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JMOM vs. QDVA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

JMOM vs. QDVA.DE

Last updated Apr 3, 2026

Compare and contrast key facts about JPMorgan U.S. Momentum Factor ETF (JMOM) and iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE).

JMOM and QDVA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JMOM is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan US Momentum Factor Index. It was launched on Nov 8, 2017. QDVA.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA Momentum. It was launched on Oct 13, 2016. Both JMOM and QDVA.DE 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

JMOM vs. QDVA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Momentum Factor ETF (JMOM) and iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE). The values are adjusted to include any dividend payments, if applicable.

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JMOM vs. QDVA.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
JMOM
JPMorgan U.S. Momentum Factor ETF		1.56%18.02%28.47%22.89%-20.83%25.03%29.25%28.24%-5.25%3.32%
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		-3.76%18.66%31.99%9.33%-18.41%13.24%28.86%28.36%-3.63%4.29%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, JMOM achieves a 1.56% return, which is significantly higher than QDVA.DE's -3.76% return.

JMOM

1D
0.41%
1M
-1.66%
YTD
1.56%
6M
1.98%
1Y
21.59%
3Y*
21.21%
5Y*
12.77%
10Y*
—

QDVA.DE

1D
-0.54%
1M
-1.17%
YTD
-3.76%
6M
-3.40%
1Y
15.07%
3Y*
19.15%
5Y*
8.46%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JPMorgan U.S. Momentum Factor ETF

iShares Edge MSCI USA Momentum Factor UCITS ETF

Often compared with JMOM:
JMOM vs. SPMOJMOM vs. MTUMJMOM vs. VOOJMOM vs. QQQJMOM vs. QMOMJMOM vs. SCHGJMOM vs. BIBL
Often compared with QDVA.DE:
QDVA.DE vs. MTUMQDVA.DE vs. SIZEQDVA.DE vs. QUALQDVA.DE vs. QUSQDVA.DE vs. VFMOQDVA.DE vs. VUSA.ASQDVA.DE vs. UBUT.DE

JMOM vs. QDVA.DE - Expense Ratio Comparison

JMOM has a 0.12% expense ratio, which is lower than QDVA.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF
JMOM
JPMorgan U.S. Momentum Factor ETF

Return for Risk

JMOM vs. QDVA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JMOM
JMOM Risk / Return Rank: 6464
Overall Rank
JMOM Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JMOM Sortino Ratio Rank: 6161
Sortino Ratio Rank
JMOM Omega Ratio Rank: 6262
Omega Ratio Rank
JMOM Calmar Ratio Rank: 6363
Calmar Ratio Rank
JMOM Martin Ratio Rank: 7878
Martin Ratio Rank
QDVA.DE
QDVA.DE Risk / Return Rank: 3232
Overall Rank
QDVA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
QDVA.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
QDVA.DE Omega Ratio Rank: 2121
Omega Ratio Rank
QDVA.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
QDVA.DE Martin Ratio Rank: 4545
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.

JMOM vs. QDVA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Momentum Factor ETF (JMOM) and iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.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.

JMOMQDVA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.69

+0.41

Sortino ratio

Return per unit of downside risk

1.65

1.12

+0.53

Omega ratio

Gain probability vs. loss probability

1.24

1.15

+0.09

Calmar ratio

Return relative to maximum drawdown

1.86

1.89

-0.02

Martin ratio

Return relative to average drawdown

9.59

7.51

+2.07

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JMOM vs. QDVA.DE - Sharpe Ratio Comparison

The current JMOM Sharpe Ratio is 1.10, which is higher than the QDVA.DE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of JMOM and QDVA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

JMOMQDVA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.69

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.43

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.70

0.00

Correlation

The correlation between JMOM and QDVA.DE is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

JMOM vs. QDVA.DE - Dividend Comparison

JMOM's dividend yield for the trailing twelve months is around 0.86%, while QDVA.DE has not paid dividends to shareholders.

TTM202520242023202220212020201920182017
JMOM
JPMorgan U.S. Momentum Factor ETF		0.86%0.86%0.75%1.21%1.39%0.64%0.85%1.11%1.38%0.29%
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JMOM vs. QDVA.DE - Drawdown Comparison

The maximum JMOM drawdown since its inception was -34.31%, roughly equal to the maximum QDVA.DE drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for JMOM and QDVA.DE.

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Drawdown Indicators

JMOMQDVA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.31%

-33.34%

-0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-7.87%

-9.48%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-28.26%

-25.56%

-2.70%

Current Drawdown

Current decline from peak

-3.13%

-6.17%

+3.04%

Average Drawdown

Average peak-to-trough decline

-6.43%

-6.95%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

3.00%

-0.61%

Volatility

JMOM vs. QDVA.DE - Volatility Comparison

The current volatility for JPMorgan U.S. Momentum Factor ETF (JMOM) is 6.46%, while iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a volatility of 7.28%. This indicates that JMOM experiences smaller price fluctuations and is considered to be less risky than QDVA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JMOMQDVA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

7.28%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.40%

14.54%

-3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

19.79%

21.89%

-2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

19.48%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.20%

19.31%

+0.89%