D6RP.DE vs. JPGL.DE
D6RP.DE (Deka MSCI World Climate Change ESG UCITS ETF) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - D6RP.DE tracks the MSCI World Climate Change ESG Select while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 5 years, D6RP.DE returned 14.58%/yr vs 10.25%/yr for JPGL.DE. A 0.75 correlation means they provide meaningful diversification when combined. D6RP.DE charges 0.26%/yr vs 0.20%/yr for JPGL.DE.
Performance
D6RP.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with D6RP.DE having a 11.26% return and JPGL.DE slightly higher at 11.57%.
D6RP.DE
- 1D
- -0.24%
- 1M
- 6.97%
- YTD
- 11.26%
- 6M
- 11.65%
- 1Y
- 26.71%
- 3Y*
- 19.96%
- 5Y*
- 14.58%
- 10Y*
- —
JPGL.DE
- 1D
- -0.10%
- 1M
- 2.54%
- YTD
- 11.57%
- 6M
- 11.95%
- 1Y
- 19.90%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
D6RP.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 11.26% | 6.56% | 34.46% | 27.65% | -19.59% | 35.02% | 12.21% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -4.98% | 33.79% | 9.77% |
Correlation
The correlation between D6RP.DE and JPGL.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2020 | 0.75 |
Over the past year, the correlation between D6RP.DE and JPGL.DE has dropped to 0.54 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
D6RP.DE vs. JPGL.DE — Risk / Return Rank
D6RP.DE
JPGL.DE
D6RP.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka MSCI World Climate Change ESG UCITS ETF (D6RP.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.
| D6RP.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 4.10 | -1.34 |
| Martin ratioReturn relative to average drawdown | 9.69 | 15.50 | -5.81 |
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
| D6RP.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.28 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.85 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.68 | +0.37 |
Drawdowns
D6RP.DE vs. JPGL.DE - Drawdown Comparison
The maximum D6RP.DE drawdown since its inception was -23.89%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for D6RP.DE and JPGL.DE.
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Drawdown Indicators
| D6RP.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.89% | -35.55% | +11.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -4.75% | -4.88% |
Max Drawdown (3Y)Largest decline over 3 years | -23.89% | -17.34% | -6.55% |
Max Drawdown (5Y)Largest decline over 5 years | -23.89% | -17.34% | -6.55% |
Current DrawdownCurrent decline from peak | -0.72% | -0.10% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -4.81% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 1.26% | +1.49% |
Volatility
D6RP.DE vs. JPGL.DE - Volatility Comparison
Deka MSCI World Climate Change ESG UCITS ETF (D6RP.DE) has a higher volatility of 3.50% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that D6RP.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
| D6RP.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 2.06% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 6.02% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 8.55% | +4.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 11.86% | +4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 15.01% | +0.77% |
D6RP.DE vs. JPGL.DE - Expense Ratio Comparison
D6RP.DE has a 0.26% expense ratio, which is higher than JPGL.DE's 0.20% 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%.
Dividends
D6RP.DE vs. JPGL.DE - Dividend Comparison
D6RP.DE's dividend yield for the trailing twelve months is around 0.69%, while JPGL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
D6RP.DE Deka MSCI World Climate Change ESG UCITS ETF | 0.69% | 0.79% | 0.70% | 1.04% | 1.23% | 0.79% | 0.34% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
D6RP.DE and JPGL.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPGL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPGL.DE is cheaper with a 0.20% expense ratio, compared with 0.26% for D6RP.DE.
D6RP.DE tracks MSCI World Climate Change ESG Select, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: Deka and JPMorgan. Their fees differ too: 0.26% for D6RP.DE and 0.20% for JPGL.DE.
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