JURE.L vs. JPLG.L

Last updated Jun 5, 2026

JURE.L (JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)) and JPLG.L (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both exchange-traded funds - JURE.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while JPLG.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, JURE.L returned 14.89%/yr vs 10.40%/yr for JPLG.L. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.

Performance

JURE.L vs. JPLG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JURE.L achieves a 9.76% return, which is significantly lower than JPLG.L's 10.77% return.

JURE.L

• 1D: 0.00%
• 1M: 3.93%
• YTD: 9.76%
• 6M: 9.23%
• 1Y: 27.95%
• 3Y*: 18.48%
• 5Y*: 14.89%
• 10Y*: —

JPLG.L

• 1D: 0.01%
• 1M: 2.62%
• YTD: 10.77%
• 6M: 10.93%
• 1Y: 23.28%
• 3Y*: 13.72%
• 5Y*: 10.40%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JURE.L vs. JPLG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
JURE.L JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc)	9.76%	8.38%	27.17%	21.34%	-9.44%	32.51%	15.58%	1.81%
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating	10.77%	10.11%	12.09%	7.05%	0.72%	24.67%	2.57%	-0.56%

Correlation

The correlation between JURE.L and JPLG.L is 0.58, 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	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019	0.81

Over the past year, the correlation between JURE.L and JPLG.L has dropped to 0.58 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

JURE.L vs. JPLG.L - Sectors Allocation Comparison

Sectors	JURE.L	JPLG.L
Technology	35.7%	10.7%
Financial Services	11.6%	11.3%
Communication Services	11.1%	5.8%
Consumer Cyclical	11.1%	7.9%
Healthcare	8.6%	12.2%
Industrials	8.2%	10.5%
Consumer Defensive	4.2%	8.4%
Energy	3.5%	8.4%
Utilities	2.4%	9.3%
Real Estate	1.9%	7.5%
Basic Materials	1.9%	8.1%

Return for Risk

JURE.L vs. JPLG.L — Risk / Return Rank

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

JURE.L

JURE.L Risk / Return Rank: 81
JURE.L Sharpe Ratio Rank: 84
JURE.L Sortino Ratio Rank: 82
JURE.L Omega Ratio Rank: 84
JURE.L Calmar Ratio Rank: 79
JURE.L Martin Ratio Rank: 79

JPLG.L

JPLG.L Risk / Return Rank: 84
JPLG.L Sharpe Ratio Rank: 88
JPLG.L Sortino Ratio Rank: 88
JPLG.L Omega Ratio Rank: 86
JPLG.L Calmar Ratio Rank: 80
JPLG.L Martin Ratio Rank: 79

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.

JURE.L vs. JPLG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.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.

	JURE.L	JPLG.L	Difference
Sharpe ratio: Return per unit of total volatility	2.69	2.90	-0.21
Sortino ratio: Return per unit of downside risk	3.60	3.98	-0.38
Omega ratio: Gain probability vs. loss probability	1.50	1.52	-0.01
Calmar ratio: Return relative to maximum drawdown	3.99	4.09	-0.10
Martin ratio: Return relative to average drawdown	15.08	15.27	-0.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JURE.L vs. JPLG.L - Sharpe Ratio Comparison

The current JURE.L Sharpe Ratio is 2.69, which is comparable to the JPLG.L Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of JURE.L and JPLG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JURE.L	JPLG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.69	2.90	-0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.03	0.95	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	0.69	+0.26

Drawdowns

JURE.L vs. JPLG.L - Drawdown Comparison

The maximum JURE.L drawdown since its inception was -26.13%, smaller than the maximum JPLG.L drawdown of -27.53%. Use the drawdown chart below to compare losses from any high point for JURE.L and JPLG.L.

Drawdown Indicators

	JURE.L	JPLG.L	Difference
Max Drawdown Largest peak-to-trough decline	-26.13%	-27.53%	+1.40%
Max Drawdown (1Y) Largest decline over 1 year	-7.00%	-5.59%	-1.41%
Max Drawdown (3Y) Largest decline over 3 years	-21.50%	-13.65%	-7.85%
Max Drawdown (5Y) Largest decline over 5 years	-21.50%	-13.65%	-7.85%
Current Drawdown Current decline from peak	-0.26%	0.00%	-0.26%
Average Drawdown Average peak-to-trough decline	-3.66%	-3.30%	-0.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	1.50%	+0.36%

Volatility

JURE.L vs. JPLG.L - Volatility Comparison

JPMorgan US Research Enhanced Index Equity UCITS ETF - USD (acc) (JURE.L) has a higher volatility of 2.59% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) at 1.96%. This indicates that JURE.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.

Volatility by Period

	JURE.L	JPLG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.59%	1.96%	+0.63%
Volatility (6M) Calculated over the trailing 6-month period	7.03%	5.88%	+1.15%
Volatility (1Y) Calculated over the trailing 1-year period	10.38%	7.87%	+2.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.45%	10.90%	+3.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.39%	13.75%	+2.64%

JURE.L vs. JPLG.L - Expense Ratio Comparison

Both JURE.L and JPLG.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

JURE.L vs. JPLG.L - Dividend Comparison

Neither JURE.L nor JPLG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both JURE.L and JPLG.L in my portfolio?

JURE.L and JPLG.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JURE.L or JPLG.L?

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JURE.L or JPLG.L?

JURE.L and JPLG.L have the same expense ratio: 0.20% per year.

What is the main difference between JURE.L and JPLG.L?

JURE.L is categorized as Large Cap Blend Equities, while JPLG.L is Global Equities. JURE.L tracks Russell 1000 TR USD, while JPLG.L tracks MSCI ACWI NR USD.