JRUD.DE vs. QDVR.DE
JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG) while QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, JRUD.DE returned 14.63%/yr vs 12.24%/yr for QDVR.DE. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
JRUD.DE vs. QDVR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRUD.DE achieves a 10.50% return, which is significantly lower than QDVR.DE's 14.85% return.
JRUD.DE
- 1D
- -0.13%
- 1M
- 3.79%
- YTD
- 10.50%
- 6M
- 10.16%
- 1Y
- 24.35%
- 3Y*
- 18.26%
- 5Y*
- 14.63%
- 10Y*
- —
QDVR.DE
- 1D
- 0.06%
- 1M
- 4.69%
- YTD
- 14.85%
- 6M
- 14.33%
- 1Y
- 22.48%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
JRUD.DE vs. QDVR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.50% | 3.71% | 32.10% | 23.94% | -14.78% | 42.20% | 8.45% | -0.59% |
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -14.38% | 43.66% | 13.50% | -0.83% |
Correlation
The correlation between JRUD.DE and QDVR.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2019 | 0.93 |
The correlation between JRUD.DE and QDVR.DE has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.
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Return for Risk
JRUD.DE vs. QDVR.DE — Risk / Return Rank
JRUD.DE
QDVR.DE
JRUD.DE vs. QDVR.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 (dist) (JRUD.DE) and iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.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.
| JRUD.DE | QDVR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.31 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 3.09 | +0.46 |
| Martin ratioReturn relative to average drawdown | 13.27 | 10.29 | +2.98 |
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
| JRUD.DE | QDVR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.76 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.78 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.89 | -0.06 |
Drawdowns
JRUD.DE vs. QDVR.DE - Drawdown Comparison
The maximum JRUD.DE drawdown since its inception was -34.16%, roughly equal to the maximum QDVR.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for JRUD.DE and QDVR.DE.
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Drawdown Indicators
| JRUD.DE | QDVR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -32.87% | -1.29% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -7.24% | +0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | -23.91% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | -23.91% | +0.49% |
Current DrawdownCurrent decline from peak | -0.48% | 0.00% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -4.41% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 2.18% | -0.34% |
Volatility
JRUD.DE vs. QDVR.DE - Volatility Comparison
The current volatility for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) is 2.56%, while iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a volatility of 3.67%. This indicates that JRUD.DE experiences smaller price fluctuations and is considered to be less risky than QDVR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRUD.DE | QDVR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 3.67% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 9.02% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 12.69% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 15.53% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 16.34% | +1.42% |
JRUD.DE vs. QDVR.DE - Expense Ratio Comparison
Both JRUD.DE and QDVR.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
JRUD.DE vs. QDVR.DE - Dividend Comparison
JRUD.DE's dividend yield for the trailing twelve months is around 0.58%, while QDVR.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.58% | 0.57% | 0.44% | 0.78% | 0.88% | 0.65% |
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRUD.DE and QDVR.DE have a correlation of 0.87, 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.
JRUD.DE and QDVR.DE have the same expense ratio: 0.20% per year.
JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG), while QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: JPMorgan and iShares.
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