VVGM.DE vs. JPGL.DE
VVGM.DE (VanEck Morningstar Global Wide Moat UCITS ETF) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - VVGM.DE tracks the Morningstar Global Wide Moat Focus while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 5 years, VVGM.DE returned 7.42%/yr vs 10.25%/yr for JPGL.DE. Their correlation of 0.82 suggests significant overlap in exposure. VVGM.DE charges 0.52%/yr vs 0.20%/yr for JPGL.DE.
Performance
VVGM.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VVGM.DE achieves a 0.57% return, which is significantly lower than JPGL.DE's 11.57% return.
VVGM.DE
- 1D
- 0.63%
- 1M
- -0.91%
- YTD
- 0.57%
- 6M
- 0.63%
- 1Y
- 6.67%
- 3Y*
- 10.24%
- 5Y*
- 7.42%
- 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*
- —
VVGM.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VVGM.DE VanEck Morningstar Global Wide Moat UCITS ETF | 0.57% | 11.67% | 16.13% | 7.09% | -6.16% | 24.82% | 6.99% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -4.98% | 33.79% | 10.32% |
Correlation
The correlation between VVGM.DE and JPGL.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2020 | 0.82 |
The correlation between VVGM.DE and JPGL.DE shifts across timeframes, from 0.63 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VVGM.DE vs. JPGL.DE — Risk / Return Rank
VVGM.DE
JPGL.DE
VVGM.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.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.
| VVGM.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.40 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 4.10 | -3.42 |
| Martin ratioReturn relative to average drawdown | 2.16 | 15.50 | -13.34 |
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
| VVGM.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 2.28 | -1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.85 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.68 | +0.04 |
Drawdowns
VVGM.DE vs. JPGL.DE - Drawdown Comparison
The maximum VVGM.DE drawdown since its inception was -17.74%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for VVGM.DE and JPGL.DE.
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Drawdown Indicators
| VVGM.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.74% | -35.55% | +17.81% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -4.75% | -6.17% |
Max Drawdown (3Y)Largest decline over 3 years | -17.74% | -17.34% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -17.74% | -17.34% | -0.40% |
Current DrawdownCurrent decline from peak | -4.90% | -0.10% | -4.80% |
Average DrawdownAverage peak-to-trough decline | -3.80% | -4.81% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 1.26% | +2.20% |
Volatility
VVGM.DE vs. JPGL.DE - Volatility Comparison
VanEck Morningstar Global Wide Moat UCITS ETF (VVGM.DE) has a higher volatility of 4.13% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that VVGM.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
| VVGM.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 2.06% | +2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 6.02% | +4.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 8.55% | +4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.62% | 11.86% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.72% | 15.01% | -1.29% |
VVGM.DE vs. JPGL.DE - Expense Ratio Comparison
VVGM.DE has a 0.52% expense ratio, which is higher than JPGL.DE's 0.20% expense ratio.
Dividends
VVGM.DE vs. JPGL.DE - Dividend Comparison
Neither VVGM.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
VVGM.DE and JPGL.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPGL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPGL.DE is cheaper with a 0.20% expense ratio, compared with 0.52% for VVGM.DE.
VVGM.DE tracks Morningstar Global Wide Moat Focus, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: VanEck and JPMorgan. Their fees differ too: 0.52% for VVGM.DE and 0.20% for JPGL.DE.
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