XZW0.DE vs. JPGL.DE
XZW0.DE (Xtrackers MSCI World ESG UCITS ETF 1C) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both Global Equities funds - XZW0.DE tracks the MSCI World Low Carbon SRI Leaders while JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 5 years, XZW0.DE returned 12.44%/yr vs 10.25%/yr for JPGL.DE. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
XZW0.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZW0.DE achieves a 7.60% return, which is significantly lower than JPGL.DE's 11.57% return.
XZW0.DE
- 1D
- 0.53%
- 1M
- 3.19%
- YTD
- 7.60%
- 6M
- 8.16%
- 1Y
- 20.03%
- 3Y*
- 16.56%
- 5Y*
- 12.44%
- 10Y*
- —
JPGL.DE
- 1D
- -0.10%
- 1M
- 2.54%
- YTD
- 11.57%
- 6M
- 11.95%
- 1Y
- 19.90%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
XZW0.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XZW0.DE Xtrackers MSCI World ESG UCITS ETF 1C | 7.60% | 6.65% | 27.16% | 22.75% | -16.66% | 37.46% | 5.71% | 9.62% |
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 XZW0.DE and JPGL.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.83 |
Over the past year, the correlation between XZW0.DE and JPGL.DE has dropped to 0.59 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
XZW0.DE vs. JPGL.DE — Risk / Return Rank
XZW0.DE
JPGL.DE
XZW0.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.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.
| XZW0.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.40 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 4.10 | -2.16 |
| Martin ratioReturn relative to average drawdown | 7.27 | 15.50 | -8.23 |
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
| XZW0.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.28 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.85 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.68 | +0.12 |
Drawdowns
XZW0.DE vs. JPGL.DE - Drawdown Comparison
The maximum XZW0.DE drawdown since its inception was -33.22%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for XZW0.DE and JPGL.DE.
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Drawdown Indicators
| XZW0.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -35.55% | +2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -4.75% | -5.55% |
Max Drawdown (3Y)Largest decline over 3 years | -22.36% | -17.34% | -5.02% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | -17.34% | -5.02% |
Current DrawdownCurrent decline from peak | -0.58% | -0.10% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -4.81% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.26% | +1.50% |
Volatility
XZW0.DE vs. JPGL.DE - Volatility Comparison
Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) has a higher volatility of 3.11% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that XZW0.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
| XZW0.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 2.06% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 6.02% | +2.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.32% | 8.55% | +3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 11.86% | +3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 15.01% | +1.37% |
XZW0.DE vs. JPGL.DE - Expense Ratio Comparison
Both XZW0.DE and JPGL.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XZW0.DE vs. JPGL.DE - Dividend Comparison
Neither XZW0.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
XZW0.DE and JPGL.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XZW0.DE and JPGL.DE have the same expense ratio: 0.20% per year.
XZW0.DE tracks MSCI World Low Carbon SRI Leaders, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: Xtrackers and JPMorgan.
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