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JPCT.L vs. IWVL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPCT.L vs. IWVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPM Carbon Transition Global Equity (CTB) UCITS ETF USD (Acc) (JPCT.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPCT.L achieves a 6.18% return, which is significantly lower than IWVL.L's 27.44% return.


JPCT.L

1D
-1.27%
1M
-0.36%
6M
4.66%
YTD
6.18%
1Y
16.45%
3Y*
16.26%
5Y*
10.20%
10Y*

IWVL.L

1D
-0.51%
1M
-5.00%
6M
23.16%
YTD
27.44%
1Y
54.19%
3Y*
25.54%
5Y*
16.15%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPCT.L vs. IWVL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JPCT.L
JPM Carbon Transition Global Equity (CTB) UCITS ETF USD (Acc)
6.18%19.79%17.53%23.63%-18.49%23.68%10.79%
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)
27.44%40.42%5.13%19.53%-9.79%20.11%16.34%

Correlation

The correlation between JPCT.L and IWVL.L is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2020

0.83

The correlation between JPCT.L and IWVL.L has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.

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Return for Risk

JPCT.L vs. IWVL.L — Risk / Return Rank

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

JPCT.L
JPCT.L Risk / Return Rank: 4848
Overall Rank
JPCT.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JPCT.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
JPCT.L Omega Ratio Rank: 4646
Omega Ratio Rank
JPCT.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
JPCT.L Martin Ratio Rank: 5353
Martin Ratio Rank

IWVL.L
IWVL.L Risk / Return Rank: 9595
Overall Rank
IWVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9494
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9494
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.

JPCT.L vs. IWVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM Carbon Transition Global Equity (CTB) UCITS ETF USD (Acc) (JPCT.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.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.

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.


JPCT.LIWVL.LDifference
Sharpe ratioReturn per unit of total volatility

-1.92

Sortino ratioReturn per unit of downside risk

-2.48

Omega ratioGain probability vs. loss probability

1.23

1.56

-0.33

Calmar ratioReturn relative to maximum drawdown

1.60

6.17

-4.57

Martin ratioReturn relative to average drawdown

6.76

20.77

-14.01

JPCT.L vs. IWVL.L - Sharpe Ratio Comparison

The current JPCT.L Sharpe Ratio is 1.25, which is lower than the IWVL.L Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of JPCT.L and IWVL.L, 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

JPCT.L vs. IWVL.L - Drawdown Comparison

The maximum JPCT.L drawdown since its inception was -26.59%, smaller than the maximum IWVL.L drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for JPCT.L and IWVL.L.


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Drawdown Indicators


JPCT.LIWVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.59%

-39.30%

+12.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-8.74%

-1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-17.82%

-14.46%

-3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-26.59%

-26.55%

-0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

Current Drawdown

Current decline from peak

-1.27%

-5.96%

+4.69%

Average Drawdown

Average peak-to-trough decline

-5.33%

-7.44%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.60%

-0.17%

Volatility

JPCT.L vs. IWVL.L - Volatility Comparison

The current volatility for JPM Carbon Transition Global Equity (CTB) UCITS ETF USD (Acc) (JPCT.L) is 3.38%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a volatility of 6.01%. This indicates that JPCT.L experiences smaller price fluctuations and is considered to be less risky than IWVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPCT.LIWVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

6.01%

-2.63%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

14.90%

-4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

13.17%

17.03%

-3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.71%

16.28%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.33%

16.90%

-1.57%

JPCT.L vs. IWVL.L - Expense Ratio Comparison

JPCT.L has a 0.19% expense ratio, which is lower than IWVL.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

JPCT.L vs. IWVL.L - Dividend Comparison

Neither JPCT.L nor IWVL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JPCT.L and IWVL.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JPCT.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JPCT.L is cheaper with a 0.19% expense ratio, compared with 0.25% for IWVL.L.

JPCT.L tracks Solactive J.P. Morgan Asset Management Carbon Transition Global Equity CTB Index, while IWVL.L tracks MSCI World Enhanced Value Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.19% for JPCT.L and 0.25% for IWVL.L.

Portfolio Optimizer

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