JPVA.DE vs. JPGL.DE
JPVA.DE (JPMorgan US Value Active UCITS ETF USD (Acc)) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both exchange-traded funds - JPVA.DE is a Large Cap Value Equities fund actively managed by JPMorgan, while JPGL.DE is a Global Equities fund tracking the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. JPVA.DE is actively managed, while JPGL.DE is passively managed. Over the past year, JPVA.DE returned 23.55% vs 19.90% for JPGL.DE. Their correlation of 0.86 suggests significant overlap in exposure. JPVA.DE charges 0.50%/yr vs 0.20%/yr for JPGL.DE.
Performance
JPVA.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPVA.DE achieves a 9.76% return, which is significantly lower than JPGL.DE's 11.57% return.
JPVA.DE
- 1D
- 0.75%
- 1M
- 2.96%
- YTD
- 9.76%
- 6M
- 9.73%
- 1Y
- 23.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPGL.DE
- 1D
- -0.10%
- 1M
- 2.54%
- YTD
- 11.57%
- 6M
- 11.95%
- 1Y
- 19.90%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
JPVA.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 9.76% | 1.79% | 20.26% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 14.87% |
Correlation
The correlation between JPVA.DE and JPGL.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2024 | 0.86 |
The correlation between JPVA.DE and JPGL.DE has been stable across timeframes, ranging from 0.86 to 0.86 - a consistent structural relationship.
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Return for Risk
JPVA.DE vs. JPGL.DE — Risk / Return Rank
JPVA.DE
JPGL.DE
JPVA.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.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.
| JPVA.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.40 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.58 | 4.10 | +0.48 |
| Martin ratioReturn relative to average drawdown | 14.35 | 15.50 | -1.15 |
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
| JPVA.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 2.28 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.68 | +0.28 |
Drawdowns
JPVA.DE vs. JPGL.DE - Drawdown Comparison
The maximum JPVA.DE drawdown since its inception was -21.80%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for JPVA.DE and JPGL.DE.
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Drawdown Indicators
| JPVA.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.80% | -35.55% | +13.75% |
Max Drawdown (1Y)Largest decline over 1 year | -5.03% | -4.75% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.34% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.34% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.10% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -4.81% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.26% | +0.35% |
Volatility
JPVA.DE vs. JPGL.DE - Volatility Comparison
JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) has a higher volatility of 2.22% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that JPVA.DE's price experiences larger fluctuations and is considered to be riskier than JPGL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPVA.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 2.06% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 6.02% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.18% | 8.55% | +2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 11.86% | +2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.96% | 15.01% | -1.05% |
JPVA.DE vs. JPGL.DE - Expense Ratio Comparison
JPVA.DE has a 0.50% expense ratio, which is higher than JPGL.DE's 0.20% expense ratio.
Dividends
JPVA.DE vs. JPGL.DE - Dividend Comparison
Neither JPVA.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
JPVA.DE and JPGL.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPGL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPGL.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for JPVA.DE.
JPVA.DE is categorized as Large Cap Value Equities, while JPGL.DE is Global Equities. Their fees differ too: 0.50% for JPVA.DE and 0.20% for JPGL.DE.
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