XAMB.DE vs. JPGL.DE
XAMB.DE (Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - XAMB.DE tracks the MSCI World SRI Filtered PAB while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 5 years, XAMB.DE returned 10.09%/yr vs 10.25%/yr for JPGL.DE. Their correlation of 0.87 suggests significant overlap in exposure. XAMB.DE charges 0.18%/yr vs 0.20%/yr for JPGL.DE.
Performance
XAMB.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XAMB.DE achieves a 13.11% return, which is significantly higher than JPGL.DE's 11.57% return.
XAMB.DE
- 1D
- 0.27%
- 1M
- 6.31%
- YTD
- 13.11%
- 6M
- 13.74%
- 1Y
- 20.74%
- 3Y*
- 12.56%
- 5Y*
- 10.09%
- 10Y*
- —
JPGL.DE
- 1D
- -0.10%
- 1M
- 3.07%
- YTD
- 11.57%
- 6M
- 12.21%
- 1Y
- 19.57%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
XAMB.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XAMB.DE Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc | 13.11% | 2.25% | 15.42% | 20.65% | -17.81% | 36.43% | 7.63% | 9.26% |
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% |
Correlation
The correlation between XAMB.DE and JPGL.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.87 |
The correlation between XAMB.DE and JPGL.DE shifts across timeframes, from 0.73 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XAMB.DE vs. JPGL.DE — Risk / Return Rank
XAMB.DE
JPGL.DE
XAMB.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.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.
| XAMB.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.40 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 4.10 | -1.61 |
| Martin ratioReturn relative to average drawdown | 9.16 | 15.50 | -6.34 |
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
| XAMB.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 2.28 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.85 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.68 | +0.06 |
Drawdowns
XAMB.DE vs. JPGL.DE - Drawdown Comparison
The maximum XAMB.DE drawdown since its inception was -31.83%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for XAMB.DE and JPGL.DE.
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Drawdown Indicators
| XAMB.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -35.55% | +3.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -4.75% | -3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -22.09% | -17.34% | -4.75% |
Max Drawdown (5Y)Largest decline over 5 years | -22.09% | -17.34% | -4.75% |
Current DrawdownCurrent decline from peak | 0.00% | -0.10% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -4.81% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 1.26% | +1.00% |
Volatility
XAMB.DE vs. JPGL.DE - Volatility Comparison
Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) has a higher volatility of 3.89% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that XAMB.DE's price experiences larger fluctuations and is considered to be riskier than JPGL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XAMB.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 2.06% | +1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 6.02% | +3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 8.55% | +4.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 11.86% | +3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 15.01% | +1.39% |
XAMB.DE vs. JPGL.DE - Expense Ratio Comparison
XAMB.DE has a 0.18% expense ratio, which is lower than JPGL.DE's 0.20% 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%.
Dividends
XAMB.DE vs. JPGL.DE - Dividend Comparison
Neither XAMB.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
XAMB.DE and JPGL.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XAMB.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XAMB.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for JPGL.DE.
XAMB.DE tracks MSCI World SRI Filtered PAB, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.18% for XAMB.DE and 0.20% for JPGL.DE.
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