JUHE.DE vs. QDVB.DE
JUHE.DE (JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both Large Cap Blend Equities funds. JUHE.DE is actively managed, while QDVB.DE is passively managed. Over the past 3 years, JUHE.DE returned 17.13%/yr vs 17.14%/yr for QDVB.DE. A 0.77 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
JUHE.DE vs. QDVB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JUHE.DE achieves a 7.89% return, which is significantly lower than QDVB.DE's 13.00% return.
JUHE.DE
- 1D
- 0.12%
- 1M
- 0.05%
- 6M
- 8.27%
- YTD
- 7.89%
- 1Y
- 17.77%
- 3Y*
- 17.13%
- 5Y*
- —
- 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*
- —
JUHE.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JUHE.DE JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc | 7.89% | 14.34% | 23.03% | 25.17% | -19.09% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 13.00% | 0.35% | 29.28% | 26.64% | -11.39% |
Correlation
The correlation between JUHE.DE and QDVB.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2022 | 0.77 |
The correlation between JUHE.DE and QDVB.DE has been stable across timeframes, ranging from 0.75 to 0.77 - a consistent structural relationship.
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Return for Risk
JUHE.DE vs. QDVB.DE — Risk / Return Rank
JUHE.DE
QDVB.DE
JUHE.DE vs. QDVB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.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.
| JUHE.DE | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 3.30 | -1.09 |
| Martin ratioReturn relative to average drawdown | 8.94 | 12.09 | -3.15 |
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Drawdowns
JUHE.DE vs. QDVB.DE - Drawdown Comparison
The maximum JUHE.DE drawdown since its inception was -23.01%, smaller than the maximum QDVB.DE drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for JUHE.DE and QDVB.DE.
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Drawdown Indicators
| JUHE.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.01% | -33.25% | +10.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -6.77% | -1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -19.02% | -22.69% | +3.67% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.69% | — |
Current DrawdownCurrent decline from peak | -0.72% | -0.61% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -5.00% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.85% | +0.26% |
Volatility
JUHE.DE vs. QDVB.DE - Volatility Comparison
JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) have volatilities of 2.70% 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
| JUHE.DE | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 2.79% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 7.30% | +1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 11.20% | +0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 15.56% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 17.93% | -1.84% |
JUHE.DE vs. QDVB.DE - Expense Ratio Comparison
Both JUHE.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
JUHE.DE vs. QDVB.DE - Dividend Comparison
Neither JUHE.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
JUHE.DE and QDVB.DE have a correlation of 0.75, 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.
JUHE.DE and QDVB.DE have the same expense ratio: 0.20% per year.
They also come from different issuers: JPMorgan and iShares.
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