JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF (HEQQ) Sharpe Ratio: 1.79

HEQQ's Sharpe Ratio of 1.79 indicates that for each unit of volatility, it generates 1.79 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

HEQQ Sharpe Ratio Rank

Average

HEQQ ranks above 58.4% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns are proportional to volatility—neither strong nor weak
Evaluate whether the volatility profile aligns with your risk tolerance
Review higher-ranked alternatives in the same category
Monitor rank direction to identify improving or deteriorating trends

HEQQ Sharpe Ratio Market Positioning

The chart shows HEQQ's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.83 or lower
Yellow zone (middle 50%): 0.83 to 2.16
Green zone (top 25%): 2.16 or higher
Top 1%: 6.99+
Median: 1.57 — half of all investments score higher

How it compares to other similar ETFs

The table compares JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF's Sharpe Ratio with other ETFs in the Nasdaq-100, Equity Hedged category across multiple time periods, showing how HEQQ's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

Symbol	Name	1Y Sharpe Ratio
MON100.NS	Motilal Oswal NASDAQ 100 ETF	3.98
PQAP	PGIM Nasdaq-100 Buffer 12 ETF - April	3.86
NAPR	Innovator Nasdaq-100 Power Buffer ETF - April	3.76
HECO	State Street Galaxy Hedged Digital Asset Ecosystem ETF	3.66
MAXJ	iShares Large Cap Max Buffer Jun ETF	3.46
QMAR	FT Cboe Vest Nasdaq-100 Buffer ETF - March	3.19
QQQA	ProShares Nasdaq-100 Dorsey Wright Momentum ETF	2.86
NESP.L	Invesco Nasdaq-100 ESG UCITS ETF Acc	2.72
PBQQ	PGIM Laddered Nasdaq-100 Buffer 12 ETF	2.64
QCAP	FT Vest NASDAQ-100 Conservative Buffer ETF - April	2.60
HEQQ	JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF	1.79

Benchmark Against

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S&P 500 Index

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Historical Sharpe Ratio

The chart shows HEQQ's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when HEQQ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does HEQQ fit in your portfolio?

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