IQQE.DE vs. JQUA

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) and JPMorgan U.S. Quality Factor ETF (JQUA).

IQQE.DE and JQUA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQQE.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets. It was launched on Nov 18, 2005. JQUA is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan US Quality Factor Index. It was launched on Nov 8, 2017. Both IQQE.DE and JQUA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IQQE.DE vs. JQUA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) and JPMorgan U.S. Quality Factor ETF (JQUA). The values are adjusted to include any dividend payments, if applicable.

IQQE.DE vs. JQUA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IQQE.DE iShares MSCI EM UCITS ETF (Dist)	6.03%	19.76%	13.75%	5.63%	-14.17%	4.20%	7.47%	20.26%	-11.31%	0.14%
JQUA JPMorgan U.S. Quality Factor ETF	-0.13%	-1.56%	29.21%	21.38%	-8.08%	38.31%	6.96%	31.37%	1.58%	1.90%

Different Trading Currencies

IQQE.DE is traded in EUR, while JQUA is traded in USD. To make them comparable, the JQUA values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IQQE.DE achieves a 6.03% return, which is significantly higher than JQUA's -0.78% return.

IQQE.DE

• 1D: 3.34%
• 1M: -5.54%
• YTD: 6.03%
• 6M: 9.72%
• 1Y: 25.47%
• 3Y*: 14.09%
• 5Y*: 4.55%
• 10Y*: 7.90%

JQUA

• 1D: 0.00%
• 1M: -3.06%
• YTD: -0.78%
• 6M: -0.55%
• 1Y: 2.41%
• 3Y*: 13.30%
• 5Y*: 11.96%
• 10Y*: —

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

IQQE.DE vs. JQUA - Expense Ratio Comparison

IQQE.DE has a 0.18% expense ratio, which is higher than JQUA's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

IQQE.DE

iShares MSCI EM UCITS ETF (Dist)

JQUA

JPMorgan U.S. Quality Factor ETF

Return for Risk

IQQE.DE vs. JQUA — Risk / Return Rank

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

IQQE.DE

IQQE.DE Risk / Return Rank: 73
IQQE.DE Sharpe Ratio Rank: 73
IQQE.DE Sortino Ratio Rank: 71
IQQE.DE Omega Ratio Rank: 68
IQQE.DE Calmar Ratio Rank: 79
IQQE.DE Martin Ratio Rank: 72

JQUA

JQUA Risk / Return Rank: 31
JQUA Sharpe Ratio Rank: 29
JQUA Sortino Ratio Rank: 30
JQUA Omega Ratio Rank: 30
JQUA Calmar Ratio Rank: 29
JQUA Martin Ratio Rank: 39

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.

IQQE.DE vs. JQUA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) and JPMorgan U.S. Quality Factor ETF (JQUA). 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.

	IQQE.DE	JQUA	Difference
Sharpe ratio Return per unit of total volatility	1.37	0.13	+1.24
Sortino ratio Return per unit of downside risk	1.86	0.31	+1.55
Omega ratio Gain probability vs. loss probability	1.26	1.05	+0.22
Calmar ratio Return relative to maximum drawdown	2.43	0.20	+2.24
Martin ratio Return relative to average drawdown	8.32	0.78	+7.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IQQE.DE vs. JQUA - Sharpe Ratio Comparison

The current IQQE.DE Sharpe Ratio is 1.37, which is higher than the JQUA Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of IQQE.DE and JQUA, 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

	IQQE.DE	JQUA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.37	0.13	+1.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.77	-0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.71	-0.48

Correlation

The correlation between IQQE.DE and JQUA is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IQQE.DE vs. JQUA - Dividend Comparison

IQQE.DE's dividend yield for the trailing twelve months is around 1.79%, more than JQUA's 1.25% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IQQE.DE iShares MSCI EM UCITS ETF (Dist)	1.79%	1.87%	2.19%	2.34%	2.91%	1.99%	1.53%	1.75%	1.94%	1.42%	1.83%	2.22%
JQUA JPMorgan U.S. Quality Factor ETF	1.25%	1.19%	1.24%	1.21%	1.60%	1.32%	1.44%	1.67%	2.10%	0.40%	0.00%	0.00%

Drawdowns

IQQE.DE vs. JQUA - Drawdown Comparison

The maximum IQQE.DE drawdown since its inception was -59.33%, which is greater than JQUA's maximum drawdown of -32.41%. Use the drawdown chart below to compare losses from any high point for IQQE.DE and JQUA.

Drawdown Indicators

	IQQE.DE	JQUA	Difference
Max Drawdown Largest peak-to-trough decline	-59.33%	-32.92%	-26.41%
Max Drawdown (1Y) Largest decline over 1 year	-13.77%	-7.83%	-5.94%
Max Drawdown (5Y) Largest decline over 5 years	-24.02%	-22.47%	-1.55%
Max Drawdown (10Y) Largest decline over 10 years	-31.66%	—	—
Current Drawdown Current decline from peak	-7.74%	-4.20%	-3.54%
Average Drawdown Average peak-to-trough decline	-13.08%	-4.23%	-8.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.15%	2.37%	+0.78%

Volatility

IQQE.DE vs. JQUA - Volatility Comparison

iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) has a higher volatility of 7.51% compared to JPMorgan U.S. Quality Factor ETF (JQUA) at 3.38%. This indicates that IQQE.DE's price experiences larger fluctuations and is considered to be riskier than JQUA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IQQE.DE	JQUA	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.51%	3.38%	+4.13%
Volatility (6M) Calculated over the trailing 6-month period	13.22%	8.94%	+4.28%
Volatility (1Y) Calculated over the trailing 1-year period	18.53%	18.94%	-0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.30%	15.56%	+0.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.19%	18.64%	-0.45%