SNAW.DE vs. JPGL.DE
SNAW.DE (iShares MSCI World ESG Screened UCITS ETF USD (Acc)) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - SNAW.DE tracks the MSCI World ESG Screened while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 5 years, SNAW.DE returned 13.25%/yr vs 10.25%/yr for JPGL.DE. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
SNAW.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SNAW.DE achieves a 10.75% return, which is significantly lower than JPGL.DE's 11.57% return.
SNAW.DE
- 1D
- 0.02%
- 1M
- 3.93%
- YTD
- 10.75%
- 6M
- 10.75%
- 1Y
- 24.24%
- 3Y*
- 18.23%
- 5Y*
- 13.25%
- 10Y*
- —
JPGL.DE
- 1D
- -0.10%
- 1M
- 2.54%
- YTD
- 11.57%
- 6M
- 11.95%
- 1Y
- 19.90%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
SNAW.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SNAW.DE iShares MSCI World ESG Screened UCITS ETF USD (Acc) | 10.75% | 7.91% | 27.45% | 22.43% | -15.24% | 33.21% | 6.88% | 8.45% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -4.98% | 33.79% | -3.55% | 6.48% |
Correlation
The correlation between SNAW.DE and JPGL.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.85 |
Over the past year, the correlation between SNAW.DE and JPGL.DE has dropped to 0.65 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
SNAW.DE vs. JPGL.DE — Risk / Return Rank
SNAW.DE
JPGL.DE
SNAW.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.DE) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE). 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.
| SNAW.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.40 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 4.10 | -0.95 |
| Martin ratioReturn relative to average drawdown | 12.49 | 15.50 | -3.02 |
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
| SNAW.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 2.28 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.85 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.68 | +0.02 |
Drawdowns
SNAW.DE vs. JPGL.DE - Drawdown Comparison
The maximum SNAW.DE drawdown since its inception was -33.26%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for SNAW.DE and JPGL.DE.
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Drawdown Indicators
| SNAW.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -35.55% | +2.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.69% | -4.75% | -2.94% |
Max Drawdown (3Y)Largest decline over 3 years | -22.37% | -17.34% | -5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -17.34% | -5.03% |
Current DrawdownCurrent decline from peak | -0.36% | -0.10% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -4.81% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.26% | +0.69% |
Volatility
SNAW.DE vs. JPGL.DE - Volatility Comparison
iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.DE) has a higher volatility of 2.85% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that SNAW.DE's price experiences larger fluctuations and is considered to be riskier than JPGL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNAW.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 2.06% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 6.02% | +2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 8.55% | +3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 11.86% | +2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.16% | 15.01% | +2.15% |
SNAW.DE vs. JPGL.DE - Expense Ratio Comparison
Both SNAW.DE and JPGL.DE 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
SNAW.DE vs. JPGL.DE - Dividend Comparison
Neither SNAW.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
SNAW.DE and JPGL.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SNAW.DE and JPGL.DE have the same expense ratio: 0.20% per year.
SNAW.DE tracks MSCI World ESG Screened, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: iShares and JPMorgan.
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