SXR4.DE vs. JGGI.L
Compare and contrast key facts about iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and JP Morgan Global Growth & Income plc (JGGI.L).
SXR4.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA. It was launched on Jan 12, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXR4.DE or JGGI.L.
Key characteristics
| SXR4.DE | JGGI.L | |
|---|---|---|
| YTD Return | 30.26% | 19.91% |
| 1Y Return | 38.61% | 25.79% |
| 3Y Return (Ann) | 11.86% | 12.30% |
| 5Y Return (Ann) | 16.08% | 15.02% |
| 10Y Return (Ann) | 14.69% | 13.22% |
| Sharpe Ratio | 3.02 | 1.90 |
| Sortino Ratio | 4.10 | 2.67 |
| Omega Ratio | 1.63 | 1.34 |
| Calmar Ratio | 4.37 | 3.01 |
| Martin Ratio | 19.47 | 10.74 |
| Ulcer Index | 1.89% | 2.37% |
| Daily Std Dev | 12.08% | 13.34% |
| Max Drawdown | -34.16% | -54.88% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SXR4.DE and JGGI.L is 0.57, 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.
Performance
SXR4.DE vs. JGGI.L - Performance Comparison
In the year-to-date period, SXR4.DE achieves a 30.26% return, which is significantly higher than JGGI.L's 19.91% return. Over the past 10 years, SXR4.DE has outperformed JGGI.L with an annualized return of 14.69%, while JGGI.L has yielded a comparatively lower 13.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SXR4.DE vs. JGGI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and JP Morgan Global Growth & Income plc (JGGI.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
SXR4.DE vs. JGGI.L - Dividend Comparison
SXR4.DE has not paid dividends to shareholders, while JGGI.L's dividend yield for the trailing twelve months is around 3.33%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JGGI.L JP Morgan Global Growth & Income plc | 3.33% | 3.52% | 3.99% | 3.23% | 2.55% | 0.04% | 0.04% | 0.03% | 0.02% | 0.02% | 0.01% | 1.60% |
Drawdowns
SXR4.DE vs. JGGI.L - Drawdown Comparison
The maximum SXR4.DE drawdown since its inception was -34.16%, smaller than the maximum JGGI.L drawdown of -54.88%. Use the drawdown chart below to compare losses from any high point for SXR4.DE and JGGI.L. For additional features, visit the drawdowns tool.
Volatility
SXR4.DE vs. JGGI.L - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) is 3.54%, while JP Morgan Global Growth & Income plc (JGGI.L) has a volatility of 4.16%. This indicates that SXR4.DE experiences smaller price fluctuations and is considered to be less risky than JGGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.