IQQE.DE vs. JREM.DE
IQQE.DE (iShares MSCI EM UCITS ETF (Dist)) and JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both Emerging Markets Equities funds - IQQE.DE tracks the MSCI Emerging Markets while JREM.DE tracks the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, IQQE.DE returned 8.39%/yr vs 8.30%/yr for JREM.DE. With a 0.99 correlation, they move nearly in lockstep. IQQE.DE charges 0.18%/yr vs 0.30%/yr for JREM.DE.
Performance
IQQE.DE vs. JREM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQE.DE achieves a 27.09% return, which is significantly lower than JREM.DE's 30.82% return.
IQQE.DE
- 1D
- -1.70%
- 1M
- 3.86%
- YTD
- 27.09%
- 6M
- 27.76%
- 1Y
- 48.91%
- 3Y*
- 20.70%
- 5Y*
- 8.39%
- 10Y*
- 9.82%
JREM.DE
- 1D
- -1.57%
- 1M
- 3.96%
- YTD
- 30.82%
- 6M
- 31.40%
- 1Y
- 52.92%
- 3Y*
- 21.35%
- 5Y*
- 8.30%
- 10Y*
- —
IQQE.DE vs. JREM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IQQE.DE iShares MSCI EM UCITS ETF (Dist) | 27.09% | 19.76% | 13.75% | 5.63% | -14.17% | 4.20% | 7.47% | 20.26% | -2.86% |
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 30.82% | 19.77% | 12.75% | 4.21% | -15.62% | 4.87% | 8.43% | 24.14% | -2.66% |
Correlation
The correlation between IQQE.DE and JREM.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2018 | 0.99 |
The correlation between IQQE.DE and JREM.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
IQQE.DE vs. JREM.DE — Risk / Return Rank
IQQE.DE
JREM.DE
IQQE.DE vs. JREM.DE - 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 Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.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.
| IQQE.DE | JREM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.54 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.59 | 5.31 | -0.71 |
| Martin ratioReturn relative to average drawdown | 16.67 | 19.31 | -2.64 |
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 | JREM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.78 | 2.99 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.48 | +0.01 |
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 | 0.56 | -0.29 |
Drawdowns
IQQE.DE vs. JREM.DE - Drawdown Comparison
The maximum IQQE.DE drawdown since its inception was -59.33%, which is greater than JREM.DE's maximum drawdown of -30.28%. Use the drawdown chart below to compare losses from any high point for IQQE.DE and JREM.DE.
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Drawdown Indicators
| IQQE.DE | JREM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.33% | -30.28% | -29.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -10.19% | -0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -19.41% | -19.29% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.02% | -25.75% | +1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -31.66% | — | — |
Current DrawdownCurrent decline from peak | -2.60% | -2.47% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -12.99% | -10.68% | -2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.81% | +0.17% |
Volatility
IQQE.DE vs. JREM.DE - Volatility Comparison
iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) and JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) have volatilities of 7.24% and 7.19%, 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.
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Volatility by Period
| IQQE.DE | JREM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 7.19% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.03% | 15.32% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 18.09% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 16.94% | -0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 18.97% | -0.64% |
IQQE.DE vs. JREM.DE - Expense Ratio Comparison
IQQE.DE has a 0.18% expense ratio, which is lower than JREM.DE's 0.30% expense ratio.
Dividends
IQQE.DE vs. JREM.DE - Dividend Comparison
IQQE.DE's dividend yield for the trailing twelve months is around 1.49%, while JREM.DE has not paid dividends to shareholders.
| 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% |
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, IQQE.DE and JREM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, IQQE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQE.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for JREM.DE.
IQQE.DE tracks MSCI Emerging Markets, while JREM.DE tracks JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.18% for IQQE.DE and 0.30% for JREM.DE.
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