JPGL.DE vs. JER5.DE
JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) and JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) are both exchange-traded funds - JPGL.DE is a Global Equities fund tracking the JP Morgan Diversified Factor Global Developed (Region Aware) Equity, while JER5.DE is a European Corporate Bonds fund tracking the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). Both are passively managed. Over the past 5 years, JPGL.DE returned 10.67%/yr vs 1.25%/yr for JER5.DE. At a 0.28 correlation, their price movements are largely independent. JPGL.DE charges 0.20%/yr vs 0.04%/yr for JER5.DE.
Performance
JPGL.DE vs. JER5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPGL.DE achieves a 14.83% return, which is significantly higher than JER5.DE's 0.92% return.
JPGL.DE
- 1D
- 0.58%
- 1M
- 3.41%
- YTD
- 14.83%
- 6M
- 15.51%
- 1Y
- 25.01%
- 3Y*
- 15.02%
- 5Y*
- 10.67%
- 10Y*
- —
JER5.DE
- 1D
- 0.05%
- 1M
- 0.42%
- YTD
- 0.92%
- 6M
- 1.12%
- 1Y
- 2.28%
- 3Y*
- 4.47%
- 5Y*
- 1.25%
- 10Y*
- —
JPGL.DE vs. JER5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 14.83% | 5.19% | 16.53% | 9.72% | -4.98% | 33.81% | -3.57% | 6.77% |
JER5.DE JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF | 0.92% | 3.43% | 4.31% | 6.23% | -7.82% | -0.26% | 0.74% | -0.11% |
Correlation
The correlation between JPGL.DE and JER5.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2019 | 0.28 |
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Return for Risk
JPGL.DE vs. JER5.DE — Risk / Return Rank
JPGL.DE
JER5.DE
JPGL.DE vs. JER5.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 JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.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.
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.
| JPGL.DE | JER5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.75 | ||
| Sortino ratioReturn per unit of downside risk | +2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.22 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 5.23 | 1.15 | +4.09 |
| Martin ratioReturn relative to average drawdown | 20.51 | 4.06 | +16.45 |
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Drawdowns
JPGL.DE vs. JER5.DE - Drawdown Comparison
The maximum JPGL.DE drawdown since its inception was -35.54%, which is greater than JER5.DE's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for JPGL.DE and JER5.DE.
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Drawdown Indicators
| JPGL.DE | JER5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -10.17% | -25.37% |
Max Drawdown (1Y)Largest decline over 1 year | -4.76% | -1.98% | -2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -17.34% | -1.98% | -15.36% |
Max Drawdown (5Y)Largest decline over 5 years | -17.34% | -10.17% | -7.17% |
Current DrawdownCurrent decline from peak | 0.00% | -0.03% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -2.23% | -2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 0.56% | +0.66% |
Volatility
JPGL.DE vs. JER5.DE - Volatility Comparison
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) has a higher volatility of 2.00% compared to JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) at 0.48%. This indicates that JPGL.DE's price experiences larger fluctuations and is considered to be riskier than JER5.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 | JER5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.00% | 0.48% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 6.09% | 1.75% | +4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.63% | 1.98% | +6.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.86% | 2.55% | +9.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.94% | 3.08% | +11.86% |
JPGL.DE vs. JER5.DE - Expense Ratio Comparison
JPGL.DE has a 0.20% expense ratio, which is higher than JER5.DE's 0.04% 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. JER5.DE - Dividend Comparison
Neither JPGL.DE nor JER5.DE has paid dividends to shareholders.
Frequently Asked Questions
JPGL.DE and JER5.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JER5.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JER5.DE is cheaper with a 0.04% expense ratio, compared with 0.20% for JPGL.DE.
JPGL.DE is categorized as Global Equities, while JER5.DE is European Corporate Bonds. JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity, while JER5.DE tracks JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG). Their fees differ too: 0.20% for JPGL.DE and 0.04% for JER5.DE.
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