JPGL.DE vs. QDVL.DE
JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) and QDVL.DE (iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist)) are both exchange-traded funds - JPGL.DE is a Global Equities fund tracking the JP Morgan Diversified Factor Global Developed (Region Aware) Equity, while QDVL.DE is a European Corporate Bonds fund tracking the Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI. Both are passively managed. Over the past 5 years, JPGL.DE returned 10.25%/yr vs 1.61%/yr for QDVL.DE. At a 0.24 correlation, their price movements are largely independent. JPGL.DE charges 0.20%/yr vs 0.12%/yr for QDVL.DE.
Performance
JPGL.DE vs. QDVL.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 QDVL.DE's 0.74% 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*
- —
QDVL.DE
- 1D
- 0.04%
- 1M
- 0.17%
- YTD
- 0.74%
- 6M
- 0.78%
- 1Y
- 1.97%
- 3Y*
- 3.75%
- 5Y*
- 1.61%
- 10Y*
- 0.90%
JPGL.DE vs. QDVL.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% |
QDVL.DE iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) | 0.74% | 2.81% | 4.24% | 4.30% | -3.63% | -0.34% | 0.56% | -0.03% |
Correlation
The correlation between JPGL.DE and QDVL.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.24 |
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. QDVL.DE — Risk / Return Rank
JPGL.DE
QDVL.DE
JPGL.DE vs. QDVL.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 EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.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 | QDVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.33 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 2.08 | +2.02 |
| Martin ratioReturn relative to average drawdown | 15.50 | 8.99 | +6.52 |
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 | QDVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.65 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 1.01 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.32 | +0.36 |
Drawdowns
JPGL.DE vs. QDVL.DE - Drawdown Comparison
The maximum JPGL.DE drawdown since its inception was -35.55%, which is greater than QDVL.DE's maximum drawdown of -8.22%. Use the drawdown chart below to compare losses from any high point for JPGL.DE and QDVL.DE.
Loading charts...
Drawdown Indicators
| JPGL.DE | QDVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.55% | -8.22% | -27.33% |
Max Drawdown (1Y)Largest decline over 1 year | -4.75% | -0.93% | -3.82% |
Max Drawdown (3Y)Largest decline over 3 years | -17.34% | -0.93% | -16.41% |
Max Drawdown (5Y)Largest decline over 5 years | -17.34% | -4.90% | -12.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.22% | — |
Current DrawdownCurrent decline from peak | -0.10% | -0.01% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -0.71% | -4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 0.22% | +1.04% |
Volatility
JPGL.DE vs. QDVL.DE - Volatility Comparison
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) has a higher volatility of 2.06% compared to iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) (QDVL.DE) at 0.34%. This indicates that JPGL.DE's price experiences larger fluctuations and is considered to be riskier than QDVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JPGL.DE | QDVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 0.34% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 6.02% | 1.02% | +5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.55% | 1.18% | +7.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.86% | 1.58% | +10.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 2.86% | +12.15% |
JPGL.DE vs. QDVL.DE - Expense Ratio Comparison
JPGL.DE has a 0.20% expense ratio, which is higher than QDVL.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
JPGL.DE vs. QDVL.DE - Dividend Comparison
JPGL.DE has not paid dividends to shareholders, while QDVL.DE's dividend yield for the trailing twelve months is around 2.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QDVL.DE iShares EUR Corporate Bond 0-3yr ESG UCITS ETF EUR (Dist) | 2.91% | 3.04% | 2.95% | 1.95% | 0.31% | 0.13% | 0.23% | 0.27% | 0.13% | 0.12% | 0.17% |
Frequently Asked Questions
JPGL.DE and QDVL.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVL.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVL.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for JPGL.DE.
JPGL.DE is categorized as Global Equities, while QDVL.DE is European Corporate Bonds. JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity, while QDVL.DE tracks Bloomberg MSCI Euro Corporate 0-3 Sustainable SRI. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.20% for JPGL.DE and 0.12% for QDVL.DE.
Find the right allocation for JPGL.DE and QDVL.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