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EASG vs. JIVE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EASG vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Jpmorgan International Value ETF (JIVE). The values are adjusted to include any dividend payments, if applicable.

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EASG vs. JIVE - Yearly Performance Comparison


2026 (YTD)202520242023
EASG
Xtrackers MSCI EAFE ESG Leaders Equity ETF
-0.14%25.19%2.26%6.49%
JIVE
Jpmorgan International Value ETF
6.68%49.80%11.22%5.38%

Returns By Period

In the year-to-date period, EASG achieves a -0.14% return, which is significantly lower than JIVE's 6.68% return.


EASG

1D
3.13%
1M
-8.30%
YTD
-0.14%
6M
4.10%
1Y
19.33%
3Y*
11.43%
5Y*
6.23%
10Y*

JIVE

1D
2.99%
1M
-6.76%
YTD
6.68%
6M
16.90%
1Y
42.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EASG vs. JIVE - Expense Ratio Comparison

EASG has a 0.14% expense ratio, which is lower than JIVE's 0.55% expense ratio.


Return for Risk

EASG vs. JIVE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EASG
EASG Risk / Return Rank: 6161
Overall Rank
EASG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EASG Sortino Ratio Rank: 6363
Sortino Ratio Rank
EASG Omega Ratio Rank: 5858
Omega Ratio Rank
EASG Calmar Ratio Rank: 6262
Calmar Ratio Rank
EASG Martin Ratio Rank: 6161
Martin Ratio Rank

JIVE
JIVE Risk / Return Rank: 9595
Overall Rank
JIVE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JIVE Sortino Ratio Rank: 9696
Sortino Ratio Rank
JIVE Omega Ratio Rank: 9696
Omega Ratio Rank
JIVE Calmar Ratio Rank: 9393
Calmar Ratio Rank
JIVE Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EASG vs. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Jpmorgan International Value ETF (JIVE). 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.


EASGJIVEDifference

Sharpe ratio

Return per unit of total volatility

1.09

2.52

-1.43

Sortino ratio

Return per unit of downside risk

1.58

3.20

-1.62

Omega ratio

Gain probability vs. loss probability

1.21

1.50

-0.29

Calmar ratio

Return relative to maximum drawdown

1.55

3.50

-1.95

Martin ratio

Return relative to average drawdown

5.90

14.57

-8.68

EASG vs. JIVE - Sharpe Ratio Comparison

The current EASG Sharpe Ratio is 1.09, which is lower than the JIVE Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of EASG and JIVE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EASGJIVEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

2.52

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

1.90

-1.44

Correlation

The correlation between EASG and JIVE is 0.87, 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.


Dividends

EASG vs. JIVE - Dividend Comparison

EASG's dividend yield for the trailing twelve months is around 4.19%, more than JIVE's 2.70% yield.


TTM20252024202320222021202020192018
EASG
Xtrackers MSCI EAFE ESG Leaders Equity ETF
4.19%4.18%2.93%2.51%2.47%2.69%1.70%2.94%0.85%
JIVE
Jpmorgan International Value ETF
2.70%2.88%2.48%0.74%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EASG vs. JIVE - Drawdown Comparison

The maximum EASG drawdown since its inception was -32.06%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for EASG and JIVE.


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Drawdown Indicators


EASGJIVEDifference

Max Drawdown

Largest peak-to-trough decline

-32.06%

-13.79%

-18.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-11.96%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-31.42%

Current Drawdown

Current decline from peak

-8.46%

-7.13%

-1.33%

Average Drawdown

Average peak-to-trough decline

-6.27%

-1.95%

-4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.87%

+0.21%

Volatility

EASG vs. JIVE - Volatility Comparison

Xtrackers MSCI EAFE ESG Leaders Equity ETF (EASG) and Jpmorgan International Value ETF (JIVE) have volatilities of 7.84% and 7.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EASGJIVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

7.78%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

11.07%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

17.83%

16.93%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

14.85%

+1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

14.85%

+3.50%