WMVG.L vs. JEPG.L
Compare and contrast key facts about iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L).
WMVG.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. WMVG.L is a passively managed fund by iShares that tracks the performance of the MSCI World Minimum Volatility. It was launched on Feb 26, 2019. JEPG.L is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.
Performance
WMVG.L vs. JEPG.L - Performance Comparison
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WMVG.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WMVG.L iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) | 0.80% | 9.08% | 14.49% | 0.82% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 2.90% | 4.39% | 9.72% | 0.25% |
Different Trading Currencies
WMVG.L is traded in GBP, while JEPG.L is traded in USD. To make them comparable, the JEPG.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, WMVG.L achieves a 0.80% return, which is significantly lower than JEPG.L's 2.90% return.
WMVG.L
- 1D
- 0.70%
- 1M
- -3.30%
- YTD
- 0.80%
- 6M
- 1.19%
- 1Y
- 2.46%
- 3Y*
- 9.99%
- 5Y*
- 6.88%
- 10Y*
- —
JEPG.L
- 1D
- 1.14%
- 1M
- -2.63%
- YTD
- 2.90%
- 6M
- 4.68%
- 1Y
- 1.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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WMVG.L vs. JEPG.L - Expense Ratio Comparison
Both WMVG.L and JEPG.L have an expense ratio of 0.35%.
Return for Risk
WMVG.L vs. JEPG.L — Risk / Return Rank
WMVG.L
JEPG.L
WMVG.L vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.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.
| WMVG.L | JEPG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.23 | 0.14 | +0.09 |
Sortino ratioReturn per unit of downside risk | 0.37 | 0.26 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.03 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 0.39 | -0.07 |
Martin ratioReturn relative to average drawdown | 1.51 | 0.91 | +0.60 |
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
| WMVG.L | JEPG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 0.14 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.65 | -0.09 |
Correlation
The correlation between WMVG.L and JEPG.L is 0.47, 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.
Dividends
WMVG.L vs. JEPG.L - Dividend Comparison
WMVG.L has not paid dividends to shareholders, while JEPG.L's dividend yield for the trailing twelve months is around 7.95%.
| TTM | 2025 | 2024 | |
|---|---|---|---|
WMVG.L iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) | 0.00% | 0.00% | 0.00% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 7.95% | 7.86% | 6.50% |
Drawdowns
WMVG.L vs. JEPG.L - Drawdown Comparison
The maximum WMVG.L drawdown since its inception was -28.25%, which is greater than JEPG.L's maximum drawdown of -8.39%. Use the drawdown chart below to compare losses from any high point for WMVG.L and JEPG.L.
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Drawdown Indicators
| WMVG.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.25% | -7.92% | -20.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -7.92% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -15.18% | — | — |
Current DrawdownCurrent decline from peak | -3.70% | -4.32% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -1.35% | -2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 2.06% | -0.31% |
Volatility
WMVG.L vs. JEPG.L - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) is 2.71%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) has a volatility of 4.31%. This indicates that WMVG.L experiences smaller price fluctuations and is considered to be less risky than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMVG.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 4.31% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 5.10% | 7.22% | -2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.72% | 12.46% | -1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.98% | 11.47% | -1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.23% | 11.47% | +0.76% |