JRGD.DE vs. IS3Q.DE
JRGD.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both Global Equities funds - JRGD.DE tracks the JP Morgan Global Research Enhanced Index Equity (ESG) while IS3Q.DE tracks the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 3 years, JRGD.DE returned 16.83%/yr vs 15.09%/yr for IS3Q.DE. With a 0.97 correlation, they move nearly in lockstep. JRGD.DE charges 0.25%/yr vs 0.30%/yr for IS3Q.DE.
Performance
JRGD.DE vs. IS3Q.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JRGD.DE achieves a 10.32% return, which is significantly higher than IS3Q.DE's 9.47% return.
JRGD.DE
- 1D
- 0.00%
- 1M
- 3.16%
- YTD
- 10.32%
- 6M
- 10.48%
- 1Y
- 22.70%
- 3Y*
- 16.83%
- 5Y*
- —
- 10Y*
- —
IS3Q.DE
- 1D
- 0.75%
- 1M
- 3.07%
- YTD
- 9.47%
- 6M
- 9.57%
- 1Y
- 18.81%
- 3Y*
- 15.09%
- 5Y*
- 11.35%
- 10Y*
- 12.05%
JRGD.DE vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JRGD.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.32% | 6.67% | 25.38% | 21.25% | -13.07% | 10.88% |
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 9.47% | 2.80% | 23.78% | 21.70% | -14.84% | 9.86% |
Correlation
The correlation between JRGD.DE and IS3Q.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2021 | 0.97 |
The correlation between JRGD.DE and IS3Q.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JRGD.DE vs. IS3Q.DE — Risk / Return Rank
JRGD.DE
IS3Q.DE
JRGD.DE vs. IS3Q.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 (dist) (JRGD.DE) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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.
| JRGD.DE | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.33 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 2.97 | +0.77 |
| Martin ratioReturn relative to average drawdown | 15.47 | 11.80 | +3.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JRGD.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 1.76 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.76 | +0.08 |
Drawdowns
JRGD.DE vs. IS3Q.DE - Drawdown Comparison
The maximum JRGD.DE drawdown since its inception was -21.56%, smaller than the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for JRGD.DE and IS3Q.DE.
Loading charts...
Drawdown Indicators
| JRGD.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.56% | -32.31% | +10.75% |
Max Drawdown (1Y)Largest decline over 1 year | -6.06% | -6.33% | +0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -21.56% | -20.63% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.31% | — |
Current DrawdownCurrent decline from peak | -0.35% | -0.12% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -4.61% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 1.60% | -0.13% |
Volatility
JRGD.DE vs. IS3Q.DE - Volatility Comparison
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.DE) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) have volatilities of 2.43% and 2.37%, 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.
Loading charts...
Volatility by Period
| JRGD.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 2.37% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.47% | 7.31% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.91% | 10.66% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.33% | 14.15% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.33% | 14.89% | -0.56% |
JRGD.DE vs. IS3Q.DE - Expense Ratio Comparison
JRGD.DE has a 0.25% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.
Dividends
JRGD.DE vs. IS3Q.DE - Dividend Comparison
JRGD.DE's dividend yield for the trailing twelve months is around 0.89%, while IS3Q.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JRGD.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.89% | 0.89% | 0.91% | 0.85% | 1.44% |
Frequently Asked Questions
With a correlation of 0.94, JRGD.DE and IS3Q.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, JRGD.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRGD.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IS3Q.DE.
JRGD.DE tracks JP Morgan Global Research Enhanced Index Equity (ESG), while IS3Q.DE tracks MSCI World Sector Neutral Quality. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.25% for JRGD.DE and 0.30% for IS3Q.DE.
Find the right allocation for JRGD.DE and IS3Q.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer