JPGL.DE vs. VGVF.DE
JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) and VGVF.DE (Vanguard FTSE Developed World UCITS ETF Acc) are both Global Equities funds - JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity while VGVF.DE tracks the FTSE Developed. Both are passively managed. Over the past 5 years, JPGL.DE returned 10.25%/yr vs 13.14%/yr for VGVF.DE. Their correlation of 0.86 suggests significant overlap in exposure. JPGL.DE charges 0.20%/yr vs 0.12%/yr for VGVF.DE.
Performance
JPGL.DE vs. VGVF.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 lower than VGVF.DE's 12.58% 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*
- —
VGVF.DE
- 1D
- -0.15%
- 1M
- 3.98%
- YTD
- 12.58%
- 6M
- 12.87%
- 1Y
- 26.34%
- 3Y*
- 18.25%
- 5Y*
- 13.14%
- 10Y*
- —
JPGL.DE vs. VGVF.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% | -5.00% |
VGVF.DE Vanguard FTSE Developed World UCITS ETF Acc | 12.58% | 8.99% | 24.73% | 20.35% | -13.58% | 31.62% | 3.27% |
Correlation
The correlation between JPGL.DE and VGVF.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.86 |
The correlation between JPGL.DE and VGVF.DE shifts across timeframes, from 0.69 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JPGL.DE vs. VGVF.DE — Risk / Return Rank
JPGL.DE
VGVF.DE
JPGL.DE vs. VGVF.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 Vanguard FTSE Developed World UCITS ETF Acc (VGVF.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 | VGVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.44 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 4.19 | -0.08 |
| Martin ratioReturn relative to average drawdown | 15.50 | 17.27 | -1.77 |
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 | VGVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.34 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.93 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.79 | -0.11 |
Drawdowns
JPGL.DE vs. VGVF.DE - Drawdown Comparison
The maximum JPGL.DE drawdown since its inception was -35.55%, which is greater than VGVF.DE's maximum drawdown of -33.54%. Use the drawdown chart below to compare losses from any high point for JPGL.DE and VGVF.DE.
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Drawdown Indicators
| JPGL.DE | VGVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.55% | -33.54% | -2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -6.28% | +1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -17.34% | -21.17% | +3.83% |
Max Drawdown (5Y)Largest decline over 5 years | -17.34% | -21.17% | +3.83% |
Current DrawdownCurrent decline from peak | -0.10% | -0.55% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -4.91% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 1.53% | -0.27% |
Volatility
JPGL.DE vs. VGVF.DE - Volatility Comparison
The current volatility for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) is 2.06%, while Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) has a volatility of 2.86%. This indicates that JPGL.DE experiences smaller price fluctuations and is considered to be less risky than VGVF.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 | VGVF.DE | Difference | |
|---|---|---|---|
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% | 8.02% | -2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.55% | 11.22% | -2.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.86% | 13.96% | -2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 16.23% | -1.22% |
JPGL.DE vs. VGVF.DE - Expense Ratio Comparison
JPGL.DE has a 0.20% expense ratio, which is higher than VGVF.DE's 0.12% 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. VGVF.DE - Dividend Comparison
Neither JPGL.DE nor VGVF.DE has paid dividends to shareholders.
Frequently Asked Questions
JPGL.DE and VGVF.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGVF.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGVF.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for JPGL.DE.
JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity, while VGVF.DE tracks FTSE Developed. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.20% for JPGL.DE and 0.12% for VGVF.DE.
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