HEFA vs JQUA
Comparison between ISHARES CURRENCY HEDGED MSCI EAFE ETF (HEFA, ETF) and JPMORGAN U.S. QUALITY FACTOR ETF (JQUA, ETF).
5-Year PerformanceHEFA has outperformed JQUA, delivering a return of +13.4% compared to +12.8%
HEFA vs JQUA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
HEFA
$6.80B
JQUA
$6.80B
Expense Ratio
HEFA
0.35%
Winner
JQUA
0.12%
Max Drawdown
Winner
HEFA
32.39%
JQUA
32.92%
Sharpe Ratio
Winner
HEFA
1.69
JQUA
1.43
5Y Beta
Winner
HEFA
0.74
JQUA
0.84
P/E Ratio
HEFA
N/A
JQUA
25.01
Forward P/E
HEFA
N/A
JQUA
19.00
PEG Ratio
HEFA
N/A
JQUA
0.31
5Y Dividends CAGR
Winner
HEFA
20.05%
JQUA
7.25%
5Y EPS CAGR
HEFA
N/A
JQUA
19.72%
Debt to Equity
HEFA
N/A
JQUA
4.53%
P/S Ratio
HEFA
N/A
JQUA
3.51
P/B Ratio
HEFA
N/A
JQUA
5.52
HEFA vs JQUA - Holdings Comparison
HEFA and JQUA have 1 common holdings. Overlap is -39.22%
HEFA's top 25 holdings weight is 162.14%. JQUA's top 25 holdings weight is 33.78%.
| Rank | HEFA | JQUA |
|---|---|---|
| #1 | ISHARES MSCI EAFE ETF (EFA) - 101.56% | NVIDIA CORP (NVDA) - 2.21% |
| #2 | EUR/USD PURCHASED (n/a) - 38.65% | ALPHABET INC CLASS A (GOOGL) - 2.16% |
| #3 | JPY/USD PURCHASED (n/a) - 25.08% | BROADCOM INC (AVGO) - 2.05% |
| #4 | GBP/USD PURCHASED (n/a) - 16.23% | APPLE INC (AAPL) - 2.03% |
| #5 | CHF/USD PURCHASED (n/a) - 10.30% | META PLATFORMS INC CLASS A (META) - 1.91% |
| #6 | AUD/USD PURCHASED (n/a) - 6.76% | EXXON MOBIL CORP (XOM) - 1.87% |
| #7 | SEK/USD PURCHASED (n/a) - 3.69% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.81% |
| #8 | HKD/USD PURCHASED (n/a) - 1.91% | MICROSOFT CORP (MSFT) - 1.78% |
| #9 | DKK/USD PURCHASED (n/a) - 1.58% | JOHNSON & JOHNSON (JNJ) - 1.71% |
| #10 | SGD/USD PURCHASED (n/a) - 1.43% | VISA INC CLASS A (V) - 1.61% |
| #11 | ILS/USD PURCHASED (n/a) - 0.73% | MICRON TECHNOLOGY INC (MU) - 1.59% |
| #12 | NOK/USD PURCHASED (n/a) - 0.63% | ADVANCED MICRO DEVICES INC (AMD) - 1.51% |
| #13 | NZD/USD PURCHASED (n/a) - 0.01% | COSTCO WHOLESALE CORP (COST) - 1.43% |
| #14 | USD CASH (n/a) - 0.00% | MASTERCARD INC CLASS A (MA) - 1.28% |
| #15 | NZD/USD SOLD (n/a) - -0.18% | PROCTER & GAMBLE CO (PG) - 1.18% |
| #16 | NOK/USD SOLD (n/a) - -0.72% | CISCO SYSTEMS INC (CSCO) - 1.17% |
| #17 | ILS/USD SOLD (n/a) - -0.81% | LAM RESEARCH CORP (LRCX) - 1.14% |
| #18 | SGD/USD SOLD (n/a) - -1.46% | ABBVIE INC (ABBV) - 1.13% |
| #19 | DKK/USD SOLD (n/a) - -1.67% | THE HOME DEPOT INC (HD) - 1.11% |
| #20 | CASH OFFSET (n/a) - -1.85% | GE VERNOVA INC (GEV) - 1.10% |
| #21 | HKD/USD SOLD (n/a) - -1.97% | CROWDSTRIKE HOLDINGS INC CLASS A (CRWD) - 0.41% |
| #22 | SEK/USD SOLD (n/a) - -3.74% | KEYSIGHT TECHNOLOGIES INC (KEYS) - 0.40% |
| #23 | AUD/USD SOLD (n/a) - -7.09% | PROGRESSIVE CORP (PGR) - 0.40% |
| #24 | CHF/USD SOLD (n/a) - -10.52% | MARSH (MRSH) - 0.40% |
| #25 | GBP/USD SOLD (n/a) - -16.41% | THE TRAVELERS COMPANIES INC (TRV) - 0.39% |
| Total Holdings | 27 | 254 |
HEFA vs JQUA - Historical Returns
Returns include dividend reinvestment.
1M
HEFA
+0.59%
Winner
JQUA
+7.50%
3M
HEFA
+1.36%
Winner
JQUA
+6.57%
6M
Winner
HEFA
+12.69%
JQUA
+10.87%
1Y
Winner
HEFA
+26.98%
JQUA
+20.89%
5Y(CAGR)
Winner
HEFA
+13.44%
JQUA
+12.81%
10Y(CAGR)
HEFA
+12.60%
Winner
JQUA
+14.32%
Max(CAGR)
HEFA
+10.53%
Winner
JQUA
+14.32%
HEFA vs JQUA - Annual Returns (2014 - 2026)
Returns include dividend reinvestment.
| Year | HEFA | JQUA |
|---|---|---|
| 2026 | +6.69% | +8.39% |
| 2025 | +24.11% | +12.00% |
| 2024 | +13.79% | +21.92% |
| 2023 | +18.27% | +25.36% |
| 2022 | -5.86% | -13.11% |
| 2021 | +19.07% | +30.71% |
| 2020 | +0.72% | +15.70% |
| 2019 | +27.05% | +28.30% |
| 2018 | -9.58% | -2.96% |
| 2017 | +15.19% | +5.07% |
| 2016 | +8.06% | N/A |
| 2015 | +3.94% | N/A |
| 2014 | +6.13% | N/A |
HEFA vs JQUA Drawdown Comparison
The maximum drawdown for HEFA was -32.39%, occurring on Mar 16, 2020. Recovery took 226 trading sessions.
The maximum drawdown for JQUA was -32.92%, occurring on Mar 23, 2020. Recovery took 122 trading sessions.
The current HEFA drawdown is -1.13%.
| Rank | HEFA | JQUA |
|---|---|---|
| #1 | -32.39% Feb 12, 2020 - Jan 5, 2021 | -32.92% Feb 19, 2020 - Aug 12, 2020 |
| #2 | -23.14% May 27, 2015 - Mar 1, 2017 | -22.47% Dec 29, 2021 - Jul 13, 2023 |
| #3 | -15.43% Jan 23, 2018 - Apr 12, 2019 | -17.07% Sep 21, 2018 - Mar 21, 2019 |
| #4 | -14.77% Jan 4, 2022 - Jan 23, 2023 | -16.81% Feb 18, 2025 - Jul 3, 2025 |
| #5 | -14.28% Feb 18, 2025 - May 12, 2025 | -9.67% Jan 26, 2018 - Aug 9, 2018 |
| #6 | -9.79% Jul 12, 2024 - Oct 14, 2024 | -8.78% Jul 31, 2023 - Nov 20, 2023 |
| #7 | -9.52% Feb 25, 2026 - Mar 20, 2026 | -8.22% Sep 2, 2020 - Nov 11, 2020 |
| #8 | -9.48% Sep 4, 2014 - Nov 18, 2014 | -7.13% Jan 27, 2026 - Apr 15, 2026 |
| #9 | -7.49% Dec 5, 2014 - Jan 26, 2015 | -6.32% Jul 16, 2024 - Aug 19, 2024 |
| #10 | -6.87% Jul 3, 2019 - Sep 12, 2019 | -5.88% Apr 30, 2019 - Jun 19, 2019 |
| #11 | -6.78% Jul 31, 2023 - Nov 24, 2023 | -5.84% Mar 21, 2024 - Jun 17, 2024 |
| #12 | -5.83% Mar 3, 2023 - Apr 10, 2023 | -5.82% Sep 3, 2021 - Oct 25, 2021 |
| #13 | -5.59% Nov 16, 2021 - Jan 3, 2022 | -5.52% Jul 26, 2019 - Oct 28, 2019 |
| #14 | -4.97% Apr 29, 2019 - Jul 1, 2019 | -5.48% Dec 6, 2024 - Feb 5, 2025 |
| #15 | -4.84% Jun 19, 2014 - Sep 4, 2014 | -5.36% Oct 27, 2025 - Dec 10, 2025 |
Correlation
Correlation between HEFA and JQUA is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.
0.98
-101
Dividend Comparison (2014 - 2026)
HEFA vs JQUA dividend yield comparison.
| Year | HEFA | JQUA |
|---|---|---|
| 2026 | 0.00% | 0.26% |
| 2025 | 4.40% | 1.19% |
| 2024 | 3.09% | 1.24% |
| 2023 | 3.02% | 1.22% |
| 2022 | 25.14% | 1.60% |
| 2021 | 3.06% | 1.32% |
| 2020 | 2.10% | 1.44% |
| 2019 | 7.56% | 1.67% |
| 2018 | 4.58% | 2.10% |
| 2017 | 2.55% | 0.40% |
| 2016 | 3.17% | 0.00% |
| 2015 | 3.54% | 0.00% |
| 2014 | 3.40% | 0.00% |
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