XDWS.L vs. JEPI
Compare and contrast key facts about Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) and JPMorgan Equity Premium Income ETF (JEPI).
XDWS.L and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWS.L is a passively managed fund by Xtrackers that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. 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: XDWS.L or JEPI.
Key characteristics
| XDWS.L | JEPI | |
|---|---|---|
| YTD Return | 7.10% | 15.89% |
| 1Y Return | 10.78% | 19.32% |
| 3Y Return (Ann) | 2.19% | 8.31% |
| Sharpe Ratio | 1.24 | 2.89 |
| Sortino Ratio | 1.82 | 4.02 |
| Omega Ratio | 1.21 | 1.58 |
| Calmar Ratio | 1.15 | 5.23 |
| Martin Ratio | 5.64 | 20.45 |
| Ulcer Index | 1.86% | 0.99% |
| Daily Std Dev | 8.58% | 7.00% |
| Max Drawdown | -23.72% | -13.71% |
| Current Drawdown | -5.84% | -0.10% |
Correlation
The correlation between XDWS.L and JEPI is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XDWS.L vs. JEPI - Performance Comparison
In the year-to-date period, XDWS.L achieves a 7.10% return, which is significantly lower than JEPI's 15.89% 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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XDWS.L vs. JEPI - Expense Ratio Comparison
XDWS.L has a 0.25% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
XDWS.L vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) 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
XDWS.L vs. JEPI - Dividend Comparison
XDWS.L has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.06%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
XDWS.L Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.06% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
XDWS.L vs. JEPI - Drawdown Comparison
The maximum XDWS.L drawdown since its inception was -23.72%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for XDWS.L and JEPI. For additional features, visit the drawdowns tool.
Volatility
XDWS.L vs. JEPI - Volatility Comparison
Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) has a higher volatility of 2.45% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.95%. This indicates that XDWS.L'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.