XVV vs. JHEQX
XVV (iShares ESG Select Screened S&P 500 ETF) and JHEQX (JPMorgan Hedged Equity Fund Class I) are both funds - XVV is a S&P 500 fund tracking the S&P 500 Sustainability Screened Index, while JHEQX is a Equity Hedged fund managed by JPMorgan. Over the past 5 years, XVV returned 12.42%/yr vs 6.67%/yr for JHEQX. Their correlation of 0.92 means they have usually moved in the same direction. XVV charges 0.08%/yr vs 0.58%/yr for JHEQX.
Performance
XVV vs. JHEQX - Performance Comparison
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Returns By Period
In the year-to-date period, XVV achieves a 8.86% return, which is significantly higher than JHEQX's -1.20% return.
XVV
- 1D
- 0.78%
- 1M
- 0.65%
- 6M
- 8.22%
- YTD
- 8.86%
- 1Y
- 20.29%
- 3Y*
- 19.34%
- 5Y*
- 12.42%
- 10Y*
- —
- ALL TIME*
- 16.66%
JHEQX
- 1D
- 1.25%
- 1M
- 0.55%
- 6M
- -1.95%
- YTD
- -1.20%
- 1Y
- 5.34%
- 3Y*
- 8.05%
- 5Y*
- 6.67%
- 10Y*
- 8.75%
- ALL TIME*
- 7.89%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $943.03K | $907.49K | $2.10M |
XVV vs. JHEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XVV iShares ESG Select Screened S&P 500 ETF | 8.86% | 17.53% | 25.87% | 29.78% | -21.46% | 29.19% | 16.13% |
JHEQX JPMorgan Hedged Equity Fund Class I | -1.20% | 7.49% | 18.23% | 16.07% | -8.05% | 13.43% | 6.27% |
Correlation
The correlation between XVV and JHEQX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020 | 0.92 |
The correlation between XVV and JHEQX has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.
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Return for Risk
XVV vs. JHEQX — Risk / Return Rank
XVV
JHEQX
XVV vs. JHEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Select Screened S&P 500 ETF (XVV) and JPMorgan Hedged Equity Fund Class I (JHEQX). 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.
| XVV | JHEQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.12 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 0.59 | +1.14 |
| Martin ratioReturn relative to average drawdown | 7.19 | 1.78 | +5.40 |
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Drawdowns
XVV vs. JHEQX - Drawdown Comparison
The maximum XVV drawdown since its inception was -27.20%, which is greater than JHEQX's maximum drawdown of -18.85%. Use the drawdown chart below to compare losses from any high point for XVV and JHEQX.
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Drawdown Indicators
| XVV | JHEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.20% | -18.85% | -8.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -6.88% | -3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -13.07% | -6.52% |
Max Drawdown (5Y)Largest decline over 5 years | -27.20% | -14.34% | -12.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.85% | — |
Current DrawdownCurrent decline from peak | -1.32% | -2.50% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -2.19% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.28% | +0.27% |
Volatility
XVV vs. JHEQX - Volatility Comparison
iShares ESG Select Screened S&P 500 ETF (XVV) has a higher volatility of 3.72% compared to JPMorgan Hedged Equity Fund Class I (JHEQX) at 2.23%. This indicates that XVV's price experiences larger fluctuations and is considered to be riskier than JHEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XVV | JHEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 2.23% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.76% | 4.50% | +6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 6.57% | +7.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 8.89% | +8.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 9.28% | +8.01% |
XVV vs. JHEQX - Expense Ratio Comparison
XVV has a 0.08% expense ratio, which is lower than JHEQX's 0.58% expense ratio.
Dividends
XVV vs. JHEQX - Dividend Comparison
XVV's dividend yield for the trailing twelve months is around 0.93%, more than JHEQX's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHEQX JPMorgan Hedged Equity Fund Class I | 0.56% | 0.65% | 0.75% | 0.98% | 0.99% | 0.71% | 1.11% | 1.11% | 1.13% | 0.99% | 1.35% | 1.21% |
XVV iShares ESG Select Screened S&P 500 ETF | 0.93% | 0.94% | 1.05% | 1.25% | 1.57% | 0.81% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XVV and JHEQX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XVV has higher volatility (3.72%) compared to JHEQX (2.23%). In terms of maximum drawdown, XVV dropped -27.20% vs JHEQX's -18.85%.
XVV currently has the higher Sharpe Ratio (1.35 vs 0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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