JPGL.L vs. NTSE
Compare and contrast key facts about JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) and WisdomTree Emerging Markets Efficient Core Fund (NTSE).
JPGL.L and NTSE 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. NTSE is an actively managed fund by WisdomTree. It was launched on May 20, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPGL.L or NTSE.
Performance
JPGL.L vs. NTSE - Performance Comparison
Returns By Period
In the year-to-date period, JPGL.L achieves a 13.76% return, which is significantly higher than NTSE's 6.01% return.
JPGL.L
13.76%
-2.26%
5.53%
21.85%
9.28%
N/A
NTSE
6.01%
-6.71%
-0.07%
12.54%
N/A
N/A
Key characteristics
| JPGL.L | NTSE | |
|---|---|---|
| Sharpe Ratio | 2.25 | 0.73 |
| Sortino Ratio | 3.17 | 1.13 |
| Omega Ratio | 1.41 | 1.14 |
| Calmar Ratio | 4.03 | 0.37 |
| Martin Ratio | 14.41 | 3.54 |
| Ulcer Index | 1.52% | 3.35% |
| Daily Std Dev | 9.72% | 16.21% |
| Max Drawdown | -35.87% | -42.84% |
| Current Drawdown | -2.81% | -22.94% |
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JPGL.L vs. NTSE - Expense Ratio Comparison
JPGL.L has a 0.19% expense ratio, which is lower than NTSE's 0.38% expense ratio.
Correlation
The correlation between JPGL.L and NTSE is 0.45, 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.
Risk-Adjusted Performance
JPGL.L vs. NTSE - 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 WisdomTree Emerging Markets Efficient Core Fund (NTSE). 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.
Dividends
JPGL.L vs. NTSE - Dividend Comparison
JPGL.L has not paid dividends to shareholders, while NTSE's dividend yield for the trailing twelve months is around 2.29%.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
JPGL.L JPM Global Equity Multi-Factor UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% |
NTSE WisdomTree Emerging Markets Efficient Core Fund | 2.29% | 2.44% | 3.22% | 2.10% |
Drawdowns
JPGL.L vs. NTSE - Drawdown Comparison
The maximum JPGL.L drawdown since its inception was -35.87%, smaller than the maximum NTSE drawdown of -42.84%. Use the drawdown chart below to compare losses from any high point for JPGL.L and NTSE. For additional features, visit the drawdowns tool.
Volatility
JPGL.L vs. NTSE - Volatility Comparison
The current volatility for JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) is 2.37%, while WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a volatility of 5.19%. This indicates that JPGL.L experiences smaller price fluctuations and is considered to be less risky than NTSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.