XDW0.DE vs. JEPI
Compare and contrast key facts about Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and JPMorgan Equity Premium Income ETF (JEPI).
XDW0.DE and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDW0.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Energy NR USD. It was launched on Mar 9, 2016. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDW0.DE or JEPI.
Key characteristics
| XDW0.DE | JEPI | |
|---|---|---|
| YTD Return | 4.48% | 12.16% |
| 1Y Return | -4.36% | 15.01% |
| 3Y Return (Ann) | 22.82% | 8.02% |
| Sharpe Ratio | -0.15 | 1.85 |
| Daily Std Dev | 17.21% | 7.98% |
| Max Drawdown | -61.44% | -13.71% |
| Current Drawdown | -11.82% | -0.34% |
Correlation
The correlation between XDW0.DE and JEPI is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XDW0.DE vs. JEPI - Performance Comparison
In the year-to-date period, XDW0.DE achieves a 4.48% return, which is significantly lower than JEPI's 12.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDW0.DE vs. JEPI - Expense Ratio Comparison
XDW0.DE has a 0.25% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
XDW0.DE vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and JPMorgan Equity Premium Income ETF (JEPI). 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.
Dividends
XDW0.DE vs. JEPI - Dividend Comparison
XDW0.DE has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.12%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.12% | 8.40% | 11.68% | 6.59% | 5.79% |
Drawdowns
XDW0.DE vs. JEPI - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -61.44%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and JEPI. For additional features, visit the drawdowns tool.
Volatility
XDW0.DE vs. JEPI - Volatility Comparison
Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a higher volatility of 5.55% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.85%. This indicates that XDW0.DE's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.