JPCT.DE vs. MVEW.DE
JPCT.DE (JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)) and MVEW.DE (iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)) are both Global Equities funds - JPCT.DE tracks the Solactive JP Morgan Asset Management Carbon Transition Global Equity while MVEW.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, JPCT.DE returned 11.53%/yr vs 6.47%/yr for MVEW.DE. A 0.72 correlation means they provide meaningful diversification when combined. JPCT.DE charges 0.19%/yr vs 0.30%/yr for MVEW.DE.
Performance
JPCT.DE vs. MVEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPCT.DE achieves a 7.39% return, which is significantly higher than MVEW.DE's 1.17% return.
JPCT.DE
- 1D
- 0.24%
- 1M
- 4.31%
- YTD
- 7.39%
- 6M
- 7.70%
- 1Y
- 18.63%
- 3Y*
- 15.09%
- 5Y*
- 11.53%
- 10Y*
- —
MVEW.DE
- 1D
- 0.07%
- 1M
- 1.79%
- YTD
- 1.17%
- 6M
- 1.16%
- 1Y
- 0.46%
- 3Y*
- 6.53%
- 5Y*
- 6.47%
- 10Y*
- —
JPCT.DE vs. MVEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JPCT.DE JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) | 7.39% | 6.84% | 24.37% | 19.66% | -14.19% | 34.64% | 2.14% |
MVEW.DE iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) | 1.17% | -0.99% | 17.25% | 6.27% | -5.98% | 26.26% | -1.32% |
Correlation
The correlation between JPCT.DE and MVEW.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2020 | 0.72 |
Over the past year, the correlation between JPCT.DE and MVEW.DE has dropped to 0.42 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.
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Return for Risk
JPCT.DE vs. MVEW.DE — Risk / Return Rank
JPCT.DE
MVEW.DE
JPCT.DE vs. MVEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) and iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE). 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.
| JPCT.DE | MVEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.02 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | 0.10 | +2.01 |
| Martin ratioReturn relative to average drawdown | 8.45 | 0.20 | +8.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPCT.DE | MVEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 0.06 | +1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.62 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.63 | +0.33 |
Drawdowns
JPCT.DE vs. MVEW.DE - Drawdown Comparison
The maximum JPCT.DE drawdown since its inception was -22.18%, which is greater than MVEW.DE's maximum drawdown of -13.19%. Use the drawdown chart below to compare losses from any high point for JPCT.DE and MVEW.DE.
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Drawdown Indicators
| JPCT.DE | MVEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.18% | -13.19% | -8.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -4.68% | -4.10% |
Max Drawdown (3Y)Largest decline over 3 years | -22.18% | -13.19% | -8.99% |
Max Drawdown (5Y)Largest decline over 5 years | -22.18% | -13.19% | -8.99% |
Current DrawdownCurrent decline from peak | -0.17% | -5.75% | +5.58% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -3.83% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.27% | -0.07% |
Volatility
JPCT.DE vs. MVEW.DE - Volatility Comparison
JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) has a higher volatility of 2.80% compared to iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) at 2.58%. This indicates that JPCT.DE's price experiences larger fluctuations and is considered to be riskier than MVEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPCT.DE | MVEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 2.58% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.42% | 5.42% | +3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.67% | 7.97% | +3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 10.25% | +3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.89% | 10.82% | +3.07% |
JPCT.DE vs. MVEW.DE - Expense Ratio Comparison
JPCT.DE has a 0.19% expense ratio, which is lower than MVEW.DE's 0.30% expense ratio.
Dividends
JPCT.DE vs. MVEW.DE - Dividend Comparison
Neither JPCT.DE nor MVEW.DE has paid dividends to shareholders.
Frequently Asked Questions
JPCT.DE and MVEW.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPCT.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPCT.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for MVEW.DE.
JPCT.DE tracks Solactive JP Morgan Asset Management Carbon Transition Global Equity, while MVEW.DE tracks MSCI ACWI NR USD. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.19% for JPCT.DE and 0.30% for MVEW.DE.
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