QDVR.DE vs. JRUD.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and JRUD.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) are both Large Cap Blend Equities funds - QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels while JRUD.DE tracks the JP Morgan US Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, QDVR.DE returned 12.09%/yr vs 13.87%/yr for JRUD.DE. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
QDVR.DE vs. JRUD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVR.DE achieves a 17.46% return, which is significantly higher than JRUD.DE's 10.19% return.
QDVR.DE
- 1D
- 0.11%
- 1M
- 4.40%
- YTD
- 17.46%
- 6M
- 17.84%
- 1Y
- 26.35%
- 3Y*
- 15.28%
- 5Y*
- 12.09%
- 10Y*
- —
JRUD.DE
- 1D
- -1.03%
- 1M
- 0.35%
- YTD
- 10.19%
- 6M
- 10.54%
- 1Y
- 23.85%
- 3Y*
- 18.45%
- 5Y*
- 13.87%
- 10Y*
- —
QDVR.DE vs. JRUD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 17.46% | -0.78% | 20.30% | 20.30% | -14.41% | 43.73% | 13.45% | 1.73% |
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.19% | 3.73% | 32.16% | 24.07% | -14.68% | 42.45% | 8.45% | -9.14% |
Correlation
The correlation between QDVR.DE and JRUD.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2019 | 0.92 |
The correlation between QDVR.DE and JRUD.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
QDVR.DE vs. JRUD.DE — Risk / Return Rank
QDVR.DE
JRUD.DE
QDVR.DE vs. JRUD.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 US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.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.
| QDVR.DE | JRUD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.38 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.67 | 3.46 | +0.21 |
| Martin ratioReturn relative to average drawdown | 12.30 | 12.78 | -0.49 |
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Drawdowns
QDVR.DE vs. JRUD.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.86%, smaller than the maximum JRUD.DE drawdown of -34.99%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and JRUD.DE.
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Drawdown Indicators
| QDVR.DE | JRUD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.86% | -34.99% | +2.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -6.86% | -0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -23.88% | -23.42% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -23.88% | -23.42% | -0.46% |
Current DrawdownCurrent decline from peak | -0.33% | -1.03% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -5.19% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.86% | +0.28% |
Volatility
QDVR.DE vs. JRUD.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) has a higher volatility of 3.66% compared to JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) at 3.40%. This indicates that QDVR.DE's price experiences larger fluctuations and is considered to be riskier than JRUD.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 | JRUD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 3.40% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 7.88% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 11.69% | +1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 15.35% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.51% | 18.04% | -0.53% |
QDVR.DE vs. JRUD.DE - Expense Ratio Comparison
Both QDVR.DE and JRUD.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. JRUD.DE - Dividend Comparison
QDVR.DE has not paid dividends to shareholders, while JRUD.DE's dividend yield for the trailing twelve months is around 0.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.68% | 0.59% | 0.48% | 0.84% | 1.01% | 0.79% |
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
QDVR.DE and JRUD.DE have a correlation of 0.86, 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 JRUD.DE have the same expense ratio: 0.20% per year.
QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while JRUD.DE tracks JP Morgan US Research Enhanced Index Equity (ESG). They also come from different issuers: iShares and JPMorgan.
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