JPCT.DE vs. IQQ0.DE
JPCT.DE (JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds - JPCT.DE tracks the Solactive JP Morgan Asset Management Carbon Transition Global Equity while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, JPCT.DE returned 11.53%/yr vs 6.14%/yr for IQQ0.DE. A 0.66 correlation means they provide meaningful diversification when combined. JPCT.DE charges 0.19%/yr vs 0.30%/yr for IQQ0.DE.
Performance
JPCT.DE vs. IQQ0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPCT.DE achieves a 7.39% return, which is significantly higher than IQQ0.DE's 1.59% return.
JPCT.DE
- 1D
- 0.24%
- 1M
- 4.31%
- YTD
- 7.39%
- 6M
- 7.70%
- 1Y
- 18.63%
- 3Y*
- 15.09%
- 5Y*
- 11.53%
- 10Y*
- —
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.50%
- YTD
- 1.59%
- 6M
- 1.72%
- 1Y
- -0.28%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
JPCT.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JPCT.DE JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) | 7.39% | 6.84% | 24.37% | 19.66% | -14.19% | 34.64% | 2.14% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -2.32% |
Correlation
The correlation between JPCT.DE and IQQ0.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2020 | 0.66 |
Over the past year, the correlation between JPCT.DE and IQQ0.DE has dropped to 0.34 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
JPCT.DE vs. IQQ0.DE — Risk / Return Rank
JPCT.DE
IQQ0.DE
JPCT.DE vs. IQQ0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.
| JPCT.DE | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.63 | ||
| Sortino ratioReturn per unit of downside risk | +2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.00 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | -0.05 | +2.17 |
| Martin ratioReturn relative to average drawdown | 8.45 | -0.12 | +8.56 |
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
| JPCT.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | -0.04 | +1.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.60 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.76 | +0.20 |
Drawdowns
JPCT.DE vs. IQQ0.DE - Drawdown Comparison
The maximum JPCT.DE drawdown since its inception was -22.18%, smaller than the maximum IQQ0.DE drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for JPCT.DE and IQQ0.DE.
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Drawdown Indicators
| JPCT.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.18% | -28.65% | +6.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -5.22% | -3.56% |
Max Drawdown (3Y)Largest decline over 3 years | -22.18% | -12.82% | -9.36% |
Max Drawdown (5Y)Largest decline over 5 years | -22.18% | -12.82% | -9.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.65% | — |
Current DrawdownCurrent decline from peak | -0.17% | -6.65% | +6.48% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -4.54% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.44% | -0.24% |
Volatility
JPCT.DE vs. IQQ0.DE - Volatility Comparison
JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) has a higher volatility of 2.80% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.53%. This indicates that JPCT.DE's price experiences larger fluctuations and is considered to be riskier than IQQ0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPCT.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 2.53% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.42% | 5.36% | +3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.67% | 7.78% | +3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 10.08% | +4.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.89% | 11.62% | +2.27% |
JPCT.DE vs. IQQ0.DE - Expense Ratio Comparison
JPCT.DE has a 0.19% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.
Dividends
JPCT.DE vs. IQQ0.DE - Dividend Comparison
Neither JPCT.DE nor IQQ0.DE has paid dividends to shareholders.
Frequently Asked Questions
JPCT.DE and IQQ0.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPCT.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPCT.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for IQQ0.DE.
JPCT.DE tracks Solactive JP Morgan Asset Management Carbon Transition Global Equity, while IQQ0.DE tracks MSCI World Minimum Volatility. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.19% for JPCT.DE and 0.30% for IQQ0.DE.
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