JPGL.DE vs. DFAAX
Compare and contrast key facts about JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) and DFA Global Core Plus Real Return Portfolio (DFAAX).
JPGL.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. It was launched on Jul 9, 2019. DFAAX is managed by Dimensional. It was launched on May 5, 2021.
Performance
JPGL.DE vs. DFAAX - Performance Comparison
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JPGL.DE vs. DFAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 6.18% | 5.18% | 16.53% | 9.74% | -4.98% | 15.78% |
DFAAX DFA Global Core Plus Real Return Portfolio | 1.68% | -7.30% | 11.30% | 6.21% | -8.04% | 27.24% |
Different Trading Currencies
JPGL.DE is traded in EUR, while DFAAX is traded in USD. To make them comparable, the DFAAX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JPGL.DE achieves a 6.18% return, which is significantly higher than DFAAX's 1.68% return.
JPGL.DE
- 1D
- 1.25%
- 1M
- -2.66%
- YTD
- 6.18%
- 6M
- 9.40%
- 1Y
- 11.28%
- 3Y*
- 12.05%
- 5Y*
- 9.92%
- 10Y*
- —
DFAAX
- 1D
- -0.50%
- 1M
- -0.81%
- YTD
- 1.68%
- 6M
- 0.83%
- 1Y
- -3.85%
- 3Y*
- 2.68%
- 5Y*
- —
- 10Y*
- —
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JPGL.DE vs. DFAAX - Expense Ratio Comparison
JPGL.DE has a 0.20% expense ratio, which is lower than DFAAX's 0.29% expense ratio.
Return for Risk
JPGL.DE vs. DFAAX — Risk / Return Rank
JPGL.DE
DFAAX
JPGL.DE vs. DFAAX - 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 DFA Global Core Plus Real Return Portfolio (DFAAX). 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.
| JPGL.DE | DFAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | -0.50 | +1.37 |
Sortino ratioReturn per unit of downside risk | 1.18 | -0.60 | +1.78 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.92 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | -0.51 | +1.72 |
Martin ratioReturn relative to average drawdown | 6.01 | -0.79 | +6.81 |
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
| JPGL.DE | DFAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | -0.50 | +1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.52 | +0.11 |
Correlation
The correlation between JPGL.DE and DFAAX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JPGL.DE vs. DFAAX - Dividend Comparison
JPGL.DE has not paid dividends to shareholders, while DFAAX's dividend yield for the trailing twelve months is around 3.47%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFAAX DFA Global Core Plus Real Return Portfolio | 3.47% | 2.90% | 4.09% | 3.96% | 2.06% | 13.05% |
Drawdowns
JPGL.DE vs. DFAAX - Drawdown Comparison
The maximum JPGL.DE drawdown since its inception was -35.55%, which is greater than DFAAX's maximum drawdown of -13.69%. Use the drawdown chart below to compare losses from any high point for JPGL.DE and DFAAX.
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Drawdown Indicators
| JPGL.DE | DFAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.55% | -16.64% | -18.91% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -2.99% | -9.49% |
Max Drawdown (5Y)Largest decline over 5 years | -17.34% | — | — |
Current DrawdownCurrent decline from peak | -2.66% | -1.80% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -4.70% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 0.82% | +1.10% |
Volatility
JPGL.DE vs. DFAAX - Volatility Comparison
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) has a higher volatility of 3.59% compared to DFA Global Core Plus Real Return Portfolio (DFAAX) at 2.36%. This indicates that JPGL.DE's price experiences larger fluctuations and is considered to be riskier than DFAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPGL.DE | DFAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 2.36% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 6.24% | 4.39% | +1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 8.57% | +4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.92% | 10.67% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.15% | 10.67% | +4.48% |