JREM.DE vs. XGLF.DE
JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and XGLF.DE (Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)) are both Emerging Markets Equities funds - JREM.DE tracks the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG) while XGLF.DE tracks the MSCI GCC Countries ex Select Securities Index. Both are passively managed. Over the past 5 years, JREM.DE returned 7.65%/yr vs 5.40%/yr for XGLF.DE. At a 0.44 correlation, their price movements are largely independent. JREM.DE charges 0.30%/yr vs 0.65%/yr for XGLF.DE.
Performance
JREM.DE vs. XGLF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREM.DE achieves a 26.36% return, which is significantly higher than XGLF.DE's 6.19% return.
JREM.DE
- 1D
- -0.61%
- 1M
- -5.12%
- 6M
- 19.35%
- YTD
- 26.36%
- 1Y
- 43.65%
- 3Y*
- 19.72%
- 5Y*
- 7.65%
- 10Y*
- —
XGLF.DE
- 1D
- 1.04%
- 1M
- 0.25%
- 6M
- 0.08%
- YTD
- 6.19%
- 1Y
- 4.64%
- 3Y*
- 3.71%
- 5Y*
- 5.40%
- 10Y*
- 7.56%
JREM.DE vs. XGLF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 26.36% | 19.77% | 12.77% | 4.19% | -15.62% | 4.85% | 8.48% | 24.11% | -16.72% |
XGLF.DE Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) | 6.19% | -5.36% | 9.58% | 0.55% | 1.24% | 48.84% | -9.49% | 9.50% | 0.20% |
Correlation
The correlation between JREM.DE and XGLF.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2018 | 0.44 |
The correlation between JREM.DE and XGLF.DE shifts across timeframes, from 0.33 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JREM.DE vs. XGLF.DE — Risk / Return Rank
JREM.DE
XGLF.DE
JREM.DE vs. XGLF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) and Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JREM.DE | XGLF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.75 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.07 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 4.27 | 0.51 | +3.76 |
| Martin ratioReturn relative to average drawdown | 13.09 | 1.11 | +11.98 |
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Drawdowns
JREM.DE vs. XGLF.DE - Drawdown Comparison
The maximum JREM.DE drawdown since its inception was -30.27%, smaller than the maximum XGLF.DE drawdown of -42.15%. Use the drawdown chart below to compare losses from any high point for JREM.DE and XGLF.DE.
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Drawdown Indicators
| JREM.DE | XGLF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.27% | -42.15% | +11.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.18% | -9.05% | -1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -19.27% | -18.41% | -0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -31.29% | +6.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.16% | — |
Current DrawdownCurrent decline from peak | -8.09% | -17.67% | +9.58% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -18.25% | +7.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 4.16% | -0.83% |
Volatility
JREM.DE vs. XGLF.DE - Volatility Comparison
JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) has a higher volatility of 8.93% compared to Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) at 3.71%. This indicates that JREM.DE's price experiences larger fluctuations and is considered to be riskier than XGLF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREM.DE | XGLF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.93% | 3.71% | +5.22% |
Volatility (6M)Calculated over the trailing 6-month period | 18.16% | 8.99% | +9.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.57% | 12.56% | +8.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.48% | 15.36% | +2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 18.33% | +1.34% |
JREM.DE vs. XGLF.DE - Expense Ratio Comparison
JREM.DE has a 0.30% expense ratio, which is lower than XGLF.DE's 0.65% expense ratio.
Dividends
JREM.DE vs. XGLF.DE - Dividend Comparison
Neither JREM.DE nor XGLF.DE has paid dividends to shareholders.
Frequently Asked Questions
JREM.DE and XGLF.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREM.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREM.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for XGLF.DE.
JREM.DE tracks JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG), while XGLF.DE tracks MSCI GCC Countries ex Select Securities Index. They also come from different issuers: JPMorgan and Xtrackers. Their fees differ too: 0.30% for JREM.DE and 0.65% for XGLF.DE.
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