NTSE vs. JPGL.L
Compare and contrast key facts about WisdomTree Emerging Markets Efficient Core Fund (NTSE) and JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L).
NTSE and JPGL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NTSE is an actively managed fund by WisdomTree. It was launched on May 20, 2021. JPGL.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 9, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTSE or JPGL.L.
Performance
NTSE vs. JPGL.L - Performance Comparison
Returns By Period
In the year-to-date period, NTSE achieves a 7.25% return, which is significantly lower than JPGL.L's 13.76% return.
NTSE
7.25%
-6.17%
1.43%
13.73%
N/A
N/A
JPGL.L
13.76%
-2.26%
5.04%
21.85%
9.32%
N/A
Key characteristics
| NTSE | JPGL.L | |
|---|---|---|
| Sharpe Ratio | 0.85 | 2.25 |
| Sortino Ratio | 1.29 | 3.17 |
| Omega Ratio | 1.16 | 1.41 |
| Calmar Ratio | 0.43 | 4.03 |
| Martin Ratio | 4.08 | 14.41 |
| Ulcer Index | 3.40% | 1.52% |
| Daily Std Dev | 16.27% | 9.72% |
| Max Drawdown | -42.84% | -35.87% |
| Current Drawdown | -22.04% | -2.81% |
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NTSE vs. JPGL.L - Expense Ratio Comparison
NTSE has a 0.38% expense ratio, which is higher than JPGL.L's 0.19% expense ratio.
Correlation
The correlation between NTSE and JPGL.L is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
NTSE vs. JPGL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Efficient Core Fund (NTSE) and JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.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.
Dividends
NTSE vs. JPGL.L - Dividend Comparison
NTSE's dividend yield for the trailing twelve months is around 2.27%, while JPGL.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
NTSE WisdomTree Emerging Markets Efficient Core Fund | 2.27% | 2.44% | 3.22% | 2.10% |
JPGL.L JPM Global Equity Multi-Factor UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NTSE vs. JPGL.L - Drawdown Comparison
The maximum NTSE drawdown since its inception was -42.84%, which is greater than JPGL.L's maximum drawdown of -35.87%. Use the drawdown chart below to compare losses from any high point for NTSE and JPGL.L. For additional features, visit the drawdowns tool.
Volatility
NTSE vs. JPGL.L - Volatility Comparison
WisdomTree Emerging Markets Efficient Core Fund (NTSE) has a higher volatility of 5.28% compared to JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) at 2.37%. This indicates that NTSE's price experiences larger fluctuations and is considered to be riskier than JPGL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.