JIVE vs. IDEQ

Last updated Jun 14, 2026

JIVE (Jpmorgan International Value ETF) and IDEQ (Lazard International Dynamic Equity ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Their correlation of 0.93 suggests significant overlap in exposure. JIVE charges 0.55%/yr vs 0.40%/yr for IDEQ.

Performance

JIVE vs. IDEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan International Value ETF (JIVE) and Lazard International Dynamic Equity ETF (IDEQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with JIVE having a 16.59% return and IDEQ slightly lower at 16.51%.

JIVE

• 1D: 0.63%
• 1M: 3.13%
• YTD: 16.59%
• 6M: 19.20%
• 1Y: 42.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IDEQ

• 1D: 0.28%
• 1M: 3.66%
• YTD: 16.51%
• 6M: 19.27%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JIVE vs. IDEQ - Yearly Performance Comparison

	2026 (YTD)	2025
JIVE Jpmorgan International Value ETF	16.59%	12.41%
IDEQ Lazard International Dynamic Equity ETF	16.51%	12.10%

Correlation

The correlation between JIVE and IDEQ is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 29, 2025	0.93

Return for Risk

JIVE vs. IDEQ — Risk / Return Rank

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

JIVE

JIVE Risk / Return Rank: 87
JIVE Sharpe Ratio Rank: 91
JIVE Sortino Ratio Rank: 89
JIVE Omega Ratio Rank: 88
JIVE Calmar Ratio Rank: 83
JIVE Martin Ratio Rank: 84

IDEQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

JIVE vs. IDEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan International Value ETF (JIVE) and Lazard International Dynamic Equity ETF (IDEQ). 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.

	JIVE	IDEQ	Difference
Sharpe ratio: Return per unit of total volatility	2.73	—	—
Sortino ratio: Return per unit of downside risk	3.59	—	—
Omega ratio: Gain probability vs. loss probability	1.48	—	—
Calmar ratio: Return relative to maximum drawdown	3.89	—	—
Martin ratio: Return relative to average drawdown	14.92	—	—

Drawdowns

JIVE vs. IDEQ - Drawdown Comparison

The maximum JIVE drawdown since its inception was -13.79%, which is greater than IDEQ's maximum drawdown of -12.95%. Use the drawdown chart below to compare losses from any high point for JIVE and IDEQ.

Drawdown Indicators

	JIVE	IDEQ	Difference
Max Drawdown Largest peak-to-trough decline	-13.79%	-12.95%	-0.84%
Max Drawdown (1Y) Largest decline over 1 year	-10.57%	—	—
Current Drawdown Current decline from peak	-0.30%	-1.01%	+0.71%
Average Drawdown Average peak-to-trough decline	-1.96%	-2.11%	+0.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	—	—

Volatility

Volatility by Period

	JIVE	IDEQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.61%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.71%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.07%	19.28%	-4.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.11%	19.28%	-4.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.11%	19.28%	-4.17%

JIVE vs. IDEQ - Expense Ratio Comparison

JIVE has a 0.55% expense ratio, which is higher than IDEQ's 0.40% expense ratio.

Dividends

JIVE vs. IDEQ - Dividend Comparison

JIVE's dividend yield for the trailing twelve months is around 2.47%, more than IDEQ's 0.52% yield.

Position	TTM	2025	2024	2023
IDEQ Lazard International Dynamic Equity ETF	0.52%	0.60%	0.00%	0.00%
JIVE Jpmorgan International Value ETF	2.47%	2.88%	2.48%	0.74%

Frequently Asked Questions

Can I hold both JIVE and IDEQ in my portfolio?

With a correlation of 0.93, JIVE and IDEQ 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.

Which ETF is better, JIVE or IDEQ?

On fees, IDEQ is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JIVE or IDEQ?

IDEQ is cheaper with a 0.40% expense ratio, compared with 0.55% for JIVE.

Which ETF pays a higher dividend yield, JIVE or IDEQ?

JIVE has the higher dividend yield at 2.47%, compared with 0.52% for IDEQ.

What is the main difference between JIVE and IDEQ?

They also come from different issuers: JPMorgan and Lazard. Their fees differ too: 0.55% for JIVE and 0.40% for IDEQ.