XNAS.DE vs. JGPI.DE
XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both exchange-traded funds - XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. XNAS.DE is passively managed, while JGPI.DE is actively managed. Over the past year, XNAS.DE returned 39.25% vs 2.12% for JGPI.DE. At a 0.17 correlation, their price movements are largely independent. XNAS.DE charges 0.20%/yr vs 0.35%/yr for JGPI.DE.
Performance
XNAS.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XNAS.DE achieves a 20.53% return, which is significantly higher than JGPI.DE's 0.57% return.
XNAS.DE
- 1D
- -0.83%
- 1M
- 3.84%
- YTD
- 20.53%
- 6M
- 22.04%
- 1Y
- 39.25%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
JGPI.DE
- 1D
- -0.67%
- 1M
- 1.61%
- YTD
- 0.57%
- 6M
- 1.14%
- 1Y
- 2.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XNAS.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 2.54% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 0.57% | -0.67% | 14.32% | -1.40% |
Correlation
The correlation between XNAS.DE and JGPI.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2023 | 0.17 |
The correlation between XNAS.DE and JGPI.DE shifts across timeframes, from -0.03 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XNAS.DE vs. JGPI.DE — Risk / Return Rank
XNAS.DE
JGPI.DE
XNAS.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) and JPMorgan Global Equity Premium Income UCITS ETF (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.
| XNAS.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.17 | ||
| Sortino ratioReturn per unit of downside risk | +2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.04 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 0.25 | +3.52 |
| Martin ratioReturn relative to average drawdown | 11.16 | 0.70 | +10.46 |
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Drawdowns
XNAS.DE vs. JGPI.DE - Drawdown Comparison
The maximum XNAS.DE drawdown since its inception was -31.25%, 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 XNAS.DE and JGPI.DE.
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Drawdown Indicators
| XNAS.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.25% | -12.12% | -19.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.00% | -9.09% | -0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -26.72% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.25% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | -7.40% | +6.57% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -4.47% | -3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.18% | +0.20% |
Volatility
XNAS.DE vs. JGPI.DE - Volatility Comparison
Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a higher volatility of 4.31% compared to JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) at 3.58%. This indicates that XNAS.DE's price experiences larger fluctuations and is considered to be riskier 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
| XNAS.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 3.58% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 10.91% | 7.09% | +3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 10.07% | +5.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.88% | 10.37% | +9.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.85% | 10.37% | +9.48% |
XNAS.DE vs. JGPI.DE - Expense Ratio Comparison
XNAS.DE has a 0.20% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.
Dividends
XNAS.DE vs. JGPI.DE - Dividend Comparison
XNAS.DE has not paid dividends to shareholders, while JGPI.DE's dividend yield for the trailing twelve months is around 8.18%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.18% | 8.08% | 6.27% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XNAS.DE and JGPI.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XNAS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNAS.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JGPI.DE.
XNAS.DE is categorized as Nasdaq-100, while JGPI.DE is Large Cap Blend Equities. They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.20% for XNAS.DE and 0.35% for JGPI.DE.
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