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JPTC.L vs. IWVL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPTC.L vs. IWVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JPTC.L is traded in GBp, while IWVL.L is traded in USD. To make them comparable, the IWVL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JPTC.L achieves a -3.48% return, which is significantly lower than IWVL.L's 7.26% return.


JPTC.L

1D
0.08%
1M
-3.17%
YTD
-3.48%
6M
-0.65%
1Y
23.48%
3Y*
12.70%
5Y*
10.51%
10Y*

IWVL.L

1D
-0.26%
1M
0.53%
YTD
7.26%
6M
15.74%
1Y
46.30%
3Y*
17.94%
5Y*
12.99%
10Y*
11.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPTC.L vs. IWVL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
JPTC.L
JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)
-3.48%11.44%20.36%16.17%-8.74%25.32%0.92%
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)
7.26%30.41%6.96%13.56%0.94%21.25%1.96%

Correlation

The correlation between JPTC.L and IWVL.L is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


JPTC.L vs. IWVL.L - Expense Ratio Comparison

JPTC.L has a 0.19% expense ratio, which is lower than IWVL.L'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%.


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Return for Risk

JPTC.L vs. IWVL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JPTC.L

IWVL.L
IWVL.L Risk / Return Rank: 9494
Overall Rank
IWVL.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9393
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JPTC.L vs. IWVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.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.


JPTC.LIWVL.LDifference

Sharpe ratio

Return per unit of total volatility

0.97

2.29

-1.31

Sortino ratio

Return per unit of downside risk

1.43

2.96

-1.52

Omega ratio

Gain probability vs. loss probability

1.20

1.44

-0.24

Calmar ratio

Return relative to maximum drawdown

2.23

5.18

-2.95

Martin ratio

Return relative to average drawdown

9.30

21.87

-12.56

JPTC.L vs. IWVL.L - Sharpe Ratio Comparison

The current JPTC.L Sharpe Ratio is 0.97, which is lower than the IWVL.L Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of JPTC.L and IWVL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JPTC.LIWVL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

2.29

-1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.93

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.63

+0.33

Drawdowns

JPTC.L vs. IWVL.L - Drawdown Comparison

The maximum JPTC.L drawdown since its inception was -19.17%, smaller than the maximum IWVL.L drawdown of -28.56%. Use the drawdown chart below to compare losses from any high point for JPTC.L and IWVL.L.


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Volatility

JPTC.L vs. IWVL.L - Volatility Comparison

The current volatility for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPTC.L) is 4.53%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a volatility of 7.19%. This indicates that JPTC.L experiences smaller price fluctuations and is considered to be less risky than IWVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPTC.LIWVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

7.19%

-2.66%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

11.01%

-2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

14.91%

15.48%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.38%

14.01%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.38%

15.92%

-0.54%

Dividends

JPTC.L vs. IWVL.L - Dividend Comparison

Neither JPTC.L nor IWVL.L has paid dividends to shareholders.


Tickers have no history of dividend payments