JGRE.L vs. XDEQ.L

In the year-to-date period, JGRE.L achieves a -0.15% return, which is significantly higher than XDEQ.L's -2.77% return.

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Both JGRE.L and XDEQ.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%.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.

The current JGRE.L Sharpe Ratio is 0.39, which is higher than the XDEQ.L Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of JGRE.L and XDEQ.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The correlation between JGRE.L and XDEQ.L is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Neither JGRE.L nor XDEQ.L has paid dividends to shareholders.

The maximum JGRE.L drawdown since its inception was -25.31%, which is greater than XDEQ.L's maximum drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for JGRE.L and XDEQ.L.

JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) (JGRE.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) have volatilities of 2.38% and 2.46%, 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.