JMRE.L vs. IQQI.DE
JMRE.L (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and IQQI.DE (iShares Global Infrastructure UCITS ETF) are both exchange-traded funds - JMRE.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while IQQI.DE is a Global Equities fund tracking the FTSE Global Core Infrastructure Index. Both are passively managed. Over the past 5 years, JMRE.L returned 8.43%/yr vs 6.91%/yr for IQQI.DE. At a 0.33 correlation, their price movements are largely independent. JMRE.L charges 0.30%/yr vs 0.65%/yr for IQQI.DE.
Performance
JMRE.L vs. IQQI.DE - Performance Comparison
Loading charts...
Different Trading Currencies
JMRE.L is traded in GBp, while IQQI.DE is traded in EUR. To make them comparable, the IQQI.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, JMRE.L achieves a 29.27% return, which is significantly higher than IQQI.DE's 9.49% return.
JMRE.L
- 1D
- -1.66%
- 1M
- 6.70%
- YTD
- 29.27%
- 6M
- 31.42%
- 1Y
- 58.05%
- 3Y*
- 21.44%
- 5Y*
- 8.43%
- 10Y*
- —
IQQI.DE
- 1D
- -1.25%
- 1M
- -1.87%
- YTD
- 9.49%
- 6M
- 7.98%
- 1Y
- 15.35%
- 3Y*
- 8.62%
- 5Y*
- 6.91%
- 10Y*
- 7.93%
JMRE.L vs. IQQI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JMRE.L JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 29.27% | 25.64% | 8.21% | 2.02% | -12.02% | -1.26% | 16.34% | 15.61% | -24.67% |
IQQI.DE iShares Global Infrastructure UCITS ETF | 9.49% | 5.77% | 9.51% | -5.10% | 5.08% | 18.01% | -5.80% | 21.11% | -4.96% |
Correlation
The correlation between JMRE.L and IQQI.DE is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.33 |
Over the past year, the correlation between JMRE.L and IQQI.DE has dropped to 0.01 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JMRE.L vs. IQQI.DE — Risk / Return Rank
JMRE.L
IQQI.DE
JMRE.L vs. IQQI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JMRE.L) and iShares Global Infrastructure UCITS ETF (IQQI.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.
| JMRE.L | IQQI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.25 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 5.49 | 2.74 | +2.76 |
| Martin ratioReturn relative to average drawdown | 19.12 | 7.04 | +12.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JMRE.L | IQQI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.43 | 1.44 | +1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.54 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.39 | -0.15 |
Drawdowns
JMRE.L vs. IQQI.DE - Drawdown Comparison
The maximum JMRE.L drawdown since its inception was -31.64%, smaller than the maximum IQQI.DE drawdown of -36.47%. Use the drawdown chart below to compare losses from any high point for JMRE.L and IQQI.DE.
Loading charts...
Drawdown Indicators
| JMRE.L | IQQI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.64% | -36.47% | +4.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.51% | -5.58% | -4.93% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -12.46% | -11.45% |
Max Drawdown (5Y)Largest decline over 5 years | -25.50% | -23.19% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.79% | — |
Current DrawdownCurrent decline from peak | -2.44% | -3.72% | +1.28% |
Average DrawdownAverage peak-to-trough decline | -14.76% | -7.17% | -7.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.18% | +0.85% |
Volatility
JMRE.L vs. IQQI.DE - Volatility Comparison
JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JMRE.L) has a higher volatility of 7.50% compared to iShares Global Infrastructure UCITS ETF (IQQI.DE) at 4.02%. This indicates that JMRE.L's price experiences larger fluctuations and is considered to be riskier than IQQI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JMRE.L | IQQI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 4.02% | +3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 14.44% | 9.08% | +5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 10.63% | +6.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.64% | 12.56% | +14.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.15% | 14.34% | +11.81% |
JMRE.L vs. IQQI.DE - Expense Ratio Comparison
JMRE.L has a 0.30% expense ratio, which is lower than IQQI.DE's 0.65% expense ratio.
Dividends
JMRE.L vs. IQQI.DE - Dividend Comparison
JMRE.L has not paid dividends to shareholders, while IQQI.DE's dividend yield for the trailing twelve months is around 2.09%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQI.DE iShares Global Infrastructure UCITS ETF | 2.09% | 2.30% | 2.28% | 2.42% | 2.14% | 1.85% | 2.25% | 2.05% | 2.30% | 2.76% | 2.64% | 3.14% |
JMRE.L 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
JMRE.L and IQQI.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JMRE.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JMRE.L is cheaper with a 0.30% expense ratio, compared with 0.65% for IQQI.DE.
JMRE.L is categorized as Emerging Markets Equities, while IQQI.DE is Global Equities. JMRE.L tracks MSCI EM NR USD, while IQQI.DE tracks FTSE Global Core Infrastructure Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.30% for JMRE.L and 0.65% for IQQI.DE.
Find the right allocation for JMRE.L and IQQI.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer