WGES.DE vs. JPGL.DE
WGES.DE (Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - WGES.DE tracks the MSCI World SRI Filtered PAB Index while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past year, WGES.DE returned 22.30% vs 23.27% for JPGL.DE. A 0.76 correlation means they provide meaningful diversification when combined. WGES.DE charges 0.18%/yr vs 0.20%/yr for JPGL.DE.
Performance
WGES.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with WGES.DE having a 14.97% return and JPGL.DE slightly lower at 14.96%.
WGES.DE
- 1D
- 0.00%
- 1M
- -1.54%
- 6M
- 11.96%
- YTD
- 14.97%
- 1Y
- 22.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.01%
JPGL.DE
- 1D
- -0.09%
- 1M
- 1.57%
- 6M
- 12.39%
- YTD
- 14.96%
- 1Y
- 23.27%
- 3Y*
- 13.94%
- 5Y*
- 10.37%
- 10Y*
- —
- ALL TIME*
- 10.58%
WGES.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WGES.DE Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist | 14.97% | 2.20% | 12.55% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 14.96% | 5.19% | 14.36% |
Correlation
The correlation between WGES.DE and JPGL.DE is 0.70, 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 | 0.70 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2024 | 0.76 |
The correlation between WGES.DE and JPGL.DE has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.
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Return for Risk
WGES.DE vs. JPGL.DE — Risk / Return Rank
WGES.DE
JPGL.DE
WGES.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist (WGES.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WGES.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.50 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 4.87 | -2.11 |
| Martin ratioReturn relative to average drawdown | 10.09 | 19.27 | -9.17 |
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Drawdowns
WGES.DE vs. JPGL.DE - Drawdown Comparison
The maximum WGES.DE drawdown since its inception was -22.15%, smaller than the maximum JPGL.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for WGES.DE and JPGL.DE.
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Drawdown Indicators
| WGES.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.15% | -35.54% | +13.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.04% | -4.76% | -3.28% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.34% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.34% | — |
Current DrawdownCurrent decline from peak | -3.40% | -0.40% | -3.00% |
Average DrawdownAverage peak-to-trough decline | -3.80% | -4.72% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.21% | +0.99% |
Volatility
WGES.DE vs. JPGL.DE - Volatility Comparison
Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist (WGES.DE) has a higher volatility of 4.50% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 1.74%. This indicates that WGES.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
| WGES.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 1.74% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 5.88% | +4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 8.27% | +5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 11.78% | +3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.04% | 14.87% | +0.17% |
WGES.DE vs. JPGL.DE - Expense Ratio Comparison
WGES.DE has a 0.18% expense ratio, which is lower than JPGL.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
WGES.DE vs. JPGL.DE - Dividend Comparison
WGES.DE's dividend yield for the trailing twelve months is around 1.17%, while JPGL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% |
WGES.DE Amundi MSCI World SRI Climate Paris Aligned UCITS ETF Dist | 1.17% | 1.17% |
Frequently Asked Questions
WGES.DE and JPGL.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WGES.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WGES.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for JPGL.DE.
WGES.DE tracks MSCI World SRI Filtered PAB Index, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.18% for WGES.DE and 0.20% for JPGL.DE.
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