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JPGL.DE vs. AVLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPGL.DE vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

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JPGL.DE vs. AVLV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JPGL.DE
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating
6.18%5.18%16.53%9.74%-4.98%9.20%
AVLV
Avantis U.S. Large Cap Value ETF
8.80%1.46%25.24%13.90%0.32%9.38%
Different Trading Currencies

JPGL.DE is traded in EUR, while AVLV is traded in USD. To make them comparable, the AVLV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, JPGL.DE achieves a 6.18% return, which is significantly lower than AVLV's 8.80% return.


JPGL.DE

1D
1.25%
1M
-2.66%
YTD
6.18%
6M
9.40%
1Y
11.28%
3Y*
12.05%
5Y*
9.92%
10Y*

AVLV

1D
0.33%
1M
-2.02%
YTD
8.80%
6M
14.20%
1Y
16.99%
3Y*
15.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPGL.DE vs. AVLV - Expense Ratio Comparison

JPGL.DE has a 0.20% expense ratio, which is higher than AVLV's 0.15% 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%.


Return for Risk

JPGL.DE vs. AVLV — Risk / Return Rank

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

JPGL.DE
JPGL.DE Risk / Return Rank: 4646
Overall Rank
JPGL.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
JPGL.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
JPGL.DE Omega Ratio Rank: 4545
Omega Ratio Rank
JPGL.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
JPGL.DE Martin Ratio Rank: 5858
Martin Ratio Rank

AVLV
AVLV Risk / Return Rank: 7575
Overall Rank
AVLV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
AVLV Sortino Ratio Rank: 7474
Sortino Ratio Rank
AVLV Omega Ratio Rank: 7676
Omega Ratio Rank
AVLV Calmar Ratio Rank: 7070
Calmar Ratio Rank
AVLV Martin Ratio Rank: 7979
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.

JPGL.DE vs. AVLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) and Avantis U.S. Large Cap Value ETF (AVLV). 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.


JPGL.DEAVLVDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.81

+0.05

Sortino ratio

Return per unit of downside risk

1.18

1.20

-0.02

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.22

1.14

+0.08

Martin ratio

Return relative to average drawdown

6.01

4.38

+1.63

JPGL.DE vs. AVLV - Sharpe Ratio Comparison

The current JPGL.DE Sharpe Ratio is 0.87, which is comparable to the AVLV Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of JPGL.DE and AVLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPGL.DEAVLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.81

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.74

-0.10

Correlation

The correlation between JPGL.DE and AVLV is 0.54, 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.


Dividends

JPGL.DE vs. AVLV - Dividend Comparison

JPGL.DE has not paid dividends to shareholders, while AVLV's dividend yield for the trailing twelve months is around 1.20%.


TTM20252024202320222021
JPGL.DE
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%
AVLV
Avantis U.S. Large Cap Value ETF
1.20%1.33%1.58%1.85%2.00%0.29%

Drawdowns

JPGL.DE vs. AVLV - Drawdown Comparison

The maximum JPGL.DE drawdown since its inception was -35.55%, which is greater than AVLV's maximum drawdown of -23.74%. Use the drawdown chart below to compare losses from any high point for JPGL.DE and AVLV.


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Drawdown Indicators


JPGL.DEAVLVDifference

Max Drawdown

Largest peak-to-trough decline

-35.55%

-19.50%

-16.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

-13.79%

+1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-17.34%

Current Drawdown

Current decline from peak

-2.66%

-3.85%

+1.19%

Average Drawdown

Average peak-to-trough decline

-4.90%

-4.06%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

2.87%

-0.95%

Volatility

JPGL.DE vs. AVLV - Volatility Comparison

The current volatility for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) is 3.59%, while Avantis U.S. Large Cap Value ETF (AVLV) has a volatility of 3.83%. This indicates that JPGL.DE experiences smaller price fluctuations and is considered to be less risky than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPGL.DEAVLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

3.83%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

6.24%

10.15%

-3.91%

Volatility (1Y)

Calculated over the trailing 1-year period

13.00%

21.00%

-8.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.92%

17.51%

-5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.15%

17.51%

-2.36%