XDEB.DE vs. JPGL.DE
XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - XDEB.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 5 years, XDEB.DE returned 6.05%/yr vs 10.67%/yr for JPGL.DE. Their correlation of 0.83 suggests significant overlap in exposure. XDEB.DE charges 0.25%/yr vs 0.20%/yr for JPGL.DE.
Performance
XDEB.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEB.DE achieves a 3.07% return, which is significantly lower than JPGL.DE's 14.83% return.
XDEB.DE
- 1D
- -0.28%
- 1M
- 0.84%
- YTD
- 3.07%
- 6M
- 3.66%
- 1Y
- 4.26%
- 3Y*
- 7.61%
- 5Y*
- 6.05%
- 10Y*
- 7.15%
JPGL.DE
- 1D
- 0.58%
- 1M
- 3.41%
- YTD
- 14.83%
- 6M
- 15.51%
- 1Y
- 25.01%
- 3Y*
- 15.02%
- 5Y*
- 10.67%
- 10Y*
- —
XDEB.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 3.07% | -1.27% | 17.84% | 3.65% | -4.26% | 24.29% | -6.66% | 5.02% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 14.83% | 5.19% | 16.53% | 9.72% | -4.98% | 33.81% | -3.57% | 6.77% |
Correlation
The correlation between XDEB.DE and JPGL.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2019 | 0.83 |
The correlation between XDEB.DE and JPGL.DE shifts across timeframes, from 0.66 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEB.DE vs. JPGL.DE — Risk / Return Rank
XDEB.DE
JPGL.DE
XDEB.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.
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.
| XDEB.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.26 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.52 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 5.23 | -4.43 |
| Martin ratioReturn relative to average drawdown | 2.08 | 20.51 | -18.43 |
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Drawdowns
XDEB.DE vs. JPGL.DE - Drawdown Comparison
The maximum XDEB.DE drawdown since its inception was -28.56%, smaller than the maximum JPGL.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for XDEB.DE and JPGL.DE.
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Drawdown Indicators
| XDEB.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.56% | -35.54% | +6.98% |
Max Drawdown (1Y)Largest decline over 1 year | -5.31% | -4.76% | -0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -13.02% | -17.34% | +4.32% |
Max Drawdown (5Y)Largest decline over 5 years | -13.02% | -17.34% | +4.32% |
Max Drawdown (10Y)Largest decline over 10 years | -28.56% | — | — |
Current DrawdownCurrent decline from peak | -5.29% | 0.00% | -5.29% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -4.76% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.22% | +0.82% |
Volatility
XDEB.DE vs. JPGL.DE - Volatility Comparison
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) have volatilities of 2.02% and 2.00%, 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.
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Volatility by Period
| XDEB.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.02% | 2.00% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 5.60% | 6.09% | -0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.95% | 8.63% | -0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.16% | 11.86% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.74% | 14.94% | -2.20% |
XDEB.DE vs. JPGL.DE - Expense Ratio Comparison
XDEB.DE has a 0.25% expense ratio, which is higher than JPGL.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDEB.DE vs. JPGL.DE - Dividend Comparison
Neither XDEB.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEB.DE and JPGL.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPGL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPGL.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDEB.DE.
XDEB.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: 0.25% for XDEB.DE and 0.20% for JPGL.DE.
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