VOOM.DE vs. JPGL.DE
VOOM.DE (Lyxor Global Gender Equality (DR) UCITS ETF - Acc) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - VOOM.DE tracks the Solactive Equileap Global Gender Equality while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 5 years, VOOM.DE returned 7.08%/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
VOOM.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VOOM.DE achieves a 4.22% return, which is significantly lower than JPGL.DE's 11.57% return.
VOOM.DE
- 1D
- -0.16%
- 1M
- -0.12%
- YTD
- 4.22%
- 6M
- 5.06%
- 1Y
- 11.74%
- 3Y*
- 11.60%
- 5Y*
- 7.08%
- 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*
- —
VOOM.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VOOM.DE Lyxor Global Gender Equality (DR) UCITS ETF - Acc | 4.22% | 9.47% | 13.86% | 13.15% | -10.99% | 25.76% | 0.40% | 8.19% |
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 VOOM.DE and JPGL.DE is 0.67, 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 | 0.67 |
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 |
The correlation between VOOM.DE and JPGL.DE shifts across timeframes, from 0.67 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VOOM.DE vs. JPGL.DE — Risk / Return Rank
VOOM.DE
JPGL.DE
VOOM.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.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.
| VOOM.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.40 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 4.10 | -2.22 |
| Martin ratioReturn relative to average drawdown | 6.21 | 15.50 | -9.29 |
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
| VOOM.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 2.28 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.85 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.68 | -0.10 |
Drawdowns
VOOM.DE vs. JPGL.DE - Drawdown Comparison
The maximum VOOM.DE drawdown since its inception was -36.78%, roughly equal to the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for VOOM.DE and JPGL.DE.
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Drawdown Indicators
| VOOM.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.78% | -35.55% | -1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -4.75% | -1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -17.34% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -18.04% | -17.34% | -0.70% |
Current DrawdownCurrent decline from peak | -1.45% | -0.10% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -4.81% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.26% | +0.73% |
Volatility
VOOM.DE vs. JPGL.DE - Volatility Comparison
Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) has a higher volatility of 2.54% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that VOOM.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
| VOOM.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.54% | 2.06% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.34% | 6.02% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 8.55% | +3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.79% | 11.86% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 15.01% | +1.03% |
VOOM.DE vs. JPGL.DE - Expense Ratio Comparison
Both VOOM.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
VOOM.DE vs. JPGL.DE - Dividend Comparison
Neither VOOM.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
VOOM.DE and JPGL.DE have a correlation of 0.67, 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.
VOOM.DE and JPGL.DE have the same expense ratio: 0.20% per year.
VOOM.DE tracks Solactive Equileap Global Gender Equality, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: Amundi and JPMorgan.
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