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JREA.DE vs. IQQT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JREA.DE vs. IQQT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.DE) and iShares MSCI Taiwan UCITS ETF (IQQT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JREA.DE achieves a 30.23% return, which is significantly lower than IQQT.DE's 70.08% return.


JREA.DE

1D
-1.51%
1M
6.32%
YTD
30.23%
6M
32.45%
1Y
50.27%
3Y*
20.04%
5Y*
10Y*

IQQT.DE

1D
-1.61%
1M
14.31%
YTD
70.08%
6M
75.07%
1Y
111.86%
3Y*
40.38%
5Y*
22.82%
10Y*
21.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JREA.DE vs. IQQT.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
JREA.DE
JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)
30.23%14.97%15.52%0.94%-9.63%
IQQT.DE
iShares MSCI Taiwan UCITS ETF
70.08%17.20%30.72%24.49%-23.37%

Correlation

The correlation between JREA.DE and IQQT.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2022

0.71

The correlation between JREA.DE and IQQT.DE shifts across timeframes, from 0.70 (all time) to 0.82 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JREA.DE vs. IQQT.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JREA.DE
JREA.DE Risk / Return Rank: 8888
Overall Rank
JREA.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
JREA.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
JREA.DE Omega Ratio Rank: 8787
Omega Ratio Rank
JREA.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
JREA.DE Martin Ratio Rank: 8888
Martin Ratio Rank

IQQT.DE
IQQT.DE Risk / Return Rank: 9696
Overall Rank
IQQT.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IQQT.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
IQQT.DE Omega Ratio Rank: 9595
Omega Ratio Rank
IQQT.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
IQQT.DE Martin Ratio Rank: 9696
Martin Ratio Rank
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.

JREA.DE vs. IQQT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.DE) and iShares MSCI Taiwan UCITS ETF (IQQT.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.


JREA.DEIQQT.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.68

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.53

1.72

-0.19

Calmar ratioReturn relative to maximum drawdown

5.19

12.46

-7.27

Martin ratioReturn relative to average drawdown

18.76

35.53

-16.77

JREA.DE vs. IQQT.DE - Sharpe Ratio Comparison

The current JREA.DE Sharpe Ratio is 2.94, which is lower than the IQQT.DE Sharpe Ratio of 4.62. The chart below compares the historical Sharpe Ratios of JREA.DE and IQQT.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JREA.DEIQQT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.94

4.62

-1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.48

+0.19

Drawdowns

JREA.DE vs. IQQT.DE - Drawdown Comparison

The maximum JREA.DE drawdown since its inception was -20.14%, smaller than the maximum IQQT.DE drawdown of -57.60%. Use the drawdown chart below to compare losses from any high point for JREA.DE and IQQT.DE.


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Drawdown Indicators


JREA.DEIQQT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.14%

-57.60%

+37.46%

Max Drawdown (1Y)

Largest decline over 1 year

-9.64%

-8.93%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

-31.65%

+11.51%

Max Drawdown (5Y)

Largest decline over 5 years

-32.51%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

Current Drawdown

Current decline from peak

-2.73%

-1.61%

-1.12%

Average Drawdown

Average peak-to-trough decline

-6.28%

-12.71%

+6.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.14%

-0.47%

Volatility

JREA.DE vs. IQQT.DE - Volatility Comparison

The current volatility for JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREA.DE) is 7.19%, while iShares MSCI Taiwan UCITS ETF (IQQT.DE) has a volatility of 10.13%. This indicates that JREA.DE experiences smaller price fluctuations and is considered to be less risky than IQQT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JREA.DEIQQT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

10.13%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

14.07%

19.53%

-5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

24.10%

-7.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

21.89%

-5.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

20.80%

-3.94%

JREA.DE vs. IQQT.DE - Expense Ratio Comparison

JREA.DE has a 0.30% expense ratio, which is lower than IQQT.DE's 0.74% expense ratio.


Dividends

JREA.DE vs. IQQT.DE - Dividend Comparison

JREA.DE has not paid dividends to shareholders, while IQQT.DE's dividend yield for the trailing twelve months is around 0.89%.


PositionTTM20252024202320222021202020192018201720162015
IQQT.DE
iShares MSCI Taiwan UCITS ETF
0.89%1.51%1.36%2.17%3.61%1.31%1.80%2.17%2.76%2.74%2.91%3.26%
JREA.DE
JPMorgan AC Asia Pacific ex Japan 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


JREA.DE and IQQT.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JREA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JREA.DE is cheaper with a 0.30% expense ratio, compared with 0.74% for IQQT.DE.

JREA.DE tracks JP Morgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG), while IQQT.DE tracks MSCI Taiwan 20/35. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.30% for JREA.DE and 0.74% for IQQT.DE.

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