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XWD1.L vs. JEPG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWD1.L vs. JEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XWD1.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

JEPG.L

1D
0.00%
1M
-1.49%
YTD
-2.66%
6M
-1.72%
1Y
1.19%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XWD1.L vs. JEPG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XWD1.L

JEPG.L
JEPG.L Risk / Return Rank: 1111
Overall Rank
JEPG.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
JEPG.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
JEPG.L Omega Ratio Rank: 1010
Omega Ratio Rank
JEPG.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
JEPG.L Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XWD1.L vs. JEPG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XWD1.L vs. JEPG.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XWD1.LJEPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

Drawdowns

XWD1.L vs. JEPG.L - Drawdown Comparison


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Drawdown Indicators


XWD1.LJEPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.41%

Max Drawdown (1Y)

Largest decline over 1 year

-8.41%

Current Drawdown

Current decline from peak

-7.98%

Average Drawdown

Average peak-to-trough decline

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

Volatility

XWD1.L vs. JEPG.L - Volatility Comparison


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Volatility by Period


XWD1.LJEPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

Volatility (6M)

Calculated over the trailing 6-month period

6.60%

Volatility (1Y)

Calculated over the trailing 1-year period

9.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.93%

XWD1.L vs. JEPG.L - Expense Ratio Comparison

XWD1.L has a 0.19% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.


Dividends

XWD1.L vs. JEPG.L - Dividend Comparison

XWD1.L has not paid dividends to shareholders, while JEPG.L's dividend yield for the trailing twelve months is around 8.88%.


Frequently Asked Questions


On fees, XWD1.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWD1.L is cheaper with a 0.19% expense ratio, compared with 0.35% for JEPG.L.

They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.19% for XWD1.L and 0.35% for JEPG.L.

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