JGRE.L vs. SWLD.L

In the year-to-date period, JGRE.L achieves a -3.60% return, which is significantly lower than SWLD.L's -2.96% return.

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JGRE.L has a 0.25% expense ratio, which is higher than SWLD.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and SPDR MSCI World UCITS ETF (SWLD.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.

The current JGRE.L Sharpe Ratio is 0.37, which is comparable to the SWLD.L Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of JGRE.L and SWLD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither JGRE.L nor SWLD.L has paid dividends to shareholders.

The maximum JGRE.L drawdown since its inception was -25.31%, smaller than the maximum SWLD.L drawdown of -32.06%. Use the drawdown chart below to compare losses from any high point for JGRE.L and SWLD.L.

JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and SPDR MSCI World UCITS ETF (SWLD.L) have volatilities of 4.59% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.