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JREU.DE vs. QDVB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JREU.DE vs. QDVB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with JREU.DE having a 12.48% return and QDVB.DE slightly higher at 13.00%.


JREU.DE

1D
0.21%
1M
1.56%
6M
11.77%
YTD
12.48%
1Y
22.45%
3Y*
18.83%
5Y*
13.65%
10Y*

QDVB.DE

1D
0.25%
1M
1.44%
6M
11.06%
YTD
13.00%
1Y
22.41%
3Y*
17.14%
5Y*
12.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JREU.DE vs. QDVB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JREU.DE
JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)
12.48%3.77%32.09%24.03%-14.69%42.48%8.54%34.59%-21.12%
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF
13.00%0.35%29.28%26.64%-16.49%39.07%5.34%37.19%-13.64%

Correlation

The correlation between JREU.DE and QDVB.DE is 0.90, 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

0.90

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

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2018

0.96

The correlation between JREU.DE and QDVB.DE has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

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Return for Risk

JREU.DE vs. QDVB.DE — Risk / Return Rank

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

JREU.DE
JREU.DE Risk / Return Rank: 7676
Overall Rank
JREU.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JREU.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
JREU.DE Omega Ratio Rank: 7474
Omega Ratio Rank
JREU.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
JREU.DE Martin Ratio Rank: 8080
Martin Ratio Rank

QDVB.DE
QDVB.DE Risk / Return Rank: 7979
Overall Rank
QDVB.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
QDVB.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
QDVB.DE Omega Ratio Rank: 7979
Omega Ratio Rank
QDVB.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
QDVB.DE Martin Ratio Rank: 8080
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.

JREU.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.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.


JREU.DEQDVB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

3.28

3.30

-0.02

Martin ratioReturn relative to average drawdown

12.12

12.09

+0.03

JREU.DE vs. QDVB.DE - Sharpe Ratio Comparison

The current JREU.DE Sharpe Ratio is 1.91, which is comparable to the QDVB.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of JREU.DE and QDVB.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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Drawdowns

JREU.DE vs. QDVB.DE - Drawdown Comparison

The maximum JREU.DE drawdown since its inception was -34.40%, roughly equal to the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for JREU.DE and QDVB.DE.


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Drawdown Indicators


JREU.DEQDVB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.40%

-33.25%

-1.15%

Max Drawdown (1Y)

Largest decline over 1 year

-6.81%

-6.77%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-22.69%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-23.37%

-22.69%

-0.68%

Current Drawdown

Current decline from peak

-0.15%

-0.61%

+0.46%

Average Drawdown

Average peak-to-trough decline

-5.32%

-5.00%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

1.85%

0.00%

Volatility

JREU.DE vs. QDVB.DE - Volatility Comparison

JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) have volatilities of 2.80% and 2.79%, 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


JREU.DEQDVB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

2.79%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

7.30%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

11.75%

11.20%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

15.56%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

17.93%

-0.21%

JREU.DE vs. QDVB.DE - Expense Ratio Comparison

Both JREU.DE and QDVB.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

JREU.DE vs. QDVB.DE - Dividend Comparison

Neither JREU.DE nor QDVB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JREU.DE and QDVB.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JREU.DE and QDVB.DE have the same expense ratio: 0.20% per year.

JREU.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: JPMorgan and iShares.

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