QDVR.DE vs. JPGL.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and JPGL.DE (JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating) are both exchange-traded funds - QDVR.DE is a Large Cap Blend Equities fund tracking the MSCI USA SRI Select Reduced Fossil Fuels, while JPGL.DE is a Global Equities fund tracking the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. Both are passively managed. Over the past 5 years, QDVR.DE returned 12.24%/yr vs 10.25%/yr for JPGL.DE. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
QDVR.DE vs. JPGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVR.DE achieves a 14.85% return, which is significantly higher than JPGL.DE's 11.57% return.
QDVR.DE
- 1D
- 0.06%
- 1M
- 6.37%
- YTD
- 14.85%
- 6M
- 15.24%
- 1Y
- 22.43%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
JPGL.DE
- 1D
- -0.10%
- 1M
- 3.07%
- YTD
- 11.57%
- 6M
- 12.21%
- 1Y
- 19.57%
- 3Y*
- 13.57%
- 5Y*
- 10.25%
- 10Y*
- —
QDVR.DE vs. JPGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -14.38% | 43.66% | 13.50% | 8.90% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 11.57% | 5.18% | 16.53% | 9.74% | -4.98% | 33.79% | -3.55% | 6.48% |
Correlation
The correlation between QDVR.DE and JPGL.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2019 | 0.86 |
The correlation between QDVR.DE and JPGL.DE shifts across timeframes, from 0.69 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QDVR.DE vs. JPGL.DE — Risk / Return Rank
QDVR.DE
JPGL.DE
QDVR.DE vs. JPGL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.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.
| QDVR.DE | JPGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 4.10 | -1.02 |
| Martin ratioReturn relative to average drawdown | 10.29 | 15.50 | -5.22 |
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
| QDVR.DE | JPGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.28 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.85 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.68 | +0.21 |
Drawdowns
QDVR.DE vs. JPGL.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.87%, smaller than the maximum JPGL.DE drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and JPGL.DE.
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Drawdown Indicators
| QDVR.DE | JPGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.87% | -35.55% | +2.68% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -4.75% | -2.49% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -17.34% | -6.57% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -17.34% | -6.57% |
Current DrawdownCurrent decline from peak | 0.00% | -0.10% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.81% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.26% | +0.92% |
Volatility
QDVR.DE vs. JPGL.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a higher volatility of 3.67% compared to JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) at 2.06%. This indicates that QDVR.DE's price experiences larger fluctuations and is considered to be riskier than JPGL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVR.DE | JPGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 2.06% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 6.02% | +3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 8.55% | +4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 11.86% | +3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 15.01% | +1.33% |
QDVR.DE vs. JPGL.DE - Expense Ratio Comparison
Both QDVR.DE and JPGL.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
QDVR.DE vs. JPGL.DE - Dividend Comparison
Neither QDVR.DE nor JPGL.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVR.DE and JPGL.DE have a correlation of 0.69, 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.
QDVR.DE and JPGL.DE have the same expense ratio: 0.20% per year.
QDVR.DE is categorized as Large Cap Blend Equities, while JPGL.DE is Global Equities. QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while JPGL.DE tracks JP Morgan Diversified Factor Global Developed (Region Aware) Equity. They also come from different issuers: iShares and JPMorgan.
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