JRDG.L vs. JGGI.L
Compare and contrast key facts about JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDG.L) and JP Morgan Global Growth & Income plc (JGGI.L).
JRDG.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 10, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JRDG.L or JGGI.L.
Key characteristics
| JRDG.L | JGGI.L | |
|---|---|---|
| YTD Return | 19.43% | 20.72% |
| 1Y Return | 25.10% | 24.97% |
| 3Y Return (Ann) | 8.72% | 12.31% |
| Sharpe Ratio | 2.42 | 1.88 |
| Sortino Ratio | 3.40 | 2.65 |
| Omega Ratio | 1.45 | 1.34 |
| Calmar Ratio | 3.81 | 2.97 |
| Martin Ratio | 16.15 | 10.61 |
| Ulcer Index | 1.51% | 2.36% |
| Daily Std Dev | 10.08% | 13.33% |
| Max Drawdown | -15.72% | -54.88% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between JRDG.L and JGGI.L is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
JRDG.L vs. JGGI.L - Performance Comparison
In the year-to-date period, JRDG.L achieves a 19.43% return, which is significantly lower than JGGI.L's 20.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JRDG.L vs. JGGI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDG.L) and JP Morgan Global Growth & Income plc (JGGI.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.
Dividends
JRDG.L vs. JGGI.L - Dividend Comparison
JRDG.L has not paid dividends to shareholders, while JGGI.L's dividend yield for the trailing twelve months is around 3.30%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRDG.L JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JGGI.L JP Morgan Global Growth & Income plc | 3.30% | 3.52% | 3.99% | 3.23% | 2.55% | 0.04% | 0.04% | 0.03% | 0.02% | 0.02% | 0.01% | 1.60% |
Drawdowns
JRDG.L vs. JGGI.L - Drawdown Comparison
The maximum JRDG.L drawdown since its inception was -15.72%, smaller than the maximum JGGI.L drawdown of -54.88%. Use the drawdown chart below to compare losses from any high point for JRDG.L and JGGI.L. For additional features, visit the drawdowns tool.
Volatility
JRDG.L vs. JGGI.L - Volatility Comparison
The current volatility for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDG.L) is 2.73%, while JP Morgan Global Growth & Income plc (JGGI.L) has a volatility of 3.90%. This indicates that JRDG.L experiences smaller price fluctuations and is considered to be less risky than JGGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.