Correlation
The correlation between JGRE.L and JGGI.L is 0.49, 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. JGGI.L
Compare and contrast key facts about JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and JP Morgan Global Growth & Income plc (JGGI.L).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JGRE.L or JGGI.L.
Performance
JGRE.L vs. JGGI.L - Performance Comparison
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Key characteristics
JGRE.L:
0.37
JGGI.L:
0.11
JGRE.L:
0.64
JGGI.L:
0.31
JGRE.L:
1.09
JGGI.L:
1.04
JGRE.L:
0.32
JGGI.L:
0.12
JGRE.L:
1.09
JGGI.L:
0.37
JGRE.L:
5.52%
JGGI.L:
6.60%
JGRE.L:
15.03%
JGGI.L:
18.40%
JGRE.L:
-25.31%
JGGI.L:
-54.88%
JGRE.L:
-7.98%
JGGI.L:
-11.13%
Returns By Period
In the year-to-date period, JGRE.L achieves a -3.60% return, which is significantly higher than JGGI.L's -6.69% return.
JGRE.L
-3.60%
5.87%
-4.45%
5.65%
10.66%
13.06%
N/A
JGGI.L
-6.69%
6.03%
-8.12%
1.97%
10.45%
14.53%
13.18%
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Risk-Adjusted Performance
JGRE.L vs. JGGI.L — Risk-Adjusted Performance Rank
JGRE.L
JGGI.L
JGRE.L vs. JGGI.L - 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 JP Morgan Global Growth & Income plc (JGGI.L). 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. JGGI.L - Dividend Comparison
JGRE.L has not paid dividends to shareholders, while JGGI.L's dividend yield for the trailing twelve months is around 5.16%.
| 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% |
JGGI.L JP Morgan Global Growth & Income plc | 5.16% | 3.55% | 3.52% | 3.99% | 3.23% | 3.39% | 3.69% | 4.32% | 3.17% | 1.96% | 1.51% | 1.45% |
Drawdowns
JGRE.L vs. JGGI.L - Drawdown Comparison
The maximum JGRE.L drawdown since its inception was -25.31%, smaller than the maximum JGGI.L drawdown of -54.88%. Use the drawdown chart below to compare losses from any high point for JGRE.L and JGGI.L.
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Volatility
JGRE.L vs. JGGI.L - Volatility Comparison
The current volatility for JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) is 4.59%, while JP Morgan Global Growth & Income plc (JGGI.L) has a volatility of 5.58%. This indicates that JGRE.L experiences smaller price fluctuations and is considered to be less risky than JGGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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