XDEV.L vs. JGYH.L
XDEV.L (Xtrackers MSCI World Value Factor UCITS ETF 1C) and JGYH.L (JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc)) are both exchange-traded funds - XDEV.L is a Global Equities fund tracking the MSCI ACWI Value NR USD, while JGYH.L is a High Yield Bonds fund tracking the ICE BofA Gbl HY Constnd TR USD. Both are passively managed. Over the past 5 years, XDEV.L returned 17.32%/yr vs 4.39%/yr for JGYH.L. At a 0.38 correlation, their price movements are largely independent. XDEV.L charges 0.25%/yr vs 0.35%/yr for JGYH.L.
Performance
XDEV.L vs. JGYH.L - Performance Comparison
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Different Trading Currencies
XDEV.L is traded in GBp, while JGYH.L is traded in GBP. To make them comparable, the JGYH.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDEV.L achieves a 31.58% return, which is significantly higher than JGYH.L's 2.60% return.
XDEV.L
- 1D
- -0.66%
- 1M
- -1.53%
- 6M
- 28.15%
- YTD
- 31.58%
- 1Y
- 58.21%
- 3Y*
- 26.13%
- 5Y*
- 17.32%
- 10Y*
- 12.10%
JGYH.L
- 1D
- -0.06%
- 1M
- 0.52%
- 6M
- 2.53%
- YTD
- 2.60%
- 1Y
- 7.99%
- 3Y*
- 7.72%
- 5Y*
- 4.39%
- 10Y*
- —
XDEV.L vs. JGYH.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDEV.L Xtrackers MSCI World Value Factor UCITS ETF 1C | 31.58% | 30.51% | 6.79% | 13.25% | 1.01% | 21.67% | -5.11% |
JGYH.L JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) | 2.60% | 4.10% | 7.92% | 5.18% | 0.63% | 3.10% | -22.21% |
Correlation
The correlation between XDEV.L and JGYH.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2020 | 0.38 |
The correlation between XDEV.L and JGYH.L shifts across timeframes, from 0.26 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEV.L vs. JGYH.L — Risk / Return Rank
XDEV.L
JGYH.L
XDEV.L vs. JGYH.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) and JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.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.
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.
| XDEV.L | JGYH.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.18 | ||
| Sortino ratioReturn per unit of downside risk | +2.66 | ||
| Omega ratioGain probability vs. loss probability | 1.72 | 1.32 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 8.37 | 3.56 | +4.81 |
| Martin ratioReturn relative to average drawdown | 28.13 | 10.50 | +17.63 |
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Drawdowns
XDEV.L vs. JGYH.L - Drawdown Comparison
The maximum XDEV.L drawdown since its inception was -45.89%, which is greater than JGYH.L's maximum drawdown of -31.48%. Use the drawdown chart below to compare losses from any high point for XDEV.L and JGYH.L.
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Drawdown Indicators
| XDEV.L | JGYH.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.89% | -31.48% | -14.41% |
Max Drawdown (1Y)Largest decline over 1 year | -6.92% | -2.41% | -4.51% |
Max Drawdown (3Y)Largest decline over 3 years | -19.90% | -7.56% | -12.34% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | -7.74% | -12.16% |
Max Drawdown (10Y)Largest decline over 10 years | -35.20% | — | — |
Current DrawdownCurrent decline from peak | -4.45% | -2.49% | -1.96% |
Average DrawdownAverage peak-to-trough decline | -15.28% | -16.57% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 0.82% | +1.24% |
Volatility
XDEV.L vs. JGYH.L - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.L) has a higher volatility of 5.86% compared to JPMorgan Global High Yield Corporate Bond Multi-Factor UCITS ETF (acc) (JGYH.L) at 1.41%. This indicates that XDEV.L's price experiences larger fluctuations and is considered to be riskier than JGYH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEV.L | JGYH.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 1.41% | +4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 3.49% | +9.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.84% | 4.94% | +9.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.09% | 6.94% | +12.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 12.32% | +8.69% |
XDEV.L vs. JGYH.L - Expense Ratio Comparison
XDEV.L has a 0.25% expense ratio, which is lower than JGYH.L's 0.35% expense ratio.
Dividends
XDEV.L vs. JGYH.L - Dividend Comparison
Neither XDEV.L nor JGYH.L has paid dividends to shareholders.
Frequently Asked Questions
XDEV.L and JGYH.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JGYH.L.
XDEV.L is categorized as Global Equities, while JGYH.L is High Yield Bonds. XDEV.L tracks MSCI ACWI Value NR USD, while JGYH.L tracks ICE BofA Gbl HY Constnd TR USD. They also come from different issuers: DWS and JPMorgan. Their fees differ too: 0.25% for XDEV.L and 0.35% for JGYH.L.
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