JPGL.L vs. XDEV.L
Compare and contrast key facts about JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L).
JPGL.L and XDEV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JPGL.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 9, 2019. XDEV.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Sep 11, 2014. Both JPGL.L and XDEV.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPGL.L or XDEV.L.
Performance
JPGL.L vs. XDEV.L - Performance Comparison
Returns By Period
In the year-to-date period, JPGL.L achieves a 13.76% return, which is significantly higher than XDEV.L's 7.71% return.
JPGL.L
13.76%
-2.26%
5.04%
21.85%
9.32%
N/A
XDEV.L
7.71%
0.81%
0.61%
12.35%
7.08%
8.29%
Key characteristics
| JPGL.L | XDEV.L | |
|---|---|---|
| Sharpe Ratio | 2.25 | 1.21 |
| Sortino Ratio | 3.17 | 1.62 |
| Omega Ratio | 1.41 | 1.23 |
| Calmar Ratio | 4.03 | 1.62 |
| Martin Ratio | 14.41 | 5.84 |
| Ulcer Index | 1.52% | 2.14% |
| Daily Std Dev | 9.72% | 10.29% |
| Max Drawdown | -35.87% | -28.20% |
| Current Drawdown | -2.81% | 0.00% |
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JPGL.L vs. XDEV.L - Expense Ratio Comparison
JPGL.L has a 0.19% expense ratio, which is lower than XDEV.L's 0.25% 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%.
Correlation
The correlation between JPGL.L and XDEV.L is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
JPGL.L vs. XDEV.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.
Dividends
JPGL.L vs. XDEV.L - Dividend Comparison
Neither JPGL.L nor XDEV.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JPGL.L JPM Global Equity Multi-Factor UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDEV.L Xtrackers MSCI World Value Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.74% |
Drawdowns
JPGL.L vs. XDEV.L - Drawdown Comparison
The maximum JPGL.L drawdown since its inception was -35.87%, which is greater than XDEV.L's maximum drawdown of -28.20%. Use the drawdown chart below to compare losses from any high point for JPGL.L and XDEV.L. For additional features, visit the drawdowns tool.
Volatility
JPGL.L vs. XDEV.L - Volatility Comparison
The current volatility for JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) is 2.37%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a volatility of 3.46%. This indicates that JPGL.L experiences smaller price fluctuations and is considered to be less risky than XDEV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.