GTIL.DE vs. JPGL.DE
GTIL.DE (Xtrackers World Green Tech Innovators UCITS ETF 1C) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds. GTIL.DE is actively managed, while JPGL.DE is passively managed. Over the past year, GTIL.DE returned 23.20% vs 19.90% for JPGL.DE. A 0.71 correlation means they provide meaningful diversification when combined. GTIL.DE charges 0.35%/yr vs 0.20%/yr for JPGL.DE.
Performance
GTIL.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GTIL.DE achieves a 8.33% return, which is significantly lower than JPGL.DE's 11.57% return.
GTIL.DE
- 1D
- 0.89%
- 1M
- 3.73%
- YTD
- 8.33%
- 6M
- 8.71%
- 1Y
- 23.20%
- 3Y*
- —
- 5Y*
- —
- 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*
- —
GTIL.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GTIL.DE Xtrackers World Green Tech Innovators UCITS ETF 1C | 8.33% | 7.95% | -2.33% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | -3.80% |
Correlation
The correlation between GTIL.DE and JPGL.DE is 0.64, 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 | 0.64 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2024 | 0.71 |
The correlation between GTIL.DE and JPGL.DE has been stable across timeframes, ranging from 0.64 to 0.71 - a consistent structural relationship.
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Return for Risk
GTIL.DE vs. JPGL.DE — Risk / Return Rank
GTIL.DE
JPGL.DE
GTIL.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers World Green Tech Innovators UCITS ETF 1C (GTIL.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.
| GTIL.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.40 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 4.10 | -1.44 |
| Martin ratioReturn relative to average drawdown | 10.00 | 15.50 | -5.50 |
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
| GTIL.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 2.28 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.68 | -0.07 |
Drawdowns
GTIL.DE vs. JPGL.DE - Drawdown Comparison
The maximum GTIL.DE drawdown since its inception was -21.90%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for GTIL.DE and JPGL.DE.
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Drawdown Indicators
| GTIL.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.90% | -35.55% | +13.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.69% | -4.75% | -3.94% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.34% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.34% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.10% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -4.81% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 1.26% | +1.06% |
Volatility
GTIL.DE vs. JPGL.DE - Volatility Comparison
Xtrackers World Green Tech Innovators UCITS ETF 1C (GTIL.DE) has a higher volatility of 2.86% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that GTIL.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
| GTIL.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 2.06% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 6.02% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.70% | 8.55% | +3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 11.86% | +3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.51% | 15.01% | +0.50% |
GTIL.DE vs. JPGL.DE - Expense Ratio Comparison
GTIL.DE has a 0.35% expense ratio, which is higher than JPGL.DE's 0.20% expense ratio.
Dividends
GTIL.DE vs. JPGL.DE - Dividend Comparison
Neither GTIL.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
GTIL.DE and JPGL.DE have a correlation of 0.64, 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 0.35% for GTIL.DE.
They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.35% for GTIL.DE and 0.20% for JPGL.DE.
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