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IQQT.DE vs. JREA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQT.DE vs. JREA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Taiwan UCITS ETF (IQQT.DE) and JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQQT.DE achieves a 71.92% return, which is significantly higher than JREA.DE's 31.35% return.


IQQT.DE

1D
-0.19%
1M
4.33%
YTD
71.92%
6M
76.62%
1Y
103.87%
3Y*
41.25%
5Y*
22.65%
10Y*
22.04%

JREA.DE

1D
0.00%
1M
1.79%
YTD
31.35%
6M
32.91%
1Y
48.56%
3Y*
21.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQT.DE vs. JREA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IQQT.DE
iShares MSCI Taiwan UCITS ETF
71.92%17.20%30.72%24.49%-23.64%
JREA.DE
JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)
31.35%14.97%15.52%0.94%-21.41%

Correlation

The correlation between IQQT.DE and JREA.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2022

0.71

The correlation between IQQT.DE and JREA.DE shifts across timeframes, from 0.71 (all time) to 0.84 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IQQT.DE vs. JREA.DE — Risk / Return Rank

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

IQQT.DE
IQQT.DE Risk / Return Rank: 9696
Overall Rank
IQQT.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IQQT.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
IQQT.DE Omega Ratio Rank: 9595
Omega Ratio Rank
IQQT.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
IQQT.DE Martin Ratio Rank: 9696
Martin Ratio Rank

JREA.DE
JREA.DE Risk / Return Rank: 8989
Overall Rank
JREA.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
JREA.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
JREA.DE Omega Ratio Rank: 8888
Omega Ratio Rank
JREA.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
JREA.DE Martin Ratio Rank: 8989
Martin Ratio Rank
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.

IQQT.DE vs. JREA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan UCITS ETF (IQQT.DE) and JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IQQT.DEJREA.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.38

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.62

1.48

+0.15

Calmar ratioReturn relative to maximum drawdown

11.57

5.06

+6.51

Martin ratioReturn relative to average drawdown

31.24

17.22

+14.02

IQQT.DE vs. JREA.DE - Sharpe Ratio Comparison

The current IQQT.DE Sharpe Ratio is 4.02, which is higher than the JREA.DE Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of IQQT.DE and JREA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IQQT.DE vs. JREA.DE - Drawdown Comparison

The maximum IQQT.DE drawdown since its inception was -55.48%, which is greater than JREA.DE's maximum drawdown of -29.99%. Use the drawdown chart below to compare losses from any high point for IQQT.DE and JREA.DE.


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Drawdown Indicators


IQQT.DEJREA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.48%

-29.99%

-25.49%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-9.64%

+0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-31.65%

-20.14%

-11.51%

Max Drawdown (5Y)

Largest decline over 5 years

-32.51%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

Current Drawdown

Current decline from peak

-6.07%

-4.24%

-1.83%

Average Drawdown

Average peak-to-trough decline

-11.21%

-14.30%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

2.83%

+0.48%

Volatility

IQQT.DE vs. JREA.DE - Volatility Comparison

iShares MSCI Taiwan UCITS ETF (IQQT.DE) has a higher volatility of 10.52% compared to JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.DE) at 8.71%. This indicates that IQQT.DE's price experiences larger fluctuations and is considered to be riskier than JREA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQT.DEJREA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.52%

8.71%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

21.43%

15.88%

+5.55%

Volatility (1Y)

Calculated over the trailing 1-year period

25.72%

18.52%

+7.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.27%

18.14%

+4.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.00%

18.14%

+2.86%

IQQT.DE vs. JREA.DE - Expense Ratio Comparison

IQQT.DE has a 0.74% expense ratio, which is higher than JREA.DE's 0.30% expense ratio.


Dividends

IQQT.DE vs. JREA.DE - Dividend Comparison

IQQT.DE's dividend yield for the trailing twelve months is around 0.88%, while JREA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IQQT.DE
iShares MSCI Taiwan UCITS ETF
0.88%1.51%1.36%2.17%3.61%1.31%1.80%2.17%2.76%2.74%2.91%3.26%
JREA.DE
JPMorgan AC Asia Pacific ex Japan 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


IQQT.DE and JREA.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JREA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JREA.DE is cheaper with a 0.30% expense ratio, compared with 0.74% for IQQT.DE.

IQQT.DE tracks MSCI Taiwan 20/35, while JREA.DE tracks JP Morgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG). They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.74% for IQQT.DE and 0.30% for JREA.DE.

Portfolio Optimizer

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