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JPGL.L vs. IWFM.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

JPGL.L vs. IWFM.L

Last updated May 12, 2025

Compare and contrast key facts about JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L).

JPGL.L and IWFM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPGL.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 9, 2019. IWFM.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Oct 3, 2014. Both JPGL.L and IWFM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPGL.L or IWFM.L.

Correlation

The correlation between JPGL.L and IWFM.L is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

JPGL.L vs. IWFM.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 iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

JPGL.L:

0.58

IWFM.L:

0.37

Sortino Ratio

JPGL.L:

0.80

IWFM.L:

0.62

Omega Ratio

JPGL.L:

1.12

IWFM.L:

1.09

Calmar Ratio

JPGL.L:

0.59

IWFM.L:

0.35

Martin Ratio

JPGL.L:

2.45

IWFM.L:

1.13

Ulcer Index

JPGL.L:

2.98%

IWFM.L:

6.37%

Daily Std Dev

JPGL.L:

13.54%

IWFM.L:

19.12%

Max Drawdown

JPGL.L:

-35.87%

IWFM.L:

-22.58%

Current Drawdown

JPGL.L:

-2.00%

IWFM.L:

-9.29%

Returns By Period

In the year-to-date period, JPGL.L achieves a 4.02% return, which is significantly higher than IWFM.L's -2.26% return.

JPGL.L

YTD

4.02%

1M

7.55%

6M

-0.76%

1Y

7.31%

5Y*

12.93%

10Y*

N/A

IWFM.L

YTD

-2.26%

1M

9.38%

6M

-0.76%

1Y

7.21%

5Y*

11.55%

10Y*

14.36%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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

JPGL.L has a 0.19% expense ratio, which is lower than IWFM.L's 0.30% expense ratio.

IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
JPGL.L
JPM Global Equity Multi-Factor UCITS ETF USD Acc

Risk-Adjusted Performance

JPGL.L vs. IWFM.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JPGL.L
The Risk-Adjusted Performance Rank of JPGL.L is 6868
Overall Rank
The Sharpe Ratio Rank of JPGL.L is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of JPGL.L is 6161
Sortino Ratio Rank
The Omega Ratio Rank of JPGL.L is 6565
Omega Ratio Rank
The Calmar Ratio Rank of JPGL.L is 7373
Calmar Ratio Rank
The Martin Ratio Rank of JPGL.L is 7272
Martin Ratio Rank
IWFM.L
The Risk-Adjusted Performance Rank of IWFM.L is 5353
Overall Rank
The Sharpe Ratio Rank of IWFM.L is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of IWFM.L is 5252
Sortino Ratio Rank
The Omega Ratio Rank of IWFM.L is 5353
Omega Ratio Rank
The Calmar Ratio Rank of IWFM.L is 5858
Calmar Ratio Rank
The Martin Ratio Rank of IWFM.L is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JPGL.L vs. IWFM.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.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.

The current JPGL.L Sharpe Ratio is 0.58, which is higher than the IWFM.L Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of JPGL.L and IWFM.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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Dividends

JPGL.L vs. IWFM.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

JPGL.L vs. IWFM.L - Drawdown Comparison

The maximum JPGL.L drawdown since its inception was -35.87%, which is greater than IWFM.L's maximum drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for JPGL.L and IWFM.L. For additional features, visit the drawdowns tool.

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Volatility

JPGL.L vs. IWFM.L - Volatility Comparison

The current volatility for JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) is 6.42%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L) has a volatility of 8.69%. This indicates that JPGL.L experiences smaller price fluctuations and is considered to be less risky than IWFM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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