MWOZ.L vs. JPLG.L
MWOZ.L (Amundi Prime Global UCITS ETF Dist) and JPLG.L (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - MWOZ.L tracks the Solactive GBS Developed Markets Large & Mid Cap Index while JPLG.L tracks the MSCI ACWI NR USD. Both are passively managed. Over the past year, MWOZ.L returned 27.68% vs 22.95% for JPLG.L. A 0.72 correlation means they provide meaningful diversification when combined. MWOZ.L charges 0.05%/yr vs 0.20%/yr for JPLG.L.
Performance
MWOZ.L vs. JPLG.L - Performance Comparison
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Different Trading Currencies
MWOZ.L is traded in GBP, while JPLG.L is traded in GBp. To make them comparable, the JPLG.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, MWOZ.L achieves a 10.17% return, which is significantly lower than JPLG.L's 10.77% return.
MWOZ.L
- 1D
- 0.05%
- 1M
- 5.09%
- YTD
- 10.17%
- 6M
- 10.38%
- 1Y
- 27.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPLG.L
- 1D
- 0.01%
- 1M
- 3.40%
- YTD
- 10.77%
- 6M
- 11.42%
- 1Y
- 22.95%
- 3Y*
- 13.72%
- 5Y*
- 10.40%
- 10Y*
- —
MWOZ.L vs. JPLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MWOZ.L Amundi Prime Global UCITS ETF Dist | 10.17% | 8.44% |
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 10.77% | 4.84% |
Correlation
The correlation between MWOZ.L and JPLG.L is 0.67, 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 | 0.67 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2025 | 0.72 |
The correlation between MWOZ.L and JPLG.L has been stable across timeframes, ranging from 0.67 to 0.72 - a consistent structural relationship.
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Return for Risk
MWOZ.L vs. JPLG.L — Risk / Return Rank
MWOZ.L
JPLG.L
MWOZ.L vs. JPLG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF Dist (MWOZ.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.
| MWOZ.L | JPLG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.52 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.16 | 4.09 | +0.07 |
| Martin ratioReturn relative to average drawdown | 16.80 | 15.27 | +1.53 |
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
| MWOZ.L | JPLG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | 2.90 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.95 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.69 | +0.34 |
Drawdowns
MWOZ.L vs. JPLG.L - Drawdown Comparison
The maximum MWOZ.L drawdown since its inception was -18.50%, smaller than the maximum JPLG.L drawdown of -27.53%. Use the drawdown chart below to compare losses from any high point for MWOZ.L and JPLG.L.
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Drawdown Indicators
| MWOZ.L | JPLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.50% | -27.53% | +9.03% |
Max Drawdown (1Y)Largest decline over 1 year | -6.63% | -5.59% | -1.04% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.65% | — |
Current DrawdownCurrent decline from peak | -0.15% | 0.00% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -3.30% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 1.50% | +0.14% |
Volatility
MWOZ.L vs. JPLG.L - Volatility Comparison
Amundi Prime Global UCITS ETF Dist (MWOZ.L) has a higher volatility of 2.54% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) at 1.96%. This indicates that MWOZ.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
| MWOZ.L | JPLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.54% | 1.96% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 7.27% | 5.88% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.29% | 7.87% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 10.90% | +3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.91% | 13.75% | +0.16% |
MWOZ.L vs. JPLG.L - Expense Ratio Comparison
MWOZ.L has a 0.05% expense ratio, which is lower than JPLG.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
MWOZ.L vs. JPLG.L - Dividend Comparison
MWOZ.L's dividend yield for the trailing twelve months is around 1.20%, while JPLG.L has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% |
MWOZ.L Amundi Prime Global UCITS ETF Dist | 1.20% | 1.60% |
Frequently Asked Questions
MWOZ.L and JPLG.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWOZ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOZ.L is cheaper with a 0.05% expense ratio, compared with 0.20% for JPLG.L.
MWOZ.L tracks Solactive GBS Developed Markets Large & Mid Cap Index, while JPLG.L tracks MSCI ACWI NR USD. They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.05% for MWOZ.L and 0.20% for JPLG.L.
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