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JQUA vs. GQGU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

JQUA vs. GQGU

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan U.S. Quality Factor ETF (JQUA) and GQG US Equity ETF (GQGU).

JQUA and GQGU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JQUA is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan US Quality Factor Index. It was launched on Nov 8, 2017. GQGU is an actively managed fund by GQG Partners. It was launched on Jul 14, 2025.

Performance

JQUA vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Quality Factor ETF (JQUA) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

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JQUA vs. GQGU - Yearly Performance Comparison

2026 (YTD)2025
JQUA
JPMorgan U.S. Quality Factor ETF		-2.29%5.61%
GQGU
GQG US Equity ETF		8.19%-1.14%

Returns By Period

In the year-to-date period, JQUA achieves a -2.29% return, which is significantly lower than GQGU's 8.19% return.

JQUA

1D
0.39%
1M
-4.17%
YTD
-2.29%
6M
-1.53%
1Y
10.04%
3Y*
15.78%
5Y*
11.56%
10Y*
—

GQGU

1D
-1.30%
1M
-3.10%
YTD
8.19%
6M
6.64%
1Y
—
3Y*
—
5Y*
—
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. Quality Factor ETF

GQG US Equity ETF

Often compared with JQUA:
JQUA vs. SPHQJQUA vs. VFQYJQUA vs. CGDVJQUA vs. FQALJQUA vs. SCHDJQUA vs. VIGJQUA vs. IVV
Often compared with GQGU:
GQGU vs. BBUSGQGU vs. QQQMGQGU vs. SCHGGQGU vs. ACWIGQGU vs. GPIQGQGU vs. VUGGQGU vs. BAMG

JQUA vs. GQGU - Expense Ratio Comparison

JQUA has a 0.12% expense ratio, which is lower than GQGU's 0.49% expense ratio.

GQGU
GQG US Equity ETF
JQUA
JPMorgan U.S. Quality Factor ETF

Return for Risk

JQUA vs. GQGU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JQUA
JQUA Risk / Return Rank: 3535
Overall Rank
JQUA Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
JQUA Sortino Ratio Rank: 3232
Sortino Ratio Rank
JQUA Omega Ratio Rank: 3232
Omega Ratio Rank
JQUA Calmar Ratio Rank: 3434
Calmar Ratio Rank
JQUA Martin Ratio Rank: 4545
Martin Ratio Rank
GQGU
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.

JQUA vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Quality Factor ETF (JQUA) and GQG US Equity ETF (GQGU). 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.

JQUAGQGUDifference

Sharpe ratio

Return per unit of total volatility

0.60

—

—

Sortino ratio

Return per unit of downside risk

0.98

—

—

Omega ratio

Gain probability vs. loss probability

1.14

—

—

Calmar ratio

Return relative to maximum drawdown

0.90

—

—

Martin ratio

Return relative to average drawdown

4.40

—

—

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

JQUA vs. GQGU - Sharpe Ratio Comparison

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Sharpe Ratios by Period

JQUAGQGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.02

-0.29

Correlation

The correlation between JQUA and GQGU is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

JQUA vs. GQGU - Dividend Comparison

JQUA's dividend yield for the trailing twelve months is around 1.25%, more than GQGU's 0.94% yield.

TTM202520242023202220212020201920182017
JQUA
JPMorgan U.S. Quality Factor ETF		1.25%1.19%1.24%1.21%1.60%1.32%1.44%1.67%2.10%0.40%
GQGU
GQG US Equity ETF		0.94%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JQUA vs. GQGU - Drawdown Comparison

The maximum JQUA drawdown since its inception was -32.92%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for JQUA and GQGU.

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Drawdown Indicators

JQUAGQGUDifference

Max Drawdown

Largest peak-to-trough decline

-32.92%

-6.65%

-26.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-22.47%

—

—

Current Drawdown

Current decline from peak

-4.57%

-3.24%

-1.33%

Average Drawdown

Average peak-to-trough decline

-4.23%

-2.21%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

—

—

Volatility

JQUA vs. GQGU - Volatility Comparison

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Volatility by Period

JQUAGQGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

16.71%

9.66%

+7.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

9.66%

+5.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

9.66%

+8.44%