JREU.DE vs. QDVB.DE
JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds - JREU.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG) while QDVB.DE tracks the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, JREU.DE returned 13.65%/yr vs 12.04%/yr for QDVB.DE. With a 0.96 correlation, they move nearly in lockstep. Both charge a 0.20% expense ratio.
Performance
JREU.DE vs. QDVB.DE - Performance Comparison
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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*
- —
JREU.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
JREU.DE
QDVB.DE
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.DE | QDVB.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.15% | -0.61% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -5.00% | -0.32% |
Ulcer IndexDepth 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.DE | QDVB.DE | Difference | |
|---|---|---|---|
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.
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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