JGEP.L vs. XDEB.L
JGEP.L (JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc)) and XDEB.L (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) are both Global Equities funds. JGEP.L is actively managed, while XDEB.L is passively managed. Over the past 3 years, JGEP.L returned 18.19%/yr vs 8.18%/yr for XDEB.L. At a 0.31 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
JGEP.L vs. XDEB.L - Performance Comparison
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Returns By Period
In the year-to-date period, JGEP.L achieves a 9.27% return, which is significantly higher than XDEB.L's 2.73% return.
JGEP.L
- 1D
- -1.13%
- 1M
- -0.51%
- 6M
- 7.68%
- YTD
- 9.27%
- 1Y
- 20.40%
- 3Y*
- 18.19%
- 5Y*
- —
- 10Y*
- —
XDEB.L
- 1D
- 0.86%
- 1M
- 1.48%
- 6M
- 2.42%
- YTD
- 2.73%
- 1Y
- 4.39%
- 3Y*
- 8.18%
- 5Y*
- 5.69%
- 10Y*
- 6.83%
JGEP.L vs. XDEB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JGEP.L JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc) | 9.27% | 17.65% | 20.96% | 24.74% | -17.30% | 1.73% |
XDEB.L Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 2.73% | 3.40% | 13.01% | 1.49% | 1.23% | 1.08% |
Correlation
The correlation between JGEP.L and XDEB.L is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2021 | 0.31 |
Over the past year, the correlation between JGEP.L and XDEB.L has dropped to 0.04 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
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Return for Risk
JGEP.L vs. XDEB.L — Risk / Return Rank
JGEP.L
XDEB.L
JGEP.L vs. XDEB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc) (JGEP.L) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.
| JGEP.L | XDEB.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.09 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 0.68 | +1.94 |
| Martin ratioReturn relative to average drawdown | 11.14 | 1.76 | +9.38 |
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Drawdowns
JGEP.L vs. XDEB.L - Drawdown Comparison
The maximum JGEP.L drawdown since its inception was -22.38%, smaller than the maximum XDEB.L drawdown of -42.88%. Use the drawdown chart below to compare losses from any high point for JGEP.L and XDEB.L.
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Drawdown Indicators
| JGEP.L | XDEB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.38% | -42.88% | +20.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -6.39% | -1.35% |
Max Drawdown (3Y)Largest decline over 3 years | -17.66% | -20.11% | +2.45% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.07% | — |
Current DrawdownCurrent decline from peak | -1.18% | -1.90% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -12.74% | +7.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.49% | -0.66% |
Volatility
JGEP.L vs. XDEB.L - Volatility Comparison
JPM Global Research Enhanced Index Equity Active UCITS ETF GBP Hedged (Acc) (JGEP.L) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) have volatilities of 2.84% and 2.85%, 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
| JGEP.L | XDEB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 2.85% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 6.35% | +2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 8.25% | +3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.49% | 16.97% | -1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.49% | 18.50% | -3.01% |
JGEP.L vs. XDEB.L - Expense Ratio Comparison
Both JGEP.L and XDEB.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
JGEP.L vs. XDEB.L - Dividend Comparison
Neither JGEP.L nor XDEB.L has paid dividends to shareholders.
Frequently Asked Questions
JGEP.L and XDEB.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JGEP.L and XDEB.L have the same expense ratio: 0.25% per year.
They also come from different issuers: JPMorgan and DWS.
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