JREG.DE vs. IQQI.DE
JREG.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and IQQI.DE (iShares Global Infrastructure UCITS ETF) are both Global Equities funds - JREG.DE tracks the JP Morgan Global Research Enhanced Index Equity (ESG) while IQQI.DE tracks the FTSE Global Core Infrastructure Index. Both are passively managed. Over the past 5 years, JREG.DE returned 12.60%/yr vs 7.31%/yr for IQQI.DE. A 0.57 correlation means they provide meaningful diversification when combined. JREG.DE charges 0.25%/yr vs 0.65%/yr for IQQI.DE.
Performance
JREG.DE vs. IQQI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREG.DE achieves a 12.89% return, which is significantly lower than IQQI.DE's 15.99% return.
JREG.DE
- 1D
- 0.15%
- 1M
- 1.88%
- 6M
- 11.57%
- YTD
- 12.89%
- 1Y
- 23.27%
- 3Y*
- 17.75%
- 5Y*
- 12.60%
- 10Y*
- —
IQQI.DE
- 1D
- -0.37%
- 1M
- 3.32%
- 6M
- 14.70%
- YTD
- 15.99%
- 1Y
- 20.05%
- 3Y*
- 11.12%
- 5Y*
- 7.31%
- 10Y*
- 6.79%
JREG.DE vs. IQQI.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) | 12.89% | 6.81% | 25.55% | 21.35% | -13.19% | 35.17% | 6.53% | 32.02% | -20.80% |
IQQI.DE iShares Global Infrastructure UCITS ETF | 15.99% | 0.56% | 14.53% | -3.18% | -0.38% | 26.94% | -10.82% | 27.73% | -4.70% |
Correlation
The correlation between JREG.DE and IQQI.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2018 | 0.57 |
Over the past year, the correlation between JREG.DE and IQQI.DE has dropped to 0.13 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
JREG.DE vs. IQQI.DE — Risk / Return Rank
JREG.DE
IQQI.DE
JREG.DE vs. IQQI.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 Global Infrastructure UCITS ETF (IQQI.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JREG.DE | IQQI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.32 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 4.15 | -0.35 |
| Martin ratioReturn relative to average drawdown | 15.71 | 10.37 | +5.34 |
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Drawdowns
JREG.DE vs. IQQI.DE - Drawdown Comparison
The maximum JREG.DE drawdown since its inception was -33.57%, smaller than the maximum IQQI.DE drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for JREG.DE and IQQI.DE.
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Drawdown Indicators
| JREG.DE | IQQI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | -42.24% | +8.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -4.81% | -1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -14.75% | -6.67% |
Max Drawdown (5Y)Largest decline over 5 years | -21.42% | -24.82% | +3.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.16% | — |
Current DrawdownCurrent decline from peak | -0.03% | -0.37% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -11.08% | +5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 1.93% | -0.45% |
Volatility
JREG.DE vs. IQQI.DE - Volatility Comparison
The current volatility for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) is 2.35%, while iShares Global Infrastructure UCITS ETF (IQQI.DE) has a volatility of 2.65%. This indicates that JREG.DE experiences smaller price fluctuations and is considered to be less risky than IQQI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JREG.DE | IQQI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 2.65% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 8.63% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.25% | 10.84% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 12.76% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 14.25% | +2.25% |
JREG.DE vs. IQQI.DE - Expense Ratio Comparison
JREG.DE has a 0.25% expense ratio, which is lower than IQQI.DE's 0.65% expense ratio.
Dividends
JREG.DE vs. IQQI.DE - Dividend Comparison
JREG.DE has not paid dividends to shareholders, while IQQI.DE's dividend yield for the trailing twelve months is around 1.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQI.DE iShares Global Infrastructure UCITS ETF | 1.99% | 2.30% | 2.29% | 2.42% | 2.13% | 1.85% | 2.25% | 2.05% | 2.30% | 2.76% | 2.63% | 3.15% |
JREG.DE JPMorgan Global 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
JREG.DE and IQQI.DE have a correlation of 0.13, 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 0.65% for IQQI.DE.
JREG.DE tracks JP Morgan Global Research Enhanced Index Equity (ESG), while IQQI.DE tracks FTSE Global Core Infrastructure Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.25% for JREG.DE and 0.65% for IQQI.DE.
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