JREG.DE vs. IQSA.L
JREG.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and IQSA.L (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both Global Equities funds. JREG.DE is passively managed, while IQSA.L is actively managed. Over the past 5 years, JREG.DE returned 13.13%/yr vs 15.46%/yr for IQSA.L. Their correlation of 0.87 suggests significant overlap in exposure. JREG.DE charges 0.25%/yr vs 0.30%/yr for IQSA.L.
Performance
JREG.DE vs. IQSA.L - Performance Comparison
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Different Trading Currencies
JREG.DE is traded in EUR, while IQSA.L is traded in USD. To make them comparable, the IQSA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JREG.DE achieves a 10.36% return, which is significantly lower than IQSA.L's 15.37% 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*
- —
IQSA.L
- 1D
- -0.14%
- 1M
- 6.04%
- YTD
- 15.37%
- 6M
- 16.87%
- 1Y
- 28.69%
- 3Y*
- 22.09%
- 5Y*
- 15.46%
- 10Y*
- —
JREG.DE vs. IQSA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 13.57% |
IQSA.L Invesco Global Active ESG Equity UCITS ETF USD Acc | 15.37% | 8.12% | 30.93% | 20.65% | -8.68% | 34.30% | 1.12% | 12.55% |
Correlation
The correlation between JREG.DE and IQSA.L is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2019 | 0.87 |
The correlation between JREG.DE and IQSA.L has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.
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Return for Risk
JREG.DE vs. IQSA.L — Risk / Return Rank
JREG.DE
IQSA.L
JREG.DE vs. IQSA.L - 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 Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.L). 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 | IQSA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 4.74 | -1.00 |
| Martin ratioReturn relative to average drawdown | 15.51 | 17.32 | -1.81 |
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 | IQSA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 2.16 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.98 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.91 | -0.04 |
Drawdowns
JREG.DE vs. IQSA.L - Drawdown Comparison
The maximum JREG.DE drawdown since its inception was -33.56%, roughly equal to the maximum IQSA.L drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for JREG.DE and IQSA.L.
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Drawdown Indicators
| JREG.DE | IQSA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -33.75% | +0.19% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -6.03% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -20.52% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -21.42% | -20.52% | -0.90% |
Current DrawdownCurrent decline from peak | -0.42% | -0.39% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -4.34% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 1.65% | -0.18% |
Volatility
JREG.DE vs. IQSA.L - Volatility Comparison
The current volatility for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREG.DE) is 2.46%, while Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.L) has a volatility of 3.69%. This indicates that JREG.DE experiences smaller price fluctuations and is considered to be less risky than IQSA.L 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 | IQSA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 3.69% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.56% | 9.83% | -2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.01% | 13.21% | -2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 15.85% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 17.66% | -1.70% |
JREG.DE vs. IQSA.L - Expense Ratio Comparison
JREG.DE has a 0.25% expense ratio, which is lower than IQSA.L's 0.30% expense ratio.
Dividends
JREG.DE vs. IQSA.L - Dividend Comparison
Neither JREG.DE nor IQSA.L has paid dividends to shareholders.
Frequently Asked Questions
JREG.DE and IQSA.L have a correlation of 0.85, 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 IQSA.L.
They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.25% for JREG.DE and 0.30% for IQSA.L.
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