -6.45% | -2.64% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.59% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.63% | — |
Current DrawdownCurrent decline from peak | -7.40% | -1.19% | -6.21% |
Average DrawdownAverage peak-to-trough decline | -4.47% | -4.24% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 1.64% | +1.54% |
Volatility
JGPI.DE vs. IWDA.AS - Volatility Comparison
JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a higher volatility of 3.58% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 3.07%. This indicates that JGPI.DE's price experiences larger fluctuations and is considered to be riskier than IWDA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGPI.DE | IWDA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 3.07% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 7.09% | 7.94% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.07% | 11.14% | -1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.37% | 14.12% | -3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.37% | 15.00% | -4.63% |
JGPI.DE vs. IWDA.AS - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is higher than IWDA.AS's 0.20% expense ratio.
Dividends
JGPI.DE vs. IWDA.AS - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.18%, while IWDA.AS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.18% | 8.08% | 6.27% |
Frequently Asked Questions
JGPI.DE and IWDA.AS have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWDA.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWDA.AS is cheaper with a 0.20% expense ratio, compared with 0.35% for JGPI.DE.
JGPI.DE is categorized as Large Cap Blend Equities, while IWDA.AS is Global Equities. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JGPI.DE and 0.20% for IWDA.AS.
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