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5QQE.L vs. JEQP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5QQE.L vs. JEQP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Leverage Shares 5x Long Nasdaq 100 ETP Securities EUR (5QQE.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

5QQE.L is traded in EUR, while JEQP.L is traded in GBp. To make them comparable, the JEQP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 5QQE.L achieves a 94.22% return, which is significantly higher than JEQP.L's 10.40% return.


5QQE.L

1D
-3.82%
1M
45.57%
YTD
94.22%
6M
81.64%
1Y
205.09%
3Y*
69.77%
5Y*
10Y*

JEQP.L

1D
0.00%
1M
5.05%
YTD
10.40%
6M
10.77%
1Y
26.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5QQE.L vs. JEQP.L - Yearly Performance Comparison


Correlation

The correlation between 5QQE.L and JEQP.L is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2024

0.75

The correlation between 5QQE.L and JEQP.L has been stable across timeframes, ranging from 0.71 to 0.75 - a consistent structural relationship.

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Return for Risk

5QQE.L vs. JEQP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

5QQE.L
5QQE.L Risk / Return Rank: 6767
Overall Rank
5QQE.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
5QQE.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
5QQE.L Omega Ratio Rank: 5959
Omega Ratio Rank
5QQE.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
5QQE.L Martin Ratio Rank: 5757
Martin Ratio Rank

JEQP.L
JEQP.L Risk / Return Rank: 8484
Overall Rank
JEQP.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
JEQP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
JEQP.L Omega Ratio Rank: 8383
Omega Ratio Rank
JEQP.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
JEQP.L Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

5QQE.L vs. JEQP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 5x Long Nasdaq 100 ETP Securities EUR (5QQE.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). 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.


5QQE.LJEQP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.35

1.42

-0.06

Calmar ratioReturn relative to maximum drawdown

3.64

4.59

-0.96

Martin ratioReturn relative to average drawdown

9.85

16.84

-6.98

5QQE.L vs. JEQP.L - Sharpe Ratio Comparison

The current 5QQE.L Sharpe Ratio is 2.64, which is comparable to the JEQP.L Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of 5QQE.L and JEQP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


5QQE.LJEQP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

2.24

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.72

-0.76

Drawdowns

5QQE.L vs. JEQP.L - Drawdown Comparison

The maximum 5QQE.L drawdown since its inception was -96.05%, which is greater than JEQP.L's maximum drawdown of -23.90%. Use the drawdown chart below to compare losses from any high point for 5QQE.L and JEQP.L.


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Drawdown Indicators


5QQE.LJEQP.LDifference

Max Drawdown

Largest peak-to-trough decline

-96.05%

-23.90%

-72.15%

Max Drawdown (1Y)

Largest decline over 1 year

-56.03%

-5.80%

-50.23%

Max Drawdown (3Y)

Largest decline over 3 years

-80.97%

Current Drawdown

Current decline from peak

-31.31%

0.00%

-31.31%

Average Drawdown

Average peak-to-trough decline

-74.99%

-5.89%

-69.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.72%

1.59%

+19.13%

Volatility

5QQE.L vs. JEQP.L - Volatility Comparison

Leverage Shares 5x Long Nasdaq 100 ETP Securities EUR (5QQE.L) has a higher volatility of 24.60% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.22%. This indicates that 5QQE.L's price experiences larger fluctuations and is considered to be riskier than JEQP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5QQE.LJEQP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.60%

1.22%

+23.38%

Volatility (6M)

Calculated over the trailing 6-month period

56.93%

8.28%

+48.65%

Volatility (1Y)

Calculated over the trailing 1-year period

77.27%

11.91%

+65.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

108.77%

16.05%

+92.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.77%

16.05%

+92.72%

5QQE.L vs. JEQP.L - Expense Ratio Comparison

5QQE.L has a 0.75% expense ratio, which is higher than JEQP.L's 0.35% expense ratio.


Dividends

5QQE.L vs. JEQP.L - Dividend Comparison

5QQE.L has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 10.21%.


Frequently Asked Questions


5QQE.L and JEQP.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JEQP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JEQP.L is cheaper with a 0.35% expense ratio, compared with 0.75% for 5QQE.L.

They also come from different issuers: Leverage Shares and JPMorgan. Their fees differ too: 0.75% for 5QQE.L and 0.35% for JEQP.L.

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