JRGD.DE vs. JGGI.L
Compare and contrast key facts about JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.DE) and JP Morgan Global Growth & Income plc (JGGI.L).
JRGD.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Global Research Enhanced Index Equity (ESG). It was launched on Oct 10, 2018.
Performance
JRGD.DE vs. JGGI.L - Performance Comparison
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JRGD.DE vs. JGGI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JRGD.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | -1.15% | 6.67% | 25.38% | 21.25% | -13.07% | 10.88% |
JGGI.L JP Morgan Global Growth & Income plc | -2.35% | -2.44% | 25.63% | 25.22% | -9.87% | 8.56% |
Different Trading Currencies
JRGD.DE is traded in EUR, while JGGI.L is traded in GBp. To make them comparable, the JGGI.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JRGD.DE achieves a -1.15% return, which is significantly higher than JGGI.L's -2.35% return.
JRGD.DE
- 1D
- 1.97%
- 1M
- -3.20%
- YTD
- -1.15%
- 6M
- 2.63%
- 1Y
- 11.42%
- 3Y*
- 14.80%
- 5Y*
- —
- 10Y*
- —
JGGI.L
- 1D
- 2.54%
- 1M
- -1.53%
- YTD
- -2.35%
- 6M
- -1.44%
- 1Y
- 3.69%
- 3Y*
- 11.22%
- 5Y*
- 9.61%
- 10Y*
- 13.77%
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Return for Risk
JRGD.DE vs. JGGI.L — Risk / Return Rank
JRGD.DE
JGGI.L
JRGD.DE vs. JGGI.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) (JRGD.DE) 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.
| JRGD.DE | JGGI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.22 | +0.49 |
Sortino ratioReturn per unit of downside risk | 1.04 | 0.42 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.05 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.44 | +0.85 |
Martin ratioReturn relative to average drawdown | 6.11 | 1.29 | +4.82 |
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
| JRGD.DE | JGGI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.22 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.55 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.43 | +0.26 |
Correlation
The correlation between JRGD.DE and JGGI.L is 0.76, 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.
Dividends
JRGD.DE vs. JGGI.L - Dividend Comparison
JRGD.DE's dividend yield for the trailing twelve months is around 0.90%, less than JGGI.L's 4.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRGD.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.90% | 0.89% | 0.91% | 0.85% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JGGI.L JP Morgan Global Growth & Income plc | 4.14% | 3.99% | 3.55% | 3.52% | 3.99% | 3.23% | 3.39% | 3.69% | 4.32% | 3.17% | 1.96% | 1.51% |
Drawdowns
JRGD.DE vs. JGGI.L - Drawdown Comparison
The maximum JRGD.DE drawdown since its inception was -21.56%, smaller than the maximum JGGI.L drawdown of -53.20%. Use the drawdown chart below to compare losses from any high point for JRGD.DE and JGGI.L.
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Drawdown Indicators
| JRGD.DE | JGGI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.56% | -54.88% | +33.32% |
Max Drawdown (1Y)Largest decline over 1 year | -13.28% | -8.26% | -5.02% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.49% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.54% | — |
Current DrawdownCurrent decline from peak | -3.56% | -5.00% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -11.13% | +6.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.53% | -0.65% |
Volatility
JRGD.DE vs. JGGI.L - Volatility Comparison
The current volatility for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.DE) is 4.31%, while JP Morgan Global Growth & Income plc (JGGI.L) has a volatility of 5.87%. This indicates that JRGD.DE 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.
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Volatility by Period
| JRGD.DE | JGGI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 5.87% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.18% | 10.31% | -2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 17.97% | -1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 17.40% | -2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.46% | 20.93% | -6.47% |