JREM.L vs. JPLG.L
JREM.L (JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc)) and JPLG.L (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both exchange-traded funds - JREM.L is a Emerging Markets Equities fund actively managed by JPMorgan, while JPLG.L is a Global Equities fund tracking the MSCI ACWI NR USD. JREM.L is actively managed, while JPLG.L is passively managed. Over the past 5 years, JREM.L returned 6.29%/yr vs 9.05%/yr for JPLG.L. A 0.61 correlation means they provide meaningful diversification when combined. JREM.L charges 0.30%/yr vs 0.20%/yr for JPLG.L.
Performance
JREM.L vs. JPLG.L - Performance Comparison
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Different Trading Currencies
JREM.L is traded in USD, while JPLG.L is traded in GBp. To make them comparable, the JPLG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JREM.L achieves a 23.23% return, which is significantly higher than JPLG.L's 9.55% return.
JREM.L
- 1D
- -4.56%
- 1M
- -1.80%
- YTD
- 23.23%
- 6M
- 25.25%
- 1Y
- 48.04%
- 3Y*
- 22.42%
- 5Y*
- 6.29%
- 10Y*
- —
JPLG.L
- 1D
- -0.87%
- 1M
- 0.47%
- YTD
- 9.55%
- 6M
- 10.74%
- 1Y
- 20.91%
- 3Y*
- 16.32%
- 5Y*
- 9.05%
- 10Y*
- —
JREM.L vs. JPLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JREM.L JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) | 23.23% | 34.67% | 6.61% | 8.00% | -21.37% | -2.64% | 20.39% | 7.37% |
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 9.55% | 18.42% | 10.23% | 12.69% | -10.05% | 23.54% | 5.71% | 6.20% |
Correlation
The correlation between JREM.L and JPLG.L is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.61 |
The correlation between JREM.L and JPLG.L has been stable across timeframes, ranging from 0.51 to 0.61 - a consistent structural relationship.
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Return for Risk
JREM.L vs. JPLG.L — Risk / Return Rank
JREM.L
JPLG.L
JREM.L vs. JPLG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) (JREM.L) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.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.
| JREM.L | JPLG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.40 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 3.15 | +0.67 |
| Martin ratioReturn relative to average drawdown | 13.66 | 11.81 | +1.86 |
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
| JREM.L | JPLG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 2.28 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.69 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.67 | -0.19 |
Drawdowns
JREM.L vs. JPLG.L - Drawdown Comparison
The maximum JREM.L drawdown since its inception was -41.84%, which is greater than JPLG.L's maximum drawdown of -35.38%. Use the drawdown chart below to compare losses from any high point for JREM.L and JPLG.L.
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Drawdown Indicators
| JREM.L | JPLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.84% | -35.38% | -6.46% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -6.61% | -5.89% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -12.54% | -3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -38.66% | -21.57% | -17.09% |
Current DrawdownCurrent decline from peak | -7.07% | -0.87% | -6.20% |
Average DrawdownAverage peak-to-trough decline | -15.34% | -4.50% | -10.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 1.77% | +1.74% |
Volatility
JREM.L vs. JPLG.L - Volatility Comparison
JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) (JREM.L) has a higher volatility of 9.75% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) at 2.25%. This indicates that JREM.L's price experiences larger fluctuations and is considered to be riskier than JPLG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREM.L | JPLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.75% | 2.25% | +7.50% |
Volatility (6M)Calculated over the trailing 6-month period | 18.10% | 6.94% | +11.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 9.14% | +11.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.15% | 13.19% | +5.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 15.84% | +4.71% |
JREM.L vs. JPLG.L - Expense Ratio Comparison
JREM.L has a 0.30% expense ratio, which is higher than JPLG.L's 0.20% expense ratio.
Dividends
JREM.L vs. JPLG.L - Dividend Comparison
Neither JREM.L nor JPLG.L has paid dividends to shareholders.
Frequently Asked Questions
JREM.L and JPLG.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPLG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPLG.L is cheaper with a 0.20% expense ratio, compared with 0.30% for JREM.L.
JREM.L is categorized as Emerging Markets Equities, while JPLG.L is Global Equities. Their fees differ too: 0.30% for JREM.L and 0.20% for JPLG.L.
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