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QDVR.DE vs. JRUD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVR.DE vs. JRUD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) and JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVR.DE vs. JRUD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QDVR.DE
QDVR.DE Risk / Return Rank: 7373
Overall Rank
QDVR.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QDVR.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
QDVR.DE Omega Ratio Rank: 6969
Omega Ratio Rank
QDVR.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
QDVR.DE Martin Ratio Rank: 7474
Martin Ratio Rank

JRUD.DE
JRUD.DE Risk / Return Rank: 7474
Overall Rank
JRUD.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JRUD.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
JRUD.DE Omega Ratio Rank: 7373
Omega Ratio Rank
JRUD.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
JRUD.DE Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEJRUD.DEDifference
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

QDVR.DE vs. JRUD.DE - Sharpe Ratio Comparison

The current QDVR.DE Sharpe Ratio is 2.02, which is comparable to the JRUD.DE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of QDVR.DE and JRUD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.DEJRUD.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.33%

-1.03%

+0.70%

Average Drawdown

Average peak-to-trough decline

-5.17%

-5.19%

+0.02%

Ulcer Index

Depth 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.DEJRUD.DEDifference

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%.


PositionTTM20252024202320222021
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.

Portfolio Optimizer

Find the right allocation for QDVR.DE and JRUD.DE

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