XWD1.DE vs. JPGL.DE
XWD1.DE (Xtrackers MSCI World Swap UCITS ETF 1D) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - XWD1.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, XWD1.DE returned 11.92%/yr vs 10.25%/yr for JPGL.DE. Their correlation of 0.83 suggests significant overlap in exposure. XWD1.DE charges 0.19%/yr vs 0.20%/yr for JPGL.DE.
Performance
XWD1.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XWD1.DE achieves a 10.27% return, which is significantly lower than JPGL.DE's 11.57% return.
XWD1.DE
- 1D
- -0.01%
- 1M
- 4.84%
- YTD
- 10.27%
- 6M
- 10.70%
- 1Y
- 22.28%
- 3Y*
- 15.87%
- 5Y*
- 11.92%
- 10Y*
- —
JPGL.DE
- 1D
- -0.10%
- 1M
- 3.07%
- YTD
- 11.57%
- 6M
- 12.21%
- 1Y
- 19.57%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
XWD1.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XWD1.DE Xtrackers MSCI World Swap UCITS ETF 1D | 10.27% | 6.48% | 23.90% | 19.19% | -13.65% | 50.64% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -4.98% | 23.70% |
Correlation
The correlation between XWD1.DE and JPGL.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2021 | 0.83 |
The correlation between XWD1.DE and JPGL.DE shifts across timeframes, from 0.68 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XWD1.DE vs. JPGL.DE — Risk / Return Rank
XWD1.DE
JPGL.DE
XWD1.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.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.
| XWD1.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.40 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 4.10 | -1.00 |
| Martin ratioReturn relative to average drawdown | 12.26 | 15.50 | -3.25 |
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
| XWD1.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.28 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.85 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.68 | +0.33 |
Drawdowns
XWD1.DE vs. JPGL.DE - Drawdown Comparison
The maximum XWD1.DE drawdown since its inception was -22.05%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for XWD1.DE and JPGL.DE.
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Drawdown Indicators
| XWD1.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.05% | -35.55% | +13.50% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -4.75% | -2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -22.05% | -17.34% | -4.71% |
Max Drawdown (5Y)Largest decline over 5 years | -22.05% | -17.34% | -4.71% |
Current DrawdownCurrent decline from peak | -0.32% | -0.10% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -4.81% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.26% | +0.55% |
Volatility
XWD1.DE vs. JPGL.DE - Volatility Comparison
Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.DE) has a higher volatility of 2.61% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that XWD1.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
| XWD1.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 2.06% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 6.02% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 8.55% | +2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.20% | 11.86% | +2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 15.01% | +1.43% |
XWD1.DE vs. JPGL.DE - Expense Ratio Comparison
XWD1.DE has a 0.19% expense ratio, which is lower than JPGL.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XWD1.DE vs. JPGL.DE - Dividend Comparison
Neither XWD1.DE nor JPGL.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XWD1.DE Xtrackers MSCI World Swap UCITS ETF 1D | 0.00% | 0.00% | 0.00% | 0.78% | 0.88% |
Frequently Asked Questions
XWD1.DE and JPGL.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XWD1.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWD1.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for JPGL.DE.
XWD1.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: 0.19% for XWD1.DE and 0.20% for JPGL.DE.
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