JREG.DE vs. IQQ0.DE
JREG.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds - JREG.DE tracks the JP Morgan Global Research Enhanced Index Equity (ESG) while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, JREG.DE returned 13.13%/yr vs 6.14%/yr for IQQ0.DE. A 0.73 correlation means they provide meaningful diversification when combined. JREG.DE charges 0.25%/yr vs 0.30%/yr for IQQ0.DE.
Performance
JREG.DE vs. IQQ0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREG.DE achieves a 10.36% return, which is significantly higher than IQQ0.DE's 1.59% return.
JREG.DE
- 1D
- -0.04%
- 1M
- 4.29%
- YTD
- 10.36%
- 6M
- 11.00%
- 1Y
- 22.86%
- 3Y*
- 16.95%
- 5Y*
- 13.13%
- 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%
JREG.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JREG.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.36% | 6.82% | 25.54% | 21.37% | -13.19% | 35.15% | 6.53% | 32.00% | -8.18% |
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% | 26.17% | -3.25% |
Correlation
The correlation between JREG.DE and IQQ0.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018 | 0.73 |
Over the past year, the correlation between JREG.DE and IQQ0.DE has dropped to 0.37 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
JREG.DE vs. IQQ0.DE — Risk / Return Rank
JREG.DE
IQQ0.DE
JREG.DE vs. IQQ0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.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.
| JREG.DE | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.10 | ||
| Sortino ratioReturn per unit of downside risk | +2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.00 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | -0.05 | +3.79 |
| Martin ratioReturn relative to average drawdown | 15.51 | -0.12 | +15.63 |
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
| JREG.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | -0.04 | +2.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.60 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.76 | +0.11 |
Drawdowns
JREG.DE vs. IQQ0.DE - Drawdown Comparison
The maximum JREG.DE drawdown since its inception was -33.56%, 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 JREG.DE and IQQ0.DE.
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Drawdown Indicators
| JREG.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -28.65% | -4.91% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -5.22% | -0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -12.82% | -8.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.42% | -12.82% | -8.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.65% | — |
Current DrawdownCurrent decline from peak | -0.42% | -6.65% | +6.23% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -4.54% | +0.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 2.44% | -0.97% |
Volatility
JREG.DE vs. IQQ0.DE - Volatility Comparison
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) have volatilities of 2.46% and 2.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREG.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 2.53% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.56% | 5.36% | +2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.01% | 7.78% | +3.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 10.08% | +3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 11.62% | +4.34% |
JREG.DE vs. IQQ0.DE - Expense Ratio Comparison
JREG.DE has a 0.25% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.
Dividends
JREG.DE vs. IQQ0.DE - Dividend Comparison
Neither JREG.DE nor IQQ0.DE has paid dividends to shareholders.
Frequently Asked Questions
JREG.DE and IQQ0.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREG.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREG.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IQQ0.DE.
JREG.DE tracks JP Morgan Global Research Enhanced Index Equity (ESG), while IQQ0.DE tracks MSCI World Minimum Volatility. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.25% for JREG.DE and 0.30% for IQQ0.DE.
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