XMAW.DE vs. JPGL.DE
XMAW.DE (Xtrackers MSCI AC World ESG Screened UCITS ETF 1C) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - XMAW.DE tracks the MSCI ACWI NR USD while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 5 years, XMAW.DE returned 12.21%/yr vs 10.25%/yr for JPGL.DE. Their correlation of 0.85 suggests significant overlap in exposure. XMAW.DE charges 0.25%/yr vs 0.20%/yr for JPGL.DE.
Performance
XMAW.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XMAW.DE achieves a 12.49% return, which is significantly higher than JPGL.DE's 11.57% return.
XMAW.DE
- 1D
- -0.19%
- 1M
- 3.99%
- YTD
- 12.49%
- 6M
- 12.66%
- 1Y
- 26.81%
- 3Y*
- 18.18%
- 5Y*
- 12.21%
- 10Y*
- 12.33%
JPGL.DE
- 1D
- -0.10%
- 1M
- 2.54%
- YTD
- 11.57%
- 6M
- 11.95%
- 1Y
- 19.90%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
XMAW.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XMAW.DE Xtrackers MSCI AC World ESG Screened UCITS ETF 1C | 12.49% | 8.98% | 25.39% | 19.46% | -15.01% | 28.71% | 5.50% | 7.80% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -4.98% | 33.79% | -3.55% | 6.48% |
Correlation
The correlation between XMAW.DE and JPGL.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.85 |
Over the past year, the correlation between XMAW.DE and JPGL.DE has dropped to 0.64 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
XMAW.DE vs. JPGL.DE — Risk / Return Rank
XMAW.DE
JPGL.DE
XMAW.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.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.
| XMAW.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.40 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 4.10 | -0.42 |
| Martin ratioReturn relative to average drawdown | 14.79 | 15.50 | -0.72 |
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
| XMAW.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 2.28 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.85 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.68 | +0.09 |
Drawdowns
XMAW.DE vs. JPGL.DE - Drawdown Comparison
The maximum XMAW.DE drawdown since its inception was -33.49%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for XMAW.DE and JPGL.DE.
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Drawdown Indicators
| XMAW.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.49% | -35.55% | +2.06% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -4.75% | -2.55% |
Max Drawdown (3Y)Largest decline over 3 years | -22.10% | -17.34% | -4.76% |
Max Drawdown (5Y)Largest decline over 5 years | -22.10% | -17.34% | -4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -33.49% | — | — |
Current DrawdownCurrent decline from peak | -0.67% | -0.10% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -4.81% | -0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.26% | +0.56% |
Volatility
XMAW.DE vs. JPGL.DE - Volatility Comparison
Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) has a higher volatility of 3.16% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that XMAW.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
| XMAW.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 2.06% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 6.02% | +2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.11% | 8.55% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 11.86% | +2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.23% | 15.01% | +0.22% |
XMAW.DE vs. JPGL.DE - Expense Ratio Comparison
XMAW.DE has a 0.25% expense ratio, which is higher than JPGL.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XMAW.DE vs. JPGL.DE - Dividend Comparison
Neither XMAW.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
XMAW.DE and JPGL.DE have a correlation of 0.64, 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 0.25% for XMAW.DE.
XMAW.DE tracks MSCI ACWI NR USD, 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: 0.25% for XMAW.DE and 0.20% for JPGL.DE.
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