XCTW.DE vs. JPGL.DE
XCTW.DE (Xtrackers MSCI World Climate Transition UCITS ETF) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - XCTW.DE tracks the MSCI ACWI NR USD while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 3 years, XCTW.DE returned 16.67%/yr vs 13.57%/yr for JPGL.DE. A 0.76 correlation means they provide meaningful diversification when combined. XCTW.DE charges 0.19%/yr vs 0.20%/yr for JPGL.DE.
Performance
XCTW.DE vs. JPGL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XCTW.DE achieves a 9.85% return, which is significantly lower than JPGL.DE's 11.57% return.
XCTW.DE
- 1D
- 0.05%
- 1M
- 4.92%
- YTD
- 9.85%
- 6M
- 10.34%
- 1Y
- 22.78%
- 3Y*
- 16.67%
- 5Y*
- —
- 10Y*
- —
JPGL.DE
- 1D
- -0.10%
- 1M
- 2.54%
- YTD
- 11.57%
- 6M
- 11.95%
- 1Y
- 19.90%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
XCTW.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XCTW.DE Xtrackers MSCI World Climate Transition UCITS ETF | 9.85% | 7.28% | 25.26% | 12.68% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 6.28% |
Correlation
The correlation between XCTW.DE and JPGL.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.76 |
The correlation between XCTW.DE and JPGL.DE has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XCTW.DE vs. JPGL.DE — Risk / Return Rank
XCTW.DE
JPGL.DE
XCTW.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.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.
| XCTW.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.40 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 4.10 | -1.17 |
| Martin ratioReturn relative to average drawdown | 11.85 | 15.50 | -3.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XCTW.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 2.28 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.29 | 0.68 | +0.61 |
Drawdowns
XCTW.DE vs. JPGL.DE - Drawdown Comparison
The maximum XCTW.DE drawdown since its inception was -21.64%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for XCTW.DE and JPGL.DE.
Loading charts...
Drawdown Indicators
| XCTW.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.64% | -35.55% | +13.91% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -4.75% | -2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -17.34% | -4.30% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.34% | — |
Current DrawdownCurrent decline from peak | -0.31% | -0.10% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -2.65% | -4.81% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.26% | +0.66% |
Volatility
XCTW.DE vs. JPGL.DE - Volatility Comparison
Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.DE) has a higher volatility of 2.68% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that XCTW.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.
Loading charts...
Volatility by Period
| XCTW.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 2.06% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 6.02% | +2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 8.55% | +3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.16% | 11.86% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.16% | 15.01% | -1.85% |
XCTW.DE vs. JPGL.DE - Expense Ratio Comparison
XCTW.DE has a 0.19% 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
XCTW.DE vs. JPGL.DE - Dividend Comparison
Neither XCTW.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
XCTW.DE and JPGL.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XCTW.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XCTW.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for JPGL.DE.
XCTW.DE tracks MSCI ACWI NR USD, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: DWS and JPMorgan. Their fees differ too: 0.19% for XCTW.DE and 0.20% for JPGL.DE.
Find the right allocation for XCTW.DE and JPGL.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer