SPYW.DE vs. JQUA
Compare and contrast key facts about SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) and JPMorgan U.S. Quality Factor ETF (JQUA).
SPYW.DE and JQUA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYW.DE is a passively managed fund by State Street that tracks the performance of the S&P Euro High Yield Dividend Aristocrats. It was launched on Feb 28, 2012. JQUA is a passively managed fund by JPMorgan Chase that tracks the performance of the JP Morgan US Quality Factor Index. It was launched on Nov 8, 2017. Both SPYW.DE and JQUA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPYW.DE or JQUA.
Key characteristics
| SPYW.DE | JQUA | |
|---|---|---|
| YTD Return | 4.81% | 23.73% |
| 1Y Return | 12.55% | 34.24% |
| 3Y Return (Ann) | 3.38% | 11.24% |
| 5Y Return (Ann) | 2.25% | 15.97% |
| Sharpe Ratio | 0.98 | 3.02 |
| Sortino Ratio | 1.33 | 4.18 |
| Omega Ratio | 1.18 | 1.55 |
| Calmar Ratio | 1.44 | 5.41 |
| Martin Ratio | 5.03 | 18.45 |
| Ulcer Index | 2.09% | 1.85% |
| Daily Std Dev | 10.77% | 11.30% |
| Max Drawdown | -38.68% | -32.92% |
| Current Drawdown | -7.32% | -0.39% |
Correlation
The correlation between SPYW.DE and JQUA is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SPYW.DE vs. JQUA - Performance Comparison
In the year-to-date period, SPYW.DE achieves a 4.81% return, which is significantly lower than JQUA's 23.73% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPYW.DE vs. JQUA - Expense Ratio Comparison
SPYW.DE has a 0.30% expense ratio, which is higher than JQUA's 0.12% expense ratio.
Risk-Adjusted Performance
SPYW.DE vs. JQUA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) and JPMorgan U.S. Quality Factor ETF (JQUA). 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.
Dividends
SPYW.DE vs. JQUA - Dividend Comparison
SPYW.DE's dividend yield for the trailing twelve months is around 0.51%, less than JQUA's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 0.51% | 3.30% | 3.61% | 2.78% | 3.05% | 3.09% | 3.74% | 3.13% | 2.96% | 3.02% | 3.60% | 3.66% |
JQUA JPMorgan U.S. Quality Factor ETF | 1.15% | 1.22% | 1.59% | 1.32% | 1.44% | 1.67% | 2.10% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPYW.DE vs. JQUA - Drawdown Comparison
The maximum SPYW.DE drawdown since its inception was -38.68%, which is greater than JQUA's maximum drawdown of -32.92%. Use the drawdown chart below to compare losses from any high point for SPYW.DE and JQUA. For additional features, visit the drawdowns tool.
Volatility
SPYW.DE vs. JQUA - Volatility Comparison
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) has a higher volatility of 5.34% compared to JPMorgan U.S. Quality Factor ETF (JQUA) at 3.32%. This indicates that SPYW.DE's price experiences larger fluctuations and is considered to be riskier than JQUA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.