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JPGL.L vs. GGRA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPGL.L vs. GGRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L). The values are adjusted to include any dividend payments, if applicable.

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JPGL.L vs. GGRA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
JPGL.L
JPM Global Equity Multi-Factor UCITS ETF USD Acc
2.90%18.22%10.35%13.26%-10.20%23.30%6.18%5.88%
GGRA.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
-3.44%16.19%8.94%18.40%-13.65%19.40%16.48%10.56%

Returns By Period

In the year-to-date period, JPGL.L achieves a 2.90% return, which is significantly higher than GGRA.L's -3.44% return.


JPGL.L

1D
-0.05%
1M
-5.14%
YTD
2.90%
6M
6.35%
1Y
17.14%
3Y*
13.79%
5Y*
9.20%
10Y*

GGRA.L

1D
2.75%
1M
-5.47%
YTD
-3.44%
6M
0.16%
1Y
12.02%
3Y*
11.08%
5Y*
7.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPGL.L vs. GGRA.L - Expense Ratio Comparison

JPGL.L has a 0.19% expense ratio, which is lower than GGRA.L's 0.38% expense ratio.


Return for Risk

JPGL.L vs. GGRA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPGL.L
JPGL.L Risk / Return Rank: 7171
Overall Rank
JPGL.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JPGL.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
JPGL.L Omega Ratio Rank: 7474
Omega Ratio Rank
JPGL.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
JPGL.L Martin Ratio Rank: 7474
Martin Ratio Rank

GGRA.L
GGRA.L Risk / Return Rank: 4343
Overall Rank
GGRA.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
GGRA.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
GGRA.L Omega Ratio Rank: 4242
Omega Ratio Rank
GGRA.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
GGRA.L Martin Ratio Rank: 4646
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.L vs. GGRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.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.LGGRA.LDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.83

+0.54

Sortino ratio

Return per unit of downside risk

1.87

1.23

+0.64

Omega ratio

Gain probability vs. loss probability

1.29

1.17

+0.12

Calmar ratio

Return relative to maximum drawdown

1.61

1.18

+0.43

Martin ratio

Return relative to average drawdown

8.14

4.74

+3.41

JPGL.L vs. GGRA.L - Sharpe Ratio Comparison

The current JPGL.L Sharpe Ratio is 1.37, which is higher than the GGRA.L Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of JPGL.L and GGRA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JPGL.LGGRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.83

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.52

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.73

-0.12

Correlation

The correlation between JPGL.L and GGRA.L is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JPGL.L vs. GGRA.L - Dividend Comparison

Neither JPGL.L nor GGRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JPGL.L vs. GGRA.L - Drawdown Comparison

The maximum JPGL.L drawdown since its inception was -35.87%, which is greater than GGRA.L's maximum drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for JPGL.L and GGRA.L.


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Drawdown Indicators


JPGL.LGGRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.87%

-30.94%

-4.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-10.23%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.04%

-24.35%

+3.31%

Current Drawdown

Current decline from peak

-5.96%

-7.08%

+1.12%

Average Drawdown

Average peak-to-trough decline

-4.57%

-4.33%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.52%

-0.42%

Volatility

JPGL.L vs. GGRA.L - Volatility Comparison

The current volatility for JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) is 4.11%, while WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) has a volatility of 5.53%. This indicates that JPGL.L experiences smaller price fluctuations and is considered to be less risky than GGRA.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.LGGRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

5.53%

-1.42%

Volatility (6M)

Calculated over the trailing 6-month period

6.90%

8.56%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

13.05%

14.51%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.43%

14.48%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

14.88%

+1.40%