JPGL.L vs. V80A.DE
Compare and contrast key facts about JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) and Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE).
JPGL.L and V80A.DE 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. V80A.DE is an actively managed fund by Vanguard. It was launched on Dec 8, 2020.
Performance
JPGL.L vs. V80A.DE - Performance Comparison
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JPGL.L vs. V80A.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JPGL.L JPM Global Equity Multi-Factor UCITS ETF USD Acc | 5.05% | 18.22% | 10.35% | 13.26% | -10.20% | 23.30% | 1.04% |
V80A.DE Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc | -1.70% | 21.86% | 12.43% | 18.73% | -18.28% | 11.04% | 3.11% |
Different Trading Currencies
JPGL.L is traded in USD, while V80A.DE is traded in EUR. To make them comparable, the V80A.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JPGL.L achieves a 5.05% return, which is significantly higher than V80A.DE's -1.70% return.
JPGL.L
- 1D
- 2.09%
- 1M
- -1.21%
- YTD
- 5.05%
- 6M
- 9.02%
- 1Y
- 19.42%
- 3Y*
- 14.57%
- 5Y*
- 9.65%
- 10Y*
- —
V80A.DE
- 1D
- 2.06%
- 1M
- -2.03%
- YTD
- -1.70%
- 6M
- 1.00%
- 1Y
- 18.98%
- 3Y*
- 14.83%
- 5Y*
- 7.25%
- 10Y*
- —
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JPGL.L vs. V80A.DE - Expense Ratio Comparison
JPGL.L has a 0.19% expense ratio, which is lower than V80A.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
JPGL.L vs. V80A.DE — Risk / Return Rank
JPGL.L
V80A.DE
JPGL.L vs. V80A.DE - 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 Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.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.L | V80A.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.42 | +0.06 |
Sortino ratioReturn per unit of downside risk | 2.02 | 2.03 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.28 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.33 | -0.19 |
Martin ratioReturn relative to average drawdown | 10.12 | 9.42 | +0.70 |
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.L | V80A.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.42 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.55 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.60 | +0.03 |
Correlation
The correlation between JPGL.L and V80A.DE is 0.78, 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. V80A.DE - Dividend Comparison
Neither JPGL.L nor V80A.DE has paid dividends to shareholders.
Drawdowns
JPGL.L vs. V80A.DE - Drawdown Comparison
The maximum JPGL.L drawdown since its inception was -35.87%, which is greater than V80A.DE's maximum drawdown of -26.73%. Use the drawdown chart below to compare losses from any high point for JPGL.L and V80A.DE.
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Drawdown Indicators
| JPGL.L | V80A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.87% | -16.79% | -19.08% |
Max Drawdown (1Y)Largest decline over 1 year | -9.08% | -10.30% | +1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -21.04% | -16.79% | -4.25% |
Current DrawdownCurrent decline from peak | -3.99% | -3.66% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -4.10% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.64% | +0.28% |
Volatility
JPGL.L vs. V80A.DE - Volatility Comparison
The current volatility for JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) is 4.31%, while Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) has a volatility of 4.71%. This indicates that JPGL.L experiences smaller price fluctuations and is considered to be less risky than V80A.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.L | V80A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 4.71% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.17% | 7.94% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.20% | 13.61% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.47% | 13.03% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 12.97% | +3.32% |