XZMU.DE vs. JGPI.DE
XZMU.DE (Xtrackers MSCI USA ESG UCITS ETF 1C) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both Large Cap Blend Equities funds. XZMU.DE is passively managed, while JGPI.DE is actively managed. Over the past year, XZMU.DE returned 23.46% vs -0.98% for JGPI.DE. At a 0.33 correlation, their price movements are largely independent. XZMU.DE charges 0.15%/yr vs 0.35%/yr for JGPI.DE.
Performance
XZMU.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZMU.DE achieves a 8.21% return, which is significantly higher than JGPI.DE's -1.21% return.
XZMU.DE
- 1D
- 0.69%
- 1M
- 5.33%
- YTD
- 8.21%
- 6M
- 9.17%
- 1Y
- 23.46%
- 3Y*
- 18.71%
- 5Y*
- 14.63%
- 10Y*
- —
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XZMU.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XZMU.DE Xtrackers MSCI USA ESG UCITS ETF 1C | 8.21% | 5.12% | 32.57% | 2.23% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
Correlation
The correlation between XZMU.DE and JGPI.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.33 |
The correlation between XZMU.DE and JGPI.DE shifts across timeframes, from 0.20 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XZMU.DE vs. JGPI.DE — Risk / Return Rank
XZMU.DE
JGPI.DE
XZMU.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.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.
| XZMU.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.96 | ||
| Sortino ratioReturn per unit of downside risk | +2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.99 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | -0.12 | +2.28 |
| Martin ratioReturn relative to average drawdown | 7.62 | -0.32 | +7.94 |
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
| XZMU.DE | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | -0.12 | +1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.46 | +0.48 |
Drawdowns
XZMU.DE vs. JGPI.DE - Drawdown Comparison
The maximum XZMU.DE drawdown since its inception was -33.82%, which is greater than JGPI.DE's maximum drawdown of -12.10%. Use the drawdown chart below to compare losses from any high point for XZMU.DE and JGPI.DE.
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Drawdown Indicators
| XZMU.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -12.10% | -21.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -8.18% | -2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | — | — |
Current DrawdownCurrent decline from peak | -0.48% | -8.94% | +8.46% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -4.41% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.05% | +0.02% |
Volatility
XZMU.DE vs. JGPI.DE - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) has a higher volatility of 3.08% compared to JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) at 2.53%. This indicates that XZMU.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
| XZMU.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 2.53% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 5.35% | +3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 7.92% | +4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 9.59% | +6.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 9.59% | +8.30% |
XZMU.DE vs. JGPI.DE - Expense Ratio Comparison
XZMU.DE has a 0.15% expense ratio, which is lower than JGPI.DE's 0.35% expense ratio.
Dividends
XZMU.DE vs. JGPI.DE - Dividend Comparison
XZMU.DE has not paid dividends to shareholders, while JGPI.DE's dividend yield for the trailing twelve months is around 8.85%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% |
XZMU.DE Xtrackers MSCI USA ESG UCITS ETF 1C | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XZMU.DE and JGPI.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZMU.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZMU.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for JGPI.DE.
They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.15% for XZMU.DE and 0.35% for JGPI.DE.
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