VWRA.L vs. JPGL.L
Compare and contrast key facts about Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) and JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L).
VWRA.L and JPGL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. JPGL.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 9, 2019. Both VWRA.L and JPGL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWRA.L or JPGL.L.
Key characteristics
| VWRA.L | JPGL.L | |
|---|---|---|
| YTD Return | 14.84% | 14.21% |
| 1Y Return | 22.43% | 21.86% |
| 3Y Return (Ann) | 5.71% | 6.64% |
| 5Y Return (Ann) | 11.14% | 9.86% |
| Sharpe Ratio | 1.91 | 1.97 |
| Daily Std Dev | 11.99% | 11.00% |
| Max Drawdown | -33.62% | -35.87% |
| Current Drawdown | -0.61% | -0.34% |
Correlation
The correlation between VWRA.L and JPGL.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VWRA.L vs. JPGL.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with VWRA.L having a 14.84% return and JPGL.L slightly lower at 14.21%. 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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VWRA.L vs. JPGL.L - Expense Ratio Comparison
VWRA.L has a 0.22% expense ratio, which is higher than JPGL.L's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VWRA.L vs. JPGL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) and JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.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
VWRA.L vs. JPGL.L - Dividend Comparison
Neither VWRA.L nor JPGL.L has paid dividends to shareholders.
Drawdowns
VWRA.L vs. JPGL.L - Drawdown Comparison
The maximum VWRA.L drawdown since its inception was -33.62%, smaller than the maximum JPGL.L drawdown of -35.87%. Use the drawdown chart below to compare losses from any high point for VWRA.L and JPGL.L. For additional features, visit the drawdowns tool.
Volatility
VWRA.L vs. JPGL.L - Volatility Comparison
Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a higher volatility of 3.86% compared to JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) at 3.16%. This indicates that VWRA.L's price experiences larger fluctuations and is considered to be riskier than JPGL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.