JPLG.L vs. MWOZ.L
JPLG.L (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) and MWOZ.L (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - JPLG.L tracks the MSCI ACWI NR USD while MWOZ.L tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past year, JPLG.L returned 23.08% vs 27.72% for MWOZ.L. A 0.72 correlation means they provide meaningful diversification when combined. JPLG.L charges 0.20%/yr vs 0.05%/yr for MWOZ.L.
Performance
JPLG.L vs. MWOZ.L - Performance Comparison
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Different Trading Currencies
JPLG.L is traded in GBp, while MWOZ.L is traded in GBP. To make them comparable, the MWOZ.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 10.76% return, which is significantly higher than MWOZ.L's 10.12% return.
JPLG.L
- 1D
- 0.68%
- 1M
- 3.55%
- YTD
- 10.76%
- 6M
- 11.53%
- 1Y
- 23.08%
- 3Y*
- 13.92%
- 5Y*
- 10.40%
- 10Y*
- —
MWOZ.L
- 1D
- -0.20%
- 1M
- 5.36%
- YTD
- 10.12%
- 6M
- 10.57%
- 1Y
- 27.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPLG.L vs. MWOZ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 10.76% | 4.84% |
MWOZ.L Amundi Prime Global UCITS ETF Dist | 10.12% | 8.44% |
Correlation
The correlation between JPLG.L and MWOZ.L is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2025 | 0.72 |
The correlation between JPLG.L and MWOZ.L has been stable across timeframes, ranging from 0.67 to 0.72 - a consistent structural relationship.
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Return for Risk
JPLG.L vs. MWOZ.L — Risk / Return Rank
JPLG.L
MWOZ.L
JPLG.L vs. MWOZ.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 Amundi Prime Global UCITS ETF Dist (MWOZ.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.
| JPLG.L | MWOZ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.51 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.11 | 4.16 | -0.05 |
| Martin ratioReturn relative to average drawdown | 15.36 | 16.82 | -1.46 |
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
| JPLG.L | MWOZ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.92 | 2.68 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 1.04 | -0.34 |
Drawdowns
JPLG.L vs. MWOZ.L - Drawdown Comparison
The maximum JPLG.L drawdown since its inception was -27.53%, which is greater than MWOZ.L's maximum drawdown of -18.50%. Use the drawdown chart below to compare losses from any high point for JPLG.L and MWOZ.L.
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Drawdown Indicators
| JPLG.L | MWOZ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.53% | -18.50% | -9.03% |
Max Drawdown (1Y)Largest decline over 1 year | -5.59% | -6.63% | +1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -13.65% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.65% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.20% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -3.17% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 1.64% | -0.14% |
Volatility
JPLG.L vs. MWOZ.L - Volatility Comparison
The current volatility for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) is 1.96%, while Amundi Prime Global UCITS ETF Dist (MWOZ.L) has a volatility of 2.53%. This indicates that JPLG.L experiences smaller price fluctuations and is considered to be less risky than MWOZ.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 | MWOZ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 2.53% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 5.88% | 7.28% | -1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.88% | 10.32% | -2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.90% | 13.93% | -3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.75% | 13.93% | -0.18% |
JPLG.L vs. MWOZ.L - Expense Ratio Comparison
JPLG.L has a 0.20% expense ratio, which is higher than MWOZ.L's 0.05% 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. MWOZ.L - Dividend Comparison
JPLG.L has not paid dividends to shareholders, while MWOZ.L's dividend yield for the trailing twelve months is around 1.20%.
| Position | TTM | 2025 |
|---|---|---|
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% |
MWOZ.L Amundi Prime Global UCITS ETF Dist | 1.20% | 1.60% |
Frequently Asked Questions
JPLG.L and MWOZ.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWOZ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOZ.L is cheaper with a 0.05% expense ratio, compared with 0.20% for JPLG.L.
JPLG.L tracks MSCI ACWI NR USD, while MWOZ.L tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.20% for JPLG.L and 0.05% for MWOZ.L.
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