IQLT vs. JIVE

Last updated Apr 1, 2026

Compare and contrast key facts about iShares MSCI Intl Quality Factor ETF (IQLT) and Jpmorgan International Value ETF (JIVE).

IQLT and JIVE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQLT is a passively managed fund by iShares that tracks the performance of the World ex USA Sector Neutral Quality. It was launched on Jan 13, 2015. JIVE is an actively managed fund by JPMorgan. It was launched on Sep 13, 2023.

Performance

IQLT vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Quality Factor ETF (IQLT) and Jpmorgan International Value ETF (JIVE). The values are adjusted to include any dividend payments, if applicable.

IQLT vs. JIVE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IQLT iShares MSCI Intl Quality Factor ETF	1.72%	25.42%	1.54%	8.51%
JIVE Jpmorgan International Value ETF	6.68%	49.80%	11.22%	5.38%

Returns By Period

In the year-to-date period, IQLT achieves a 1.72% return, which is significantly lower than JIVE's 6.68% return.

IQLT

• 1D: 3.15%
• 1M: -6.96%
• YTD: 1.72%
• 6M: 5.66%
• 1Y: 19.32%
• 3Y*: 12.17%
• 5Y*: 7.25%
• 10Y*: 9.09%

JIVE

• 1D: 2.99%
• 1M: -6.76%
• YTD: 6.68%
• 6M: 16.90%
• 1Y: 42.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IQLT vs. JIVE - Expense Ratio Comparison

IQLT has a 0.30% expense ratio, which is lower than JIVE's 0.55% expense ratio.

JIVE

Jpmorgan International Value ETF

IQLT

iShares MSCI Intl Quality Factor ETF

Return for Risk

IQLT vs. JIVE — Risk / Return Rank

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

IQLT

IQLT Risk / Return Rank: 69
IQLT Sharpe Ratio Rank: 68
IQLT Sortino Ratio Rank: 69
IQLT Omega Ratio Rank: 66
IQLT Calmar Ratio Rank: 72
IQLT Martin Ratio Rank: 69

JIVE

JIVE Risk / Return Rank: 95
JIVE Sharpe Ratio Rank: 96
JIVE Sortino Ratio Rank: 96
JIVE Omega Ratio Rank: 96
JIVE Calmar Ratio Rank: 93
JIVE Martin Ratio Rank: 95

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.

IQLT vs. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Quality Factor ETF (IQLT) and Jpmorgan International Value ETF (JIVE). 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.

	IQLT	JIVE	Difference
Sharpe ratio Return per unit of total volatility	1.15	2.52	-1.38
Sortino ratio Return per unit of downside risk	1.69	3.20	-1.51
Omega ratio Gain probability vs. loss probability	1.23	1.50	-0.27
Calmar ratio Return relative to maximum drawdown	1.77	3.50	-1.73
Martin ratio Return relative to average drawdown	6.68	14.57	-7.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IQLT vs. JIVE - Sharpe Ratio Comparison

The current IQLT Sharpe Ratio is 1.15, which is lower than the JIVE Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of IQLT and JIVE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IQLT	JIVE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	2.52	-1.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	1.90	-1.43

Correlation

The correlation between IQLT and JIVE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IQLT vs. JIVE - Dividend Comparison

IQLT's dividend yield for the trailing twelve months is around 2.29%, less than JIVE's 2.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IQLT iShares MSCI Intl Quality Factor ETF	2.29%	2.33%	2.87%	2.27%	3.14%	2.24%	1.61%	2.28%	2.72%	2.36%	2.91%	2.78%
JIVE Jpmorgan International Value ETF	2.70%	2.88%	2.48%	0.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IQLT vs. JIVE - Drawdown Comparison

The maximum IQLT drawdown since its inception was -32.21%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for IQLT and JIVE.

Drawdown Indicators

	IQLT	JIVE	Difference
Max Drawdown Largest peak-to-trough decline	-32.21%	-13.79%	-18.42%
Max Drawdown (1Y) Largest decline over 1 year	-10.38%	-11.96%	+1.58%
Max Drawdown (5Y) Largest decline over 5 years	-30.24%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.21%	—	—
Current Drawdown Current decline from peak	-7.02%	-7.13%	+0.11%
Average Drawdown Average peak-to-trough decline	-6.29%	-1.95%	-4.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.74%	2.87%	-0.13%

Volatility

IQLT vs. JIVE - Volatility Comparison

iShares MSCI Intl Quality Factor ETF (IQLT) and Jpmorgan International Value ETF (JIVE) have volatilities of 7.46% and 7.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IQLT	JIVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.46%	7.78%	-0.32%
Volatility (6M) Calculated over the trailing 6-month period	10.71%	11.07%	-0.36%
Volatility (1Y) Calculated over the trailing 1-year period	16.93%	16.93%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.31%	14.85%	+1.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.92%	14.85%	+2.07%