JPGL.DE vs. ACWL.L
Compare and contrast key facts about JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) and Lyxor MSCI All Country World UCITS ETF (ACWL.L).
JPGL.DE and ACWL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPGL.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. It was launched on Jul 9, 2019. ACWL.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 8, 2018. Both JPGL.DE and ACWL.L 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: JPGL.DE or ACWL.L.
Key characteristics
| JPGL.DE | ACWL.L | |
|---|---|---|
| YTD Return | 19.37% | 18.95% |
| 1Y Return | 27.16% | 25.02% |
| 3Y Return (Ann) | 8.60% | 9.86% |
| 5Y Return (Ann) | 10.21% | 22.84% |
| Sharpe Ratio | 3.10 | 2.59 |
| Sortino Ratio | 4.29 | 3.59 |
| Omega Ratio | 1.60 | 1.49 |
| Calmar Ratio | 5.03 | 4.03 |
| Martin Ratio | 22.16 | 17.97 |
| Ulcer Index | 1.20% | 1.42% |
| Daily Std Dev | 8.60% | 9.87% |
| Max Drawdown | -35.55% | -16.03% |
| Current Drawdown | -0.84% | 0.00% |
Correlation
The correlation between JPGL.DE and ACWL.L is 0.48, 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.
Performance
JPGL.DE vs. ACWL.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with JPGL.DE having a 19.37% return and ACWL.L slightly lower at 18.95%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JPGL.DE vs. ACWL.L - Expense Ratio Comparison
JPGL.DE has a 0.20% expense ratio, which is lower than ACWL.L's 0.45% expense ratio.
Risk-Adjusted Performance
JPGL.DE vs. ACWL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) and Lyxor MSCI All Country World UCITS ETF (ACWL.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.
Dividends
JPGL.DE vs. ACWL.L - Dividend Comparison
Neither JPGL.DE nor ACWL.L has paid dividends to shareholders.
Drawdowns
JPGL.DE vs. ACWL.L - Drawdown Comparison
The maximum JPGL.DE drawdown since its inception was -35.55%, which is greater than ACWL.L's maximum drawdown of -16.03%. Use the drawdown chart below to compare losses from any high point for JPGL.DE and ACWL.L. For additional features, visit the drawdowns tool.
Volatility
JPGL.DE vs. ACWL.L - Volatility Comparison
The current volatility for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) is 2.47%, while Lyxor MSCI All Country World UCITS ETF (ACWL.L) has a volatility of 2.97%. This indicates that JPGL.DE experiences smaller price fluctuations and is considered to be less risky than ACWL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.