DEUS vs. JPME
Compare and contrast key facts about Xtrackers Russell US Multifactor ETF (DEUS) and JPMorgan Diversified Return US Mid Cap Equity ETF (JPME).
DEUS and JPME are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEUS is a passively managed fund by Deutsche Bank that tracks the performance of the Russell 1000 Comprehensive Factor Index. It was launched on Nov 24, 2015. JPME is a passively managed fund by JPMorgan Chase that tracks the performance of the JPMorgan Diversified Factor US Mid Cap Equity Index. It was launched on May 11, 2016. Both DEUS and JPME are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEUS or JPME.
Correlation
The correlation between DEUS and JPME is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DEUS vs. JPME - Performance Comparison
Key characteristics
DEUS:
1.39
JPME:
1.47
DEUS:
2.03
JPME:
2.12
DEUS:
1.24
JPME:
1.26
DEUS:
2.10
JPME:
2.25
DEUS:
5.23
JPME:
5.79
DEUS:
3.16%
JPME:
3.09%
DEUS:
11.87%
JPME:
12.15%
DEUS:
-40.47%
JPME:
-41.01%
DEUS:
-4.49%
JPME:
-4.69%
Returns By Period
In the year-to-date period, DEUS achieves a 3.06% return, which is significantly higher than JPME's 2.52% return.
DEUS
3.06%
0.04%
5.50%
14.70%
9.93%
N/A
JPME
2.52%
-0.82%
5.16%
15.47%
9.90%
N/A
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DEUS vs. JPME - Expense Ratio Comparison
DEUS has a 0.17% expense ratio, which is lower than JPME's 0.24% 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%.
Risk-Adjusted Performance
DEUS vs. JPME — Risk-Adjusted Performance Rank
DEUS
JPME
DEUS vs. JPME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and JPMorgan Diversified Return US Mid Cap Equity ETF (JPME). 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
DEUS vs. JPME - Dividend Comparison
DEUS's dividend yield for the trailing twelve months is around 1.32%, less than JPME's 1.72% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 1.32% | 1.36% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.15% |
JPME JPMorgan Diversified Return US Mid Cap Equity ETF | 1.72% | 1.77% | 1.84% | 1.84% | 1.44% | 1.51% | 1.68% | 1.80% | 1.17% | 0.91% |
Drawdowns
DEUS vs. JPME - Drawdown Comparison
The maximum DEUS drawdown since its inception was -40.47%, roughly equal to the maximum JPME drawdown of -41.01%. Use the drawdown chart below to compare losses from any high point for DEUS and JPME. For additional features, visit the drawdowns tool.
Volatility
DEUS vs. JPME - Volatility Comparison
The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 2.66%, while JPMorgan Diversified Return US Mid Cap Equity ETF (JPME) has a volatility of 3.04%. This indicates that DEUS experiences smaller price fluctuations and is considered to be less risky than JPME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.