SDWD.L vs. JEPG.L

Last updated Apr 3, 2026

Compare and contrast key facts about iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L).

SDWD.L and JEPG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDWD.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 19, 2018. JEPG.L is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.

Performance

SDWD.L vs. JEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L). The values are adjusted to include any dividend payments, if applicable.

SDWD.L vs. JEPG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SDWD.L iShares MSCI World ESG Screened UCITS ETF USD (Dist)	-3.98%	20.86%	20.47%	5.14%
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist	1.08%	12.39%	7.83%	1.63%

Returns By Period

In the year-to-date period, SDWD.L achieves a -3.98% return, which is significantly lower than JEPG.L's 1.08% return.

SDWD.L

• 1D: -0.45%
• 1M: -2.43%
• YTD: -3.98%
• 6M: -0.73%
• 1Y: 19.21%
• 3Y*: 17.79%
• 5Y*: 10.49%
• 10Y*: —

JEPG.L

• 1D: -0.15%
• 1M: -2.55%
• YTD: 1.08%
• 6M: 3.29%
• 1Y: 4.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SDWD.L vs. JEPG.L - Expense Ratio Comparison

SDWD.L has a 0.20% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.

JEPG.L

JPM Global Equity Premium Income Active UCITS ETF - USD Dist

SDWD.L

iShares MSCI World ESG Screened UCITS ETF USD (Dist)

Return for Risk

SDWD.L vs. JEPG.L — Risk / Return Rank

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

SDWD.L

SDWD.L Risk / Return Rank: 69
SDWD.L Sharpe Ratio Rank: 63
SDWD.L Sortino Ratio Rank: 63
SDWD.L Omega Ratio Rank: 62
SDWD.L Calmar Ratio Rank: 75
SDWD.L Martin Ratio Rank: 81

JEPG.L

JEPG.L Risk / Return Rank: 21
JEPG.L Sharpe Ratio Rank: 20
JEPG.L Sortino Ratio Rank: 18
JEPG.L Omega Ratio Rank: 19
JEPG.L Calmar Ratio Rank: 24
JEPG.L Martin Ratio Rank: 25

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.

SDWD.L vs. JEPG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.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.

	SDWD.L	JEPG.L	Difference
Sharpe ratio Return per unit of total volatility	1.17	0.33	+0.85
Sortino ratio Return per unit of downside risk	1.70	0.53	+1.17
Omega ratio Gain probability vs. loss probability	1.24	1.07	+0.17
Calmar ratio Return relative to maximum drawdown	2.50	0.68	+1.81
Martin ratio Return relative to average drawdown	10.92	2.28	+8.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SDWD.L vs. JEPG.L - Sharpe Ratio Comparison

The current SDWD.L Sharpe Ratio is 1.17, which is higher than the JEPG.L Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of SDWD.L and JEPG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SDWD.L	JEPG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	0.33	+0.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.89	-0.16

Correlation

The correlation between SDWD.L and JEPG.L is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SDWD.L vs. JEPG.L - Dividend Comparison

SDWD.L's dividend yield for the trailing twelve months is around 1.16%, less than JEPG.L's 7.96% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SDWD.L iShares MSCI World ESG Screened UCITS ETF USD (Dist)	1.16%	1.12%	1.27%	1.42%	1.66%	1.22%	1.28%	1.77%	0.20%
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist	7.96%	7.86%	6.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SDWD.L vs. JEPG.L - Drawdown Comparison

The maximum SDWD.L drawdown since its inception was -33.64%, which is greater than JEPG.L's maximum drawdown of -7.92%. Use the drawdown chart below to compare losses from any high point for SDWD.L and JEPG.L.

Drawdown Indicators

	SDWD.L	JEPG.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.64%	-7.92%	-25.72%
Max Drawdown (1Y) Largest decline over 1 year	-9.31%	-7.59%	-1.72%
Max Drawdown (5Y) Largest decline over 5 years	-26.93%	—	—
Current Drawdown Current decline from peak	-6.22%	-4.46%	-1.76%
Average Drawdown Average peak-to-trough decline	-5.35%	-1.35%	-4.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	1.96%	+0.17%

Volatility

SDWD.L vs. JEPG.L - Volatility Comparison

iShares MSCI World ESG Screened UCITS ETF USD (Dist) (SDWD.L) has a higher volatility of 5.41% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) at 3.95%. This indicates that SDWD.L's price experiences larger fluctuations and is considered to be riskier than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SDWD.L	JEPG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	3.95%	+1.46%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	6.57%	+2.80%
Volatility (1Y) Calculated over the trailing 1-year period	16.33%	12.47%	+3.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.04%	11.10%	+4.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.55%	11.10%	+6.45%