JPGL.DE vs. IQQ0.DE
JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds - JPGL.DE tracks the JP Morgan Diversified Factor Global Developed (Region Aware) Equity while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, JPGL.DE returned 10.25%/yr vs 6.14%/yr for IQQ0.DE. Their correlation of 0.83 suggests significant overlap in exposure. JPGL.DE charges 0.20%/yr vs 0.30%/yr for IQQ0.DE.
Performance
JPGL.DE vs. IQQ0.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JPGL.DE achieves a 11.57% return, which is significantly higher than IQQ0.DE's 1.59% return.
JPGL.DE
- 1D
- -0.10%
- 1M
- 2.54%
- YTD
- 11.57%
- 6M
- 11.95%
- 1Y
- 19.90%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.81%
- YTD
- 1.59%
- 6M
- 1.63%
- 1Y
- 0.25%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
JPGL.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -4.98% | 33.79% | -3.55% | 6.48% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 4.99% |
Correlation
The correlation between JPGL.DE and IQQ0.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.83 |
The correlation between JPGL.DE and IQQ0.DE shifts across timeframes, from 0.70 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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
JPGL.DE vs. IQQ0.DE — Risk / Return Rank
JPGL.DE
IQQ0.DE
JPGL.DE vs. IQQ0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.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.
| JPGL.DE | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.32 | ||
| Sortino ratioReturn per unit of downside risk | +3.23 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.00 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | -0.05 | +4.16 |
| Martin ratioReturn relative to average drawdown | 15.50 | -0.12 | +15.62 |
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
| JPGL.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | -0.04 | +2.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.60 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.76 | -0.08 |
Drawdowns
JPGL.DE vs. IQQ0.DE - Drawdown Comparison
The maximum JPGL.DE drawdown since its inception was -35.55%, which is greater than IQQ0.DE's maximum drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for JPGL.DE and IQQ0.DE.
Loading charts...
Drawdown Indicators
| JPGL.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.55% | -28.65% | -6.90% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -5.22% | +0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -17.34% | -12.82% | -4.52% |
Max Drawdown (5Y)Largest decline over 5 years | -17.34% | -12.82% | -4.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.65% | — |
Current DrawdownCurrent decline from peak | -0.10% | -6.65% | +6.55% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -4.54% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 2.44% | -1.18% |
Volatility
JPGL.DE vs. IQQ0.DE - Volatility Comparison
The current volatility for JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) is 2.06%, while iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) has a volatility of 2.53%. This indicates that JPGL.DE experiences smaller price fluctuations and is considered to be less risky than IQQ0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JPGL.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 2.53% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 6.02% | 5.36% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.55% | 7.78% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.86% | 10.08% | +1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 11.62% | +3.39% |
JPGL.DE vs. IQQ0.DE - Expense Ratio Comparison
JPGL.DE has a 0.20% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.
Dividends
JPGL.DE vs. IQQ0.DE - Dividend Comparison
Neither JPGL.DE nor IQQ0.DE has paid dividends to shareholders.
Frequently Asked Questions
JPGL.DE and IQQ0.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPGL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPGL.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IQQ0.DE.
JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity, while IQQ0.DE tracks MSCI World Minimum Volatility. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.20% for JPGL.DE and 0.30% for IQQ0.DE.
Find the right allocation for JPGL.DE and IQQ0.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