JREG.DE vs. DXJG.L
Compare and contrast key facts about JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) and WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L).
JREG.DE and DXJG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JREG.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Global Research Enhanced Index Equity (ESG). It was launched on Oct 10, 2018. DXJG.L is a passively managed fund by WisdomTree that tracks the performance of the TOPIX TR JPY. It was launched on Nov 2, 2015. Both JREG.DE and DXJG.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: JREG.DE or DXJG.L.
Key characteristics
| JREG.DE | DXJG.L | |
|---|---|---|
| YTD Return | 15.88% | 7.03% |
| 1Y Return | 21.47% | 4.63% |
| 3Y Return (Ann) | 10.26% | 7.06% |
| 5Y Return (Ann) | 13.13% | 7.73% |
| Sharpe Ratio | 2.12 | 0.29 |
| Daily Std Dev | 10.86% | 17.69% |
| Max Drawdown | -33.56% | -29.26% |
| Current Drawdown | -1.94% | -8.32% |
Correlation
The correlation between JREG.DE and DXJG.L is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JREG.DE vs. DXJG.L - Performance Comparison
In the year-to-date period, JREG.DE achieves a 15.88% return, which is significantly higher than DXJG.L's 7.03% 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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JREG.DE vs. DXJG.L - Expense Ratio Comparison
JREG.DE has a 0.25% expense ratio, which is lower than DXJG.L's 0.40% expense ratio.
Risk-Adjusted Performance
JREG.DE vs. DXJG.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 (acc) (JREG.DE) and WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.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
JREG.DE vs. DXJG.L - Dividend Comparison
Neither JREG.DE nor DXJG.L has paid dividends to shareholders.
Drawdowns
JREG.DE vs. DXJG.L - Drawdown Comparison
The maximum JREG.DE drawdown since its inception was -33.56%, which is greater than DXJG.L's maximum drawdown of -29.26%. Use the drawdown chart below to compare losses from any high point for JREG.DE and DXJG.L. For additional features, visit the drawdowns tool.
Volatility
JREG.DE vs. DXJG.L - Volatility Comparison
The current volatility for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) is 3.95%, while WisdomTree Japan Equity UCITS ETF JPY Acc (DXJG.L) has a volatility of 5.57%. This indicates that JREG.DE experiences smaller price fluctuations and is considered to be less risky than DXJG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.