XDND.DE vs. JGPI.DE
XDND.DE (Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)) and JGPI.DE (JPM Global Equity Premium Income Active UCITS ETF - USD (dist)) are both exchange-traded funds - XDND.DE is a Dividend fund tracking the MSCI North America High Dividend Yield Index, while JGPI.DE is a Derivative Income fund actively managed by JPMorgan. XDND.DE is passively managed, while JGPI.DE is actively managed. Over the past year, XDND.DE returned 21.96% vs 6.72% for JGPI.DE. A 0.59 correlation means they provide meaningful diversification when combined. XDND.DE charges 0.39%/yr vs 0.35%/yr for JGPI.DE.
Performance
XDND.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDND.DE achieves a 15.70% return, which is significantly higher than JGPI.DE's 3.30% return.
XDND.DE
- 1D
- 0.33%
- 1M
- 3.13%
- 6M
- 16.23%
- YTD
- 15.70%
- 1Y
- 21.96%
- 3Y*
- 12.11%
- 5Y*
- 9.67%
- 10Y*
- 9.54%
JGPI.DE
- 1D
- -0.22%
- 1M
- 4.18%
- 6M
- 3.70%
- YTD
- 3.30%
- 1Y
- 6.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDND.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDND.DE Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) | 15.70% | 0.21% | 17.37% | 1.91% |
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 3.30% | -0.67% | 14.32% | -1.40% |
Correlation
The correlation between XDND.DE and JGPI.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2023 | 0.59 |
The correlation between XDND.DE and JGPI.DE shifts across timeframes, from 0.47 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDND.DE vs. JGPI.DE — Risk / Return Rank
XDND.DE
JGPI.DE
XDND.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) and JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.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.
| XDND.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.12 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 4.44 | 0.74 | +3.71 |
| Martin ratioReturn relative to average drawdown | 13.43 | 1.98 | +11.45 |
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Drawdowns
XDND.DE vs. JGPI.DE - Drawdown Comparison
The maximum XDND.DE drawdown since its inception was -32.18%, which is greater than JGPI.DE's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for XDND.DE and JGPI.DE.
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Drawdown Indicators
| XDND.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.18% | -12.12% | -20.06% |
Max Drawdown (1Y)Largest decline over 1 year | -4.92% | -9.09% | +4.17% |
Max Drawdown (3Y)Largest decline over 3 years | -18.13% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.13% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.18% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.88% | +4.88% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -4.52% | -2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 3.39% | -1.76% |
Volatility
XDND.DE vs. JGPI.DE - Volatility Comparison
The current volatility for Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) is 2.40%, while JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) has a volatility of 2.99%. This indicates that XDND.DE experiences smaller price fluctuations and is considered to be less risky than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDND.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 2.99% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 6.96% | 7.28% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.57% | 10.10% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.51% | 10.32% | +2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 10.32% | +5.75% |
XDND.DE vs. JGPI.DE - Expense Ratio Comparison
XDND.DE has a 0.39% expense ratio, which is higher than JGPI.DE's 0.35% expense ratio.
Dividends
XDND.DE vs. JGPI.DE - Dividend Comparison
XDND.DE has not paid dividends to shareholders, while JGPI.DE's dividend yield for the trailing twelve months is around 7.96%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 7.96% | 8.08% | 6.27% |
XDND.DE Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDND.DE and JGPI.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JGPI.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JGPI.DE is cheaper with a 0.35% expense ratio, compared with 0.39% for XDND.DE.
XDND.DE is categorized as Dividend, while JGPI.DE is Derivative Income. They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.39% for XDND.DE and 0.35% for JGPI.DE.
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