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SRIW.L vs. JEPG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SRIW.L vs. JEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.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.

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


Different Trading Currencies

SRIW.L is traded in GBp, while JEPG.L is traded in USD. To make them comparable, the JEPG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SRIW.L achieves a -3.70% return, which is significantly lower than JEPG.L's 2.90% return.


SRIW.L

1D
2.25%
1M
-4.29%
YTD
-3.70%
6M
-1.27%
1Y
11.04%
3Y*
11.19%
5Y*
8.88%
10Y*

JEPG.L

1D
1.14%
1M
-2.63%
YTD
2.90%
6M
4.68%
1Y
1.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SRIW.L has a 0.22% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.


Return for Risk

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

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

SRIW.L
SRIW.L Risk / Return Rank: 2727
Overall Rank
SRIW.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SRIW.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
SRIW.L Omega Ratio Rank: 3737
Omega Ratio Rank
SRIW.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
SRIW.L Martin Ratio Rank: 1313
Martin Ratio Rank

JEPG.L
JEPG.L Risk / Return Rank: 2222
Overall Rank
JEPG.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
JEPG.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
JEPG.L Omega Ratio Rank: 2020
Omega Ratio Rank
JEPG.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
JEPG.L Martin Ratio Rank: 2626
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.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.


SRIW.LJEPG.LDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.14

+0.63

Sortino ratio

Return per unit of downside risk

1.10

0.26

+0.84

Omega ratio

Gain probability vs. loss probability

1.16

1.03

+0.13

Calmar ratio

Return relative to maximum drawdown

0.07

0.39

-0.32

Martin ratio

Return relative to average drawdown

0.23

0.91

-0.67

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

The current SRIW.L Sharpe Ratio is 0.76, which is higher than the JEPG.L Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of SRIW.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.


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Sharpe Ratios by Period


SRIW.LJEPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.14

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.65

+0.20

Correlation

The correlation between SRIW.L and JEPG.L is 0.26, 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

SRIW.L vs. JEPG.L - Dividend Comparison

SRIW.L's dividend yield for the trailing twelve months is around 1.14%, less than JEPG.L's 7.95% yield.


TTM202520242023202220212020
SRIW.L
UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis
1.14%1.28%1.25%1.26%1.47%1.10%0.22%
JEPG.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist
7.95%7.86%6.50%0.00%0.00%0.00%0.00%

Drawdowns

SRIW.L vs. JEPG.L - Drawdown Comparison

The maximum SRIW.L drawdown since its inception was -21.55%, which is greater than JEPG.L's maximum drawdown of -8.39%. Use the drawdown chart below to compare losses from any high point for SRIW.L and JEPG.L.


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Drawdown Indicators


SRIW.LJEPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.55%

-7.92%

-13.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-7.92%

-1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

Current Drawdown

Current decline from peak

-6.60%

-4.32%

-2.28%

Average Drawdown

Average peak-to-trough decline

-5.06%

-1.35%

-3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.47%

2.06%

+3.41%

Volatility

SRIW.L vs. JEPG.L - Volatility Comparison

UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L) has a higher volatility of 4.75% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) at 4.31%. This indicates that SRIW.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.


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Volatility by Period


SRIW.LJEPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

4.31%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.00%

7.22%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

12.46%

+3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

11.47%

+5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

11.47%

+4.97%