JPLG.L vs. JPST.L
JPLG.L (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) and JPST.L (JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist)) are both exchange-traded funds - JPLG.L is a Global Equities fund tracking the MSCI ACWI NR USD, while JPST.L is a Dividend fund actively managed by JPMorgan. JPLG.L is passively managed, while JPST.L is actively managed. Over the past 5 years, JPLG.L returned 10.14%/yr vs 4.02%/yr for JPST.L. At a 0.16 correlation, their price movements are largely independent. JPLG.L charges 0.20%/yr vs 0.18%/yr for JPST.L.
Performance
JPLG.L vs. JPST.L - Performance Comparison
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Different Trading Currencies
JPLG.L is traded in GBp, while JPST.L is traded in USD. To make them comparable, the JPST.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, JPLG.L achieves a 11.63% return, which is significantly higher than JPST.L's 1.36% return.
JPLG.L
- 1D
- -0.96%
- 1M
- -0.36%
- 6M
- 9.08%
- YTD
- 11.63%
- 1Y
- 20.46%
- 3Y*
- 14.27%
- 5Y*
- 10.14%
- 10Y*
- —
JPST.L
- 1D
- 0.00%
- 1M
- -0.63%
- 6M
- 1.03%
- YTD
- 1.36%
- 1Y
- 3.10%
- 3Y*
- 3.90%
- 5Y*
- 4.02%
- 10Y*
- —
JPLG.L vs. JPST.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.63% | 10.11% | 12.09% | 7.05% | 0.72% | 24.67% | 2.57% | -0.44% |
JPST.L JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) | 1.36% | -2.42% | 7.43% | -0.21% | 13.13% | 0.96% | -0.67% | -4.40% |
Correlation
The correlation between JPLG.L and JPST.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2019 | 0.16 |
The correlation between JPLG.L and JPST.L shifts across timeframes, from 0.12 (5 years) to 0.22 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
JPLG.L vs. JPST.L — Risk / Return Rank
JPLG.L
JPST.L
JPLG.L vs. JPST.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) and JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPST.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JPLG.L | JPST.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.05 | ||
| Sortino ratioReturn per unit of downside risk | +2.72 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.09 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 0.65 | +2.99 |
| Martin ratioReturn relative to average drawdown | 13.44 | 1.83 | +11.61 |
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Drawdowns
JPLG.L vs. JPST.L - Drawdown Comparison
The maximum JPLG.L drawdown since its inception was -27.53%, which is greater than JPST.L's maximum drawdown of -16.29%. Use the drawdown chart below to compare losses from any high point for JPLG.L and JPST.L.
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Drawdown Indicators
| JPLG.L | JPST.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.53% | -16.29% | -11.24% |
Max Drawdown (1Y)Largest decline over 1 year | -5.59% | -5.04% | -0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -13.65% | -9.51% | -4.14% |
Max Drawdown (5Y)Largest decline over 5 years | -13.65% | -15.98% | +2.33% |
Current DrawdownCurrent decline from peak | -1.95% | -5.34% | +3.39% |
Average DrawdownAverage peak-to-trough decline | -3.25% | -7.34% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.80% | -0.28% |
Volatility
JPLG.L vs. JPST.L - Volatility Comparison
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) has a higher volatility of 2.28% compared to JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) (JPST.L) at 1.61%. This indicates that JPLG.L's price experiences larger fluctuations and is considered to be riskier than JPST.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPLG.L | JPST.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.28% | 1.61% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 6.13% | 4.99% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.01% | 6.57% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.91% | 8.45% | +2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.67% | 8.63% | +5.04% |
JPLG.L vs. JPST.L - Expense Ratio Comparison
JPLG.L has a 0.20% expense ratio, which is higher than JPST.L's 0.18% 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%.
Dividends
JPLG.L vs. JPST.L - Dividend Comparison
JPLG.L has not paid dividends to shareholders, while JPST.L's dividend yield for the trailing twelve months is around 4.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPST.L JPMorgan ETFs (Ireland) ICAV - USD Ultra-Short Income Active UCITS ETF USD (dist) | 4.10% | 4.29% | 5.28% | 4.46% | 1.16% | 0.67% | 1.90% | 2.66% | 1.80% |
Frequently Asked Questions
JPLG.L and JPST.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPST.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPST.L is cheaper with a 0.18% expense ratio, compared with 0.20% for JPLG.L.
JPLG.L is categorized as Global Equities, while JPST.L is Dividend. Their fees differ too: 0.20% for JPLG.L and 0.18% for JPST.L.
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