JPGL.DE vs. EXI2.DE
JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) and EXI2.DE (iShares Dow Jones Global Titans 50 UCITS ETF (DE)) are both Global Equities funds - JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity while EXI2.DE tracks the Dow Jones Global Titans 50. Both are passively managed. Over the past 5 years, JPGL.DE returned 10.25%/yr vs 17.19%/yr for EXI2.DE. A 0.68 correlation means they provide meaningful diversification when combined. JPGL.DE charges 0.20%/yr vs 0.51%/yr for EXI2.DE.
Performance
JPGL.DE vs. EXI2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPGL.DE achieves a 11.57% return, which is significantly lower than EXI2.DE's 12.23% return.
JPGL.DE
- 1D
- -0.10%
- 1M
- 2.54%
- YTD
- 11.57%
- 6M
- 11.95%
- 1Y
- 19.90%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
EXI2.DE
- 1D
- -0.27%
- 1M
- 4.33%
- YTD
- 12.23%
- 6M
- 11.81%
- 1Y
- 32.96%
- 3Y*
- 22.85%
- 5Y*
- 17.19%
- 10Y*
- 16.14%
JPGL.DE vs. EXI2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -4.98% | 33.79% | -3.55% | 6.48% |
EXI2.DE iShares Dow Jones Global Titans 50 UCITS ETF (DE) | 12.23% | 10.38% | 38.84% | 33.44% | -21.53% | 35.62% | 10.63% | 9.26% |
Correlation
The correlation between JPGL.DE and EXI2.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.68 |
Over the past year, the correlation between JPGL.DE and EXI2.DE has dropped to 0.44 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
JPGL.DE vs. EXI2.DE — Risk / Return Rank
JPGL.DE
EXI2.DE
JPGL.DE vs. EXI2.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 iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.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.
| JPGL.DE | EXI2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.44 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 4.21 | -0.10 |
| Martin ratioReturn relative to average drawdown | 15.50 | 15.84 | -0.33 |
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 | EXI2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.52 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 1.02 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.97 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.41 | +0.27 |
Drawdowns
JPGL.DE vs. EXI2.DE - Drawdown Comparison
The maximum JPGL.DE drawdown since its inception was -35.55%, smaller than the maximum EXI2.DE drawdown of -59.21%. Use the drawdown chart below to compare losses from any high point for JPGL.DE and EXI2.DE.
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Drawdown Indicators
| JPGL.DE | EXI2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.55% | -59.21% | +23.66% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -8.07% | +3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -17.34% | -24.75% | +7.41% |
Max Drawdown (5Y)Largest decline over 5 years | -17.34% | -24.75% | +7.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.00% | — |
Current DrawdownCurrent decline from peak | -0.10% | -1.11% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -17.44% | +12.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 2.15% | -0.89% |
Volatility
JPGL.DE vs. EXI2.DE - Volatility Comparison
The current volatility for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) is 2.06%, while iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) has a volatility of 3.46%. This indicates that JPGL.DE experiences smaller price fluctuations and is considered to be less risky than EXI2.DE 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 | EXI2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 3.46% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 6.02% | 9.18% | -3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.55% | 13.50% | -4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.86% | 16.60% | -4.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 16.57% | -1.56% |
JPGL.DE vs. EXI2.DE - Expense Ratio Comparison
JPGL.DE has a 0.20% expense ratio, which is lower than EXI2.DE's 0.51% expense ratio.
Dividends
JPGL.DE vs. EXI2.DE - Dividend Comparison
JPGL.DE has not paid dividends to shareholders, while EXI2.DE's dividend yield for the trailing twelve months is around 0.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXI2.DE iShares Dow Jones Global Titans 50 UCITS ETF (DE) | 0.33% | 0.41% | 0.42% | 0.61% | 0.84% | 0.55% | 0.99% | 1.28% | 1.29% | 2.56% | 1.77% | 2.56% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPGL.DE and EXI2.DE have a correlation of 0.44, 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 0.51% for EXI2.DE.
JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity, while EXI2.DE tracks Dow Jones Global Titans 50. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.20% for JPGL.DE and 0.51% for EXI2.DE.
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