XG12.DE vs. JPGL.DE
XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 3 years, XG12.DE returned 12.73%/yr vs 13.57%/yr for JPGL.DE. A 0.63 correlation means they provide meaningful diversification when combined. XG12.DE charges 0.35%/yr vs 0.20%/yr for JPGL.DE.
Performance
XG12.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XG12.DE achieves a 39.92% return, which is significantly higher than JPGL.DE's 11.57% return.
XG12.DE
- 1D
- -0.39%
- 1M
- 10.62%
- YTD
- 39.92%
- 6M
- 38.31%
- 1Y
- 54.12%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
JPGL.DE
- 1D
- -0.10%
- 1M
- 2.54%
- YTD
- 11.57%
- 6M
- 11.95%
- 1Y
- 19.90%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
XG12.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 8.69% | -4.44% | -8.34% | -5.33% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -3.52% |
Correlation
The correlation between XG12.DE and JPGL.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.63 |
The correlation between XG12.DE and JPGL.DE has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.
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Return for Risk
XG12.DE vs. JPGL.DE — Risk / Return Rank
XG12.DE
JPGL.DE
XG12.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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.
| XG12.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.40 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 7.95 | 4.10 | +3.85 |
| Martin ratioReturn relative to average drawdown | 25.46 | 15.50 | +9.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XG12.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.33 | 2.28 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.68 | -0.28 |
Drawdowns
XG12.DE vs. JPGL.DE - Drawdown Comparison
The maximum XG12.DE drawdown since its inception was -32.01%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for XG12.DE and JPGL.DE.
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Drawdown Indicators
| XG12.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -35.55% | +3.54% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -4.75% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -24.98% | -17.34% | -7.64% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.34% | — |
Current DrawdownCurrent decline from peak | -1.67% | -0.10% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -14.28% | -4.81% | -9.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.26% | +0.86% |
Volatility
XG12.DE vs. JPGL.DE - Volatility Comparison
Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a higher volatility of 6.86% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that XG12.DE's price experiences larger fluctuations and is considered to be riskier than JPGL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XG12.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.86% | 2.06% | +4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 12.62% | 6.02% | +6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 8.55% | +7.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 11.86% | +5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 15.01% | +2.43% |
XG12.DE vs. JPGL.DE - Expense Ratio Comparison
XG12.DE has a 0.35% expense ratio, which is higher than JPGL.DE's 0.20% expense ratio.
Dividends
XG12.DE vs. JPGL.DE - Dividend Comparison
Neither XG12.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
XG12.DE and JPGL.DE have a correlation of 0.58, 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 0.35% for XG12.DE.
XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.35% for XG12.DE and 0.20% for JPGL.DE.
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