VWRD.L vs. JEPG.L
Compare and contrast key facts about Vanguard FTSE All-World UCITS ETF (VWRD.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L).
VWRD.L and JEPG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VWRD.L is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World Index. It was launched on Jul 23, 2019. JEPG.L is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWRD.L or JEPG.L.
Correlation
The correlation between VWRD.L and JEPG.L is 0.43, 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
VWRD.L vs. JEPG.L - Performance Comparison
Key characteristics
VWRD.L:
1.50
JEPG.L:
1.22
VWRD.L:
2.07
JEPG.L:
1.77
VWRD.L:
1.27
JEPG.L:
1.23
VWRD.L:
2.24
JEPG.L:
2.13
VWRD.L:
8.76
JEPG.L:
6.51
VWRD.L:
1.96%
JEPG.L:
1.99%
VWRD.L:
11.53%
JEPG.L:
10.53%
VWRD.L:
-33.83%
JEPG.L:
-6.07%
VWRD.L:
-0.57%
JEPG.L:
0.00%
Returns By Period
In the year-to-date period, VWRD.L achieves a 4.27% return, which is significantly lower than JEPG.L's 6.15% return.
VWRD.L
4.27%
1.49%
6.33%
17.63%
10.67%
9.23%
JEPG.L
6.15%
4.50%
4.05%
13.16%
N/A
N/A
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VWRD.L vs. JEPG.L - Expense Ratio Comparison
VWRD.L has a 0.22% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.
Risk-Adjusted Performance
VWRD.L vs. JEPG.L — Risk-Adjusted Performance Rank
VWRD.L
JEPG.L
VWRD.L vs. JEPG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWRD.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.
Dividends
VWRD.L vs. JEPG.L - Dividend Comparison
VWRD.L's dividend yield for the trailing twelve months is around 1.46%, less than JEPG.L's 6.54% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWRD.L Vanguard FTSE All-World UCITS ETF | 1.46% | 1.52% | 1.69% | 2.05% | 1.48% | 1.47% | 1.88% | 2.29% | 1.82% | 2.04% | 2.07% | 2.25% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 6.54% | 6.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VWRD.L vs. JEPG.L - Drawdown Comparison
The maximum VWRD.L drawdown since its inception was -33.83%, which is greater than JEPG.L's maximum drawdown of -6.07%. Use the drawdown chart below to compare losses from any high point for VWRD.L and JEPG.L. For additional features, visit the drawdowns tool.
Volatility
VWRD.L vs. JEPG.L - Volatility Comparison
Vanguard FTSE All-World UCITS ETF (VWRD.L) has a higher volatility of 3.33% compared to JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) at 2.28%. This indicates that VWRD.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.