JPGL.L vs. VOO
Compare and contrast key facts about JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) and Vanguard S&P 500 ETF (VOO).
JPGL.L and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both JPGL.L and VOO 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 VOO.
Performance
JPGL.L vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, JPGL.L achieves a 13.76% return, which is significantly lower than VOO's 25.02% return.
JPGL.L
13.76%
-2.26%
5.04%
21.85%
9.32%
N/A
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| JPGL.L | VOO | |
|---|---|---|
| Sharpe Ratio | 2.25 | 2.67 |
| Sortino Ratio | 3.17 | 3.56 |
| Omega Ratio | 1.41 | 1.50 |
| Calmar Ratio | 4.03 | 3.85 |
| Martin Ratio | 14.41 | 17.51 |
| Ulcer Index | 1.52% | 1.86% |
| Daily Std Dev | 9.72% | 12.23% |
| Max Drawdown | -35.87% | -33.99% |
| Current Drawdown | -2.81% | -1.76% |
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JPGL.L vs. VOO - Expense Ratio Comparison
JPGL.L has a 0.19% expense ratio, which is higher than VOO's 0.03% 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%.
Correlation
The correlation between JPGL.L and VOO 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.
Risk-Adjusted Performance
JPGL.L vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
JPGL.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPGL.L JPM Global Equity Multi-Factor UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
JPGL.L vs. VOO - Drawdown Comparison
The maximum JPGL.L drawdown since its inception was -35.87%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JPGL.L and VOO. For additional features, visit the drawdowns tool.
Volatility
JPGL.L vs. VOO - Volatility Comparison
The current volatility for JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) is 2.37%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that JPGL.L experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.