WNDY.L vs. JPLG.L
WNDY.L (Global X Wind Energy UCITS ETF USD (Acc)) and JPLG.L (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - WNDY.L tracks the Solactive Wind Energy v2 Index while JPLG.L tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 3 years, WNDY.L returned -1.62%/yr vs 15.50%/yr for JPLG.L. At a 0.48 correlation, their price movements are largely independent. WNDY.L charges 0.50%/yr vs 0.20%/yr for JPLG.L.
Performance
WNDY.L vs. JPLG.L - Performance Comparison
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Different Trading Currencies
WNDY.L is traded in USD, while JPLG.L is traded in GBp. To make them comparable, the JPLG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, WNDY.L achieves a 0.09% return, which is significantly lower than JPLG.L's 12.50% return.
WNDY.L
- 1D
- -0.62%
- 1M
- -10.14%
- 6M
- -7.15%
- YTD
- 0.09%
- 1Y
- 16.74%
- 3Y*
- -1.62%
- 5Y*
- —
- 10Y*
- —
JPLG.L
- 1D
- 0.15%
- 1M
- 1.42%
- 6M
- 9.64%
- YTD
- 12.50%
- 1Y
- 21.90%
- 3Y*
- 15.50%
- 5Y*
- 9.83%
- 10Y*
- —
WNDY.L vs. JPLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WNDY.L Global X Wind Energy UCITS ETF USD (Acc) | 0.09% | 32.58% | -20.21% | -19.30% | -12.05% |
JPLG.L JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 12.50% | 18.42% | 10.23% | 12.69% | -7.00% |
Correlation
The correlation between WNDY.L and JPLG.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2022 | 0.48 |
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Return for Risk
WNDY.L vs. JPLG.L — Risk / Return Rank
WNDY.L
JPLG.L
WNDY.L vs. JPLG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Wind Energy UCITS ETF USD (Acc) (WNDY.L) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.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.
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.
| WNDY.L | JPLG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.39 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.42 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 3.30 | -2.56 |
| Martin ratioReturn relative to average drawdown | 2.49 | 12.39 | -9.91 |
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Drawdowns
WNDY.L vs. JPLG.L - Drawdown Comparison
The maximum WNDY.L drawdown since its inception was -52.51%, which is greater than JPLG.L's maximum drawdown of -35.38%. Use the drawdown chart below to compare losses from any high point for WNDY.L and JPLG.L.
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Drawdown Indicators
| WNDY.L | JPLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.51% | -35.38% | -17.13% |
Max Drawdown (1Y)Largest decline over 1 year | -22.39% | -6.61% | -15.78% |
Max Drawdown (3Y)Largest decline over 3 years | -35.99% | -12.54% | -23.45% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.57% | — |
Current DrawdownCurrent decline from peak | -29.90% | 0.00% | -29.90% |
Average DrawdownAverage peak-to-trough decline | -30.23% | -4.43% | -25.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.72% | 1.76% | +4.96% |
Volatility
WNDY.L vs. JPLG.L - Volatility Comparison
Global X Wind Energy UCITS ETF USD (Acc) (WNDY.L) has a higher volatility of 8.14% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPLG.L) at 1.84%. This indicates that WNDY.L's price experiences larger fluctuations and is considered to be riskier than JPLG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WNDY.L | JPLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.14% | 1.84% | +6.30% |
Volatility (6M)Calculated over the trailing 6-month period | 17.06% | 7.09% | +9.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.41% | 9.11% | +13.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.08% | 13.15% | +9.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.08% | 15.73% | +7.35% |
WNDY.L vs. JPLG.L - Expense Ratio Comparison
WNDY.L has a 0.50% expense ratio, which is higher than JPLG.L's 0.20% expense ratio.
Dividends
WNDY.L vs. JPLG.L - Dividend Comparison
Neither WNDY.L nor JPLG.L has paid dividends to shareholders.
Frequently Asked Questions
WNDY.L and JPLG.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPLG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPLG.L is cheaper with a 0.20% expense ratio, compared with 0.50% for WNDY.L.
WNDY.L tracks Solactive Wind Energy v2 Index, while JPLG.L tracks MSCI ACWI NR USD. They also come from different issuers: Global X and JPMorgan. Their fees differ too: 0.50% for WNDY.L and 0.20% for JPLG.L.
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