QDVS.DE vs. JREM.DE
Compare and contrast key facts about iShares MSCI EM SRI UCITS ETF (QDVS.DE) and JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE).
QDVS.DE and JREM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVS.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets SRI Select Reduced Fossil Fuels. It was launched on Jul 11, 2016. JREM.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). It was launched on Dec 6, 2018. Both QDVS.DE and JREM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QDVS.DE vs. JREM.DE - Performance Comparison
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QDVS.DE vs. JREM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QDVS.DE iShares MSCI EM SRI UCITS ETF | 2.92% | 16.78% | 11.26% | -2.12% | -12.39% | 6.97% | 6.67% | 19.37% | -1.18% |
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 6.40% | 19.77% | 12.75% | 4.21% | -15.62% | 4.87% | 8.43% | 24.14% | -2.66% |
Returns By Period
In the year-to-date period, QDVS.DE achieves a 2.92% return, which is significantly lower than JREM.DE's 6.40% return.
QDVS.DE
- 1D
- -0.99%
- 1M
- -1.51%
- YTD
- 2.92%
- 6M
- 7.01%
- 1Y
- 24.45%
- 3Y*
- 9.87%
- 5Y*
- 2.87%
- 10Y*
- —
JREM.DE
- 1D
- 2.12%
- 1M
- -1.46%
- YTD
- 6.40%
- 6M
- 9.35%
- 1Y
- 26.18%
- 3Y*
- 13.59%
- 5Y*
- 3.99%
- 10Y*
- —
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QDVS.DE vs. JREM.DE - Expense Ratio Comparison
QDVS.DE has a 0.25% expense ratio, which is lower than JREM.DE's 0.30% expense ratio.
Return for Risk
QDVS.DE vs. JREM.DE — Risk / Return Rank
QDVS.DE
JREM.DE
QDVS.DE vs. JREM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM SRI UCITS ETF (QDVS.DE) and JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.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.
| QDVS.DE | JREM.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.41 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.89 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.27 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.86 | 3.02 | -0.16 |
Martin ratioReturn relative to average drawdown | 10.71 | 10.99 | -0.27 |
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
| QDVS.DE | JREM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.41 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.24 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.42 | -0.08 |
Correlation
The correlation between QDVS.DE and JREM.DE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QDVS.DE vs. JREM.DE - Dividend Comparison
Neither QDVS.DE nor JREM.DE has paid dividends to shareholders.
Drawdowns
QDVS.DE vs. JREM.DE - Drawdown Comparison
The maximum QDVS.DE drawdown since its inception was -36.51%, which is greater than JREM.DE's maximum drawdown of -30.28%. Use the drawdown chart below to compare losses from any high point for QDVS.DE and JREM.DE.
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Drawdown Indicators
| QDVS.DE | JREM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.51% | -30.28% | -6.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -10.78% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -25.09% | -25.75% | +0.66% |
Current DrawdownCurrent decline from peak | -8.36% | -8.29% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -8.94% | -10.90% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.80% | -0.08% |
Volatility
QDVS.DE vs. JREM.DE - Volatility Comparison
iShares MSCI EM SRI UCITS ETF (QDVS.DE) and JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) have volatilities of 7.00% and 7.10%, 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
| QDVS.DE | JREM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.00% | 7.10% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.69% | 13.25% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 18.56% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 16.40% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 18.76% | -0.15% |