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JGPI.DE vs. IWDA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JGPI.DE vs. IWDA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). The values are adjusted to include any dividend payments, if applicable.

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

JGPI.DE vs. IWDA.AS - Yearly Performance Comparison


2026 (YTD)202520242023
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

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

JGPI.DE
JGPI.DE Risk / Return Rank: 1212
Overall Rank
JGPI.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
JGPI.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
JGPI.DE Omega Ratio Rank: 1212
Omega Ratio Rank
JGPI.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
JGPI.DE Martin Ratio Rank: 1313
Martin Ratio Rank

IWDA.AS
IWDA.AS Risk / Return Rank: 7878
Overall Rank
IWDA.AS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 7676
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 7676
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 7979
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 8282
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.

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.DEIWDA.ASDifference
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

JGPI.DE vs. IWDA.AS - Sharpe Ratio Comparison

The current JGPI.DE Sharpe Ratio is 0.22, which is lower than the IWDA.AS Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of JGPI.DE and IWDA.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.DEIWDA.ASDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.40%

-1.19%

-6.21%

Average Drawdown

Average peak-to-trough decline

-4.47%

-4.24%

-0.23%

Ulcer Index

Depth 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.DEIWDA.ASDifference

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.


PositionTTM20252024
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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