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

Performance

JPGL.DE vs. WEBG.DE - 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 Amundi Prime All Country World UCITS ETF Dist (WEBG.DE). The values are adjusted to include any dividend payments, if applicable.

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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 WEBG.DE's 12.80% 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*

WEBG.DE

1D
-0.23%
1M
3.70%
YTD
12.80%
6M
12.74%
1Y
26.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPGL.DE vs. WEBG.DE - Yearly Performance Comparison


Correlation

The correlation between JPGL.DE and WEBG.DE is 0.67, 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

0.67

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

0.74

The correlation between JPGL.DE and WEBG.DE has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.

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Return for Risk

JPGL.DE vs. WEBG.DE — 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

WEBG.DE
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. WEBG.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 All Country World UCITS ETF Dist (WEBG.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.DEWEBG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.40

1.44

-0.03

Calmar ratioReturn relative to maximum drawdown

4.10

4.11

-0.01

Martin ratioReturn relative to average drawdown

15.50

16.53

-1.03

JPGL.DE vs. WEBG.DE - Sharpe Ratio Comparison

The current JPGL.DE Sharpe Ratio is 2.28, which is comparable to the WEBG.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of JPGL.DE and WEBG.DE, 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.DEWEBG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

2.33

-0.05

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

1.24

-0.56

Drawdowns

JPGL.DE vs. WEBG.DE - Drawdown Comparison

The maximum JPGL.DE drawdown since its inception was -35.55%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for JPGL.DE and WEBG.DE.


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Drawdown Indicators


JPGL.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.55%

-21.31%

-14.24%

Max Drawdown (1Y)

Largest decline over 1 year

-4.75%

-6.50%

+1.75%

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%

-0.63%

+0.53%

Average Drawdown

Average peak-to-trough decline

-4.81%

-2.81%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

1.62%

-0.36%

Volatility

JPGL.DE vs. WEBG.DE - Volatility Comparison

The current volatility for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) is 2.06%, while Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) has a volatility of 3.10%. This indicates that JPGL.DE experiences smaller price fluctuations and is considered to be less risky than WEBG.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.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

3.10%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

6.02%

8.28%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

8.55%

11.48%

-2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.86%

14.15%

-2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.01%

14.15%

+0.86%

JPGL.DE vs. WEBG.DE - Expense Ratio Comparison

JPGL.DE has a 0.20% expense ratio, which is higher than WEBG.DE's 0.07% 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. WEBG.DE - Dividend Comparison

Neither JPGL.DE nor WEBG.DE has paid dividends to shareholders.


Frequently Asked Questions


JPGL.DE and WEBG.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for JPGL.DE.

JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.20% for JPGL.DE and 0.07% for WEBG.DE.

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