JPGL.DE vs. DEGC.DE
JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) and DEGC.DE (Dimensional Global Core Equity UCITS ETF USD (Acc)) are both Global Equities funds. JPGL.DE is passively managed, while DEGC.DE is actively managed. A 0.75 correlation means they provide meaningful diversification when combined. JPGL.DE charges 0.20%/yr vs 0.26%/yr for DEGC.DE.
Performance
JPGL.DE vs. DEGC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPGL.DE achieves a 15.24% return, which is significantly higher than DEGC.DE's 13.79% return.
JPGL.DE
- 1D
- 0.40%
- 1M
- 1.89%
- 6M
- 10.71%
- YTD
- 15.24%
- 1Y
- 25.25%
- 3Y*
- 14.88%
- 5Y*
- 10.43%
- 10Y*
- —
DEGC.DE
- 1D
- 0.00%
- 1M
- 1.75%
- 6M
- 9.55%
- YTD
- 13.79%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPGL.DE vs. DEGC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 15.24% | 1.84% |
DEGC.DE Dimensional Global Core Equity UCITS ETF USD (Acc) | 13.79% | 2.50% |
Correlation
The correlation between JPGL.DE and DEGC.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 24, 2025 | 0.75 |
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Return for Risk
JPGL.DE vs. DEGC.DE — Risk / Return Rank
JPGL.DE
DEGC.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JPGL.DE vs. DEGC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) and Dimensional Global Core Equity UCITS ETF USD (Acc) (DEGC.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.
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.
| JPGL.DE | DEGC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.54 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 5.28 | — | — |
| Martin ratioReturn relative to average drawdown | 20.91 | — | — |
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Drawdowns
JPGL.DE vs. DEGC.DE - Drawdown Comparison
The maximum JPGL.DE drawdown since its inception was -35.54%, which is greater than DEGC.DE's maximum drawdown of -5.49%. Use the drawdown chart below to compare losses from any high point for JPGL.DE and DEGC.DE.
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Drawdown Indicators
| JPGL.DE | DEGC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.54% | -5.49% | -30.05% |
Max Drawdown (1Y)Largest decline over 1 year | -4.76% | — | — |
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 | -0.11% | -0.16% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -0.94% | -3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | — | — |
Volatility
JPGL.DE vs. DEGC.DE - Volatility Comparison
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Volatility by Period
| JPGL.DE | DEGC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.95% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 8.47% | 9.49% | -1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.83% | 9.49% | +2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.89% | 9.49% | +5.40% |
JPGL.DE vs. DEGC.DE - Expense Ratio Comparison
JPGL.DE has a 0.20% expense ratio, which is lower than DEGC.DE's 0.26% 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%.
Dividends
JPGL.DE vs. DEGC.DE - Dividend Comparison
Neither JPGL.DE nor DEGC.DE has paid dividends to shareholders.
Frequently Asked Questions
JPGL.DE and DEGC.DE have a correlation of 0.75, 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 0.26% for DEGC.DE.
They also come from different issuers: JPMorgan and Dimensional. Their fees differ too: 0.20% for JPGL.DE and 0.26% for DEGC.DE.
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