JPGL.DE vs. F50A.DE
JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) and F50A.DE (Amundi Prime Global UCITS ETF Accumulating) are both Global Equities funds - JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity while F50A.DE tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past 5 years, JPGL.DE returned 10.25%/yr vs 12.94%/yr for F50A.DE. A 0.78 correlation means they provide meaningful diversification when combined. JPGL.DE charges 0.20%/yr vs 0.05%/yr for F50A.DE.
Performance
JPGL.DE vs. F50A.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPGL.DE achieves a 11.57% return, which is significantly higher than F50A.DE's 10.81% return.
JPGL.DE
- 1D
- -0.10%
- 1M
- 2.54%
- YTD
- 11.57%
- 6M
- 11.95%
- 1Y
- 19.90%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
F50A.DE
- 1D
- -0.04%
- 1M
- 3.68%
- YTD
- 10.81%
- 6M
- 10.16%
- 1Y
- 23.82%
- 3Y*
- 17.70%
- 5Y*
- 12.94%
- 10Y*
- —
JPGL.DE vs. F50A.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -4.98% | 33.79% | -7.86% |
F50A.DE Amundi Prime Global UCITS ETF Accumulating | 10.81% | 8.58% | 25.85% | 19.91% | -13.61% | 32.73% | -0.41% |
Correlation
The correlation between JPGL.DE and F50A.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2020 | 0.78 |
The correlation between JPGL.DE and F50A.DE shifts across timeframes, from 0.68 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
JPGL.DE vs. F50A.DE — Risk / Return Rank
JPGL.DE
F50A.DE
JPGL.DE vs. F50A.DE - 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 Amundi Prime Global UCITS ETF Accumulating (F50A.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.
| JPGL.DE | F50A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.40 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 3.66 | +0.44 |
| Martin ratioReturn relative to average drawdown | 15.50 | 14.61 | +0.89 |
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
| JPGL.DE | F50A.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.17 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.88 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.71 | -0.04 |
Drawdowns
JPGL.DE vs. F50A.DE - Drawdown Comparison
The maximum JPGL.DE drawdown since its inception was -35.55%, which is greater than F50A.DE's maximum drawdown of -32.88%. Use the drawdown chart below to compare losses from any high point for JPGL.DE and F50A.DE.
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Drawdown Indicators
| JPGL.DE | F50A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.55% | -32.88% | -2.67% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -6.62% | +1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -17.34% | -21.49% | +4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -17.34% | -21.49% | +4.15% |
Current DrawdownCurrent decline from peak | -0.10% | -0.39% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -4.72% | -0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 1.66% | -0.40% |
Volatility
JPGL.DE vs. F50A.DE - Volatility Comparison
The current volatility for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) is 2.06%, while Amundi Prime Global UCITS ETF Accumulating (F50A.DE) has a volatility of 2.63%. This indicates that JPGL.DE experiences smaller price fluctuations and is considered to be less risky than F50A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPGL.DE | F50A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 2.63% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 6.02% | 7.95% | -1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.55% | 11.18% | -2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.86% | 14.60% | -2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 17.70% | -2.69% |
JPGL.DE vs. F50A.DE - Expense Ratio Comparison
JPGL.DE has a 0.20% expense ratio, which is higher than F50A.DE's 0.05% 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%.
Dividends
JPGL.DE vs. F50A.DE - Dividend Comparison
Neither JPGL.DE nor F50A.DE has paid dividends to shareholders.
Frequently Asked Questions
JPGL.DE and F50A.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for JPGL.DE.
JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity, while F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.20% for JPGL.DE and 0.05% for F50A.DE.
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