PortfoliosLab logoPortfoliosLab logo
JRDG.L vs. PACW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRDG.L vs. PACW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDG.L) and Amundi Prime All Country World UCITS ETF Income (PACW.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

JRDG.L is traded in GBp, while PACW.L is traded in GBP. To make them comparable, the PACW.L values have been converted to GBp using the latest available exchange rates.

Returns By Period


JRDG.L

1D
-0.63%
1M
2.69%
YTD
8.99%
6M
8.85%
1Y
25.42%
3Y*
16.85%
5Y*
10Y*

PACW.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JRDG.L vs. PACW.L — Risk / Return Rank

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

JRDG.L
JRDG.L Risk / Return Rank: 8484
Overall Rank
JRDG.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
JRDG.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
JRDG.L Omega Ratio Rank: 8585
Omega Ratio Rank
JRDG.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
JRDG.L Martin Ratio Rank: 8484
Martin Ratio Rank

PACW.L
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.

JRDG.L vs. PACW.L - Risk-Adjusted Trends 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 Amundi Prime All Country World UCITS ETF Income (PACW.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.


JRDG.LPACW.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.47

Calmar ratioReturn relative to maximum drawdown

3.82

Martin ratioReturn relative to average drawdown

15.72

JRDG.L vs. PACW.L - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


JRDG.LPACW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

Drawdowns

JRDG.L vs. PACW.L - Drawdown Comparison


Loading charts...

Drawdown Indicators


JRDG.LPACW.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.59%

Max Drawdown (1Y)

Largest decline over 1 year

-6.62%

Max Drawdown (3Y)

Largest decline over 3 years

-18.59%

Current Drawdown

Current decline from peak

-0.78%

Average Drawdown

Average peak-to-trough decline

-3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

Volatility

JRDG.L vs. PACW.L - Volatility Comparison


Loading charts...

Volatility by Period


JRDG.LPACW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.22%

Volatility (1Y)

Calculated over the trailing 1-year period

10.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.41%

JRDG.L vs. PACW.L - Expense Ratio Comparison

JRDG.L has a 0.25% expense ratio, which is higher than PACW.L's 0.07% 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

JRDG.L vs. PACW.L - Dividend Comparison

JRDG.L's dividend yield for the trailing twelve months is around 1.04%, while PACW.L has not paid dividends to shareholders.


PositionTTM2025202420232022
JRDG.L
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)
1.04%0.99%1.01%0.94%1.43%
PACW.L
Amundi Prime All Country World UCITS ETF Income
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, PACW.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PACW.L is cheaper with a 0.07% expense ratio, compared with 0.25% for JRDG.L.

JRDG.L tracks MSCI ACWI NR USD, while PACW.L tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.25% for JRDG.L and 0.07% for PACW.L.

Portfolio Optimizer

Find the right allocation for JRDG.L and PACW.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer