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JPGL.DE vs. MWEQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPGL.DE vs. MWEQ.L - 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 Invesco MSCI World Equal Weight UCITS ETF Acc (MWEQ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JPGL.DE is traded in EUR, while MWEQ.L is traded in USD. To make them comparable, the MWEQ.L 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 11.57% return, which is significantly higher than MWEQ.L's 9.21% 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*

MWEQ.L

1D
0.14%
1M
2.97%
YTD
9.21%
6M
9.67%
1Y
16.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPGL.DE vs. MWEQ.L - Yearly Performance Comparison


Correlation

The correlation between JPGL.DE and MWEQ.L is 0.73, 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

0.73

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2024

0.75

The correlation between JPGL.DE and MWEQ.L has been stable across timeframes, ranging from 0.73 to 0.75 - a consistent structural relationship.

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Return for Risk

JPGL.DE vs. MWEQ.L — 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: 7474
Overall Rank
JPGL.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
JPGL.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
JPGL.DE Omega Ratio Rank: 6969
Omega Ratio Rank
JPGL.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
JPGL.DE Martin Ratio Rank: 8080
Martin Ratio Rank

MWEQ.L
MWEQ.L Risk / Return Rank: 4545
Overall Rank
MWEQ.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MWEQ.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
MWEQ.L Omega Ratio Rank: 4343
Omega Ratio Rank
MWEQ.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
MWEQ.L Martin Ratio Rank: 5050
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. MWEQ.L - 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 Invesco MSCI World Equal Weight UCITS ETF Acc (MWEQ.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.


JPGL.DEMWEQ.LDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.40

1.26

+0.15

Calmar ratioReturn relative to maximum drawdown

4.10

2.68

+1.42

Martin ratioReturn relative to average drawdown

15.50

9.70

+5.81

JPGL.DE vs. MWEQ.L - Sharpe Ratio Comparison

The current JPGL.DE Sharpe Ratio is 2.28, which is higher than the MWEQ.L Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of JPGL.DE and MWEQ.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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Sharpe Ratios by Period


JPGL.DEMWEQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.40

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

1.00

-0.32

Drawdowns

JPGL.DE vs. MWEQ.L - Drawdown Comparison

The maximum JPGL.DE drawdown since its inception was -35.55%, which is greater than MWEQ.L's maximum drawdown of -16.80%. Use the drawdown chart below to compare losses from any high point for JPGL.DE and MWEQ.L.


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Drawdown Indicators


JPGL.DEMWEQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.55%

-16.80%

-18.75%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-6.22%

+1.47%

Max Drawdown (3Y)

Largest decline over 3 years

-17.34%

Max Drawdown (5Y)

Largest decline over 5 years

-17.34%

Current Drawdown

Current decline from peak

-0.10%

-0.03%

-0.07%

Average Drawdown

Average peak-to-trough decline

-4.81%

-2.45%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

1.72%

-0.46%

Volatility

JPGL.DE vs. MWEQ.L - Volatility Comparison

The current volatility for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) is 2.06%, while Invesco MSCI World Equal Weight UCITS ETF Acc (MWEQ.L) has a volatility of 2.86%. This indicates that JPGL.DE experiences smaller price fluctuations and is considered to be less risky than MWEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPGL.DEMWEQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

2.86%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

6.02%

9.37%

-3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

8.55%

11.90%

-3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.86%

14.07%

-2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.01%

14.07%

+0.94%

JPGL.DE vs. MWEQ.L - Expense Ratio Comparison

Both JPGL.DE and MWEQ.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

JPGL.DE vs. MWEQ.L - Dividend Comparison

Neither JPGL.DE nor MWEQ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JPGL.DE and MWEQ.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JPGL.DE and MWEQ.L have the same expense ratio: 0.20% per year.

JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity, while MWEQ.L tracks MSCI World Equal Weighted Net Total Return USD Index. They also come from different issuers: JPMorgan and Invesco.

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