IQQE.DE vs. JQUA
IQQE.DE (iShares MSCI EM UCITS ETF (Dist)) and JQUA (JPMorgan U.S. Quality Factor ETF) are both exchange-traded funds - IQQE.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets, while JQUA is a Large Cap Growth Equities fund tracking the JP Morgan US Quality Factor Index. Both are passively managed. Over the past 5 years, IQQE.DE returned 8.39%/yr vs 14.51%/yr for JQUA. At a 0.38 correlation, their price movements are largely independent. IQQE.DE charges 0.18%/yr vs 0.12%/yr for JQUA.
Performance
IQQE.DE vs. JQUA - Performance Comparison
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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 27.09% return, which is significantly higher than JQUA's 13.11% return.
IQQE.DE
- 1D
- -1.70%
- 1M
- 6.32%
- YTD
- 27.09%
- 6M
- 28.99%
- 1Y
- 49.76%
- 3Y*
- 20.70%
- 5Y*
- 8.39%
- 10Y*
- 9.82%
JQUA
- 1D
- -2.04%
- 1M
- 5.26%
- YTD
- 13.11%
- 6M
- 11.78%
- 1Y
- 18.72%
- 3Y*
- 16.51%
- 5Y*
- 14.51%
- 10Y*
- —
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) | 27.09% | 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 | 13.11% | -1.56% | 29.21% | 21.38% | -8.08% | 38.31% | 6.96% | 31.37% | 1.58% | 1.90% |
Correlation
The correlation between IQQE.DE and JQUA is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2017 | 0.38 |
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Return for Risk
IQQE.DE vs. JQUA — Risk / Return Rank
IQQE.DE
JQUA
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 ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.29 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.59 | 3.24 | +1.35 |
| Martin ratioReturn relative to average drawdown | 16.67 | 10.47 | +6.20 |
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
| IQQE.DE | JQUA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.78 | 1.62 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.93 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.80 | -0.53 |
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.
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Drawdown Indicators
| IQQE.DE | JQUA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.33% | -32.41% | -26.92% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -5.80% | -4.98% |
Max Drawdown (3Y)Largest decline over 3 years | -19.41% | -22.05% | +2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -24.02% | -22.05% | -1.97% |
Max Drawdown (10Y)Largest decline over 10 years | -31.66% | — | — |
Current DrawdownCurrent decline from peak | -2.60% | -2.28% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -12.99% | -4.36% | -8.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 1.79% | +1.19% |
Volatility
IQQE.DE vs. JQUA - Volatility Comparison
iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) has a higher volatility of 7.24% compared to JPMorgan U.S. Quality Factor ETF (JQUA) at 3.36%. 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.
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Volatility by Period
| IQQE.DE | JQUA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 3.36% | +3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 15.03% | 8.43% | +6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 11.65% | +6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 15.60% | +1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 18.52% | -0.19% |
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%.
Dividends
IQQE.DE vs. JQUA - Dividend Comparison
IQQE.DE's dividend yield for the trailing twelve months is around 1.49%, more than JQUA's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQE.DE iShares MSCI EM UCITS ETF (Dist) | 1.49% | 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 | 1.10% | 1.19% | 1.24% | 1.21% | 1.60% | 1.32% | 1.44% | 1.67% | 2.10% | 0.40% | 0.00% | 0.00% |
Frequently Asked Questions
IQQE.DE and JQUA have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JQUA is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JQUA is cheaper with a 0.12% expense ratio, compared with 0.18% for IQQE.DE.
IQQE.DE is categorized as Emerging Markets Equities, while JQUA is Large Cap Growth Equities. IQQE.DE tracks MSCI Emerging Markets, while JQUA tracks JP Morgan US Quality Factor Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.18% for IQQE.DE and 0.12% for JQUA.
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