JRDG.L vs. XDEQ.L
Compare and contrast key facts about JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDG.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
JRDG.L and XDEQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JRDG.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 10, 2018. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both JRDG.L and XDEQ.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: JRDG.L or XDEQ.L.
Key characteristics
| JRDG.L | XDEQ.L | |
|---|---|---|
| YTD Return | 14.06% | 15.09% |
| 1Y Return | 21.97% | 22.89% |
| 3Y Return (Ann) | 7.17% | 7.53% |
| Sharpe Ratio | 2.25 | 2.15 |
| Sortino Ratio | 3.13 | 3.08 |
| Omega Ratio | 1.42 | 1.40 |
| Calmar Ratio | 3.48 | 3.56 |
| Martin Ratio | 14.77 | 12.82 |
| Ulcer Index | 1.51% | 1.79% |
| Daily Std Dev | 9.91% | 10.66% |
| Max Drawdown | -15.72% | -23.79% |
| Current Drawdown | -1.91% | -2.62% |
Correlation
The correlation between JRDG.L and XDEQ.L is 0.98, 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.
Performance
JRDG.L vs. XDEQ.L - Performance Comparison
In the year-to-date period, JRDG.L achieves a 14.06% return, which is significantly lower than XDEQ.L's 15.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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JRDG.L vs. XDEQ.L - Expense Ratio Comparison
Both JRDG.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%.
Risk-Adjusted Performance
JRDG.L vs. XDEQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDG.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.
Dividends
JRDG.L vs. XDEQ.L - Dividend Comparison
Neither JRDG.L nor XDEQ.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JRDG.L JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDEQ.L Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
JRDG.L vs. XDEQ.L - Drawdown Comparison
The maximum JRDG.L drawdown since its inception was -15.72%, smaller than the maximum XDEQ.L drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for JRDG.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
JRDG.L vs. XDEQ.L - Volatility Comparison
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRDG.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) have volatilities of 2.22% and 2.32%, 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.