Correlation
The correlation between JGRE.L and DGRW is 0.64, 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.
JGRE.L vs. DGRW
Compare and contrast key facts about JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and WisdomTree U.S. Dividend Growth Fund (DGRW).
JGRE.L and DGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JGRE.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 10, 2018. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013. Both JGRE.L and DGRW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JGRE.L or DGRW.
Performance
JGRE.L vs. DGRW - Performance Comparison
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Key characteristics
JGRE.L:
0.37
DGRW:
0.56
JGRE.L:
0.64
DGRW:
0.80
JGRE.L:
1.09
DGRW:
1.11
JGRE.L:
0.32
DGRW:
0.49
JGRE.L:
1.09
DGRW:
1.78
JGRE.L:
5.52%
DGRW:
4.47%
JGRE.L:
15.03%
DGRW:
16.58%
JGRE.L:
-25.31%
DGRW:
-32.04%
JGRE.L:
-7.98%
DGRW:
-4.85%
Returns By Period
In the year-to-date period, JGRE.L achieves a -3.60% return, which is significantly lower than DGRW's 0.35% return.
JGRE.L
-3.60%
5.87%
-4.45%
5.65%
10.66%
13.06%
N/A
DGRW
0.35%
4.32%
-4.04%
9.19%
11.27%
14.67%
12.05%
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JGRE.L vs. DGRW - Expense Ratio Comparison
JGRE.L has a 0.25% expense ratio, which is lower than DGRW's 0.28% expense ratio.
Risk-Adjusted Performance
JGRE.L vs. DGRW — Risk-Adjusted Performance Rank
JGRE.L
DGRW
JGRE.L vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.
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Dividends
JGRE.L vs. DGRW - Dividend Comparison
JGRE.L has not paid dividends to shareholders, while DGRW's dividend yield for the trailing twelve months is around 1.59%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGRE.L JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.59% | 1.55% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% |
Drawdowns
JGRE.L vs. DGRW - Drawdown Comparison
The maximum JGRE.L drawdown since its inception was -25.31%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for JGRE.L and DGRW.
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Volatility
JGRE.L vs. DGRW - Volatility Comparison
JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) has a higher volatility of 4.59% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 4.37%. This indicates that JGRE.L's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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