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AAPY.DE vs. JEQA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAPY.DE vs. JEQA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IncomeShares Apple (AAPL) Options ETP (AAPY.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAPY.DE achieves a 4.64% return, which is significantly lower than JEQA.DE's 9.86% return.


AAPY.DE

1D
-0.67%
1M
9.66%
YTD
4.64%
6M
1.71%
1Y
15.96%
3Y*
5Y*
10Y*

JEQA.DE

1D
-0.39%
1M
4.42%
YTD
9.86%
6M
10.20%
1Y
26.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAPY.DE vs. JEQA.DE - Yearly Performance Comparison


Correlation

The correlation between AAPY.DE and JEQA.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2024

0.41

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Return for Risk

AAPY.DE vs. JEQA.DE — Risk / Return Rank

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

AAPY.DE
AAPY.DE Risk / Return Rank: 1818
Overall Rank
AAPY.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
AAPY.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
AAPY.DE Omega Ratio Rank: 2323
Omega Ratio Rank
AAPY.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
AAPY.DE Martin Ratio Rank: 1414
Martin Ratio Rank

JEQA.DE
JEQA.DE Risk / Return Rank: 7676
Overall Rank
JEQA.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JEQA.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
JEQA.DE Omega Ratio Rank: 7373
Omega Ratio Rank
JEQA.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
JEQA.DE Martin Ratio Rank: 8383
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.

AAPY.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Apple (AAPL) Options ETP (AAPY.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE). 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.


AAPY.DEJEQA.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-2.11

Omega ratioGain probability vs. loss probability

1.15

1.43

-0.28

Calmar ratioReturn relative to maximum drawdown

0.56

4.62

-4.06

Martin ratioReturn relative to average drawdown

1.11

16.56

-15.45

AAPY.DE vs. JEQA.DE - Sharpe Ratio Comparison

The current AAPY.DE Sharpe Ratio is 0.50, which is lower than the JEQA.DE Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of AAPY.DE and JEQA.DE, 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


AAPY.DEJEQA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

2.24

-1.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.67

-0.70

Drawdowns

AAPY.DE vs. JEQA.DE - Drawdown Comparison

The maximum AAPY.DE drawdown since its inception was -33.27%, which is greater than JEQA.DE's maximum drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for AAPY.DE and JEQA.DE.


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Drawdown Indicators


AAPY.DEJEQA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.27%

-24.26%

-9.01%

Max Drawdown (1Y)

Largest decline over 1 year

-28.47%

-5.73%

-22.74%

Current Drawdown

Current decline from peak

-13.75%

-0.39%

-13.36%

Average Drawdown

Average peak-to-trough decline

-18.44%

-5.85%

-12.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.31%

1.60%

+12.71%

Volatility

AAPY.DE vs. JEQA.DE - Volatility Comparison

IncomeShares Apple (AAPL) Options ETP (AAPY.DE) has a higher volatility of 4.78% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) at 1.37%. This indicates that AAPY.DE's price experiences larger fluctuations and is considered to be riskier than JEQA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAPY.DEJEQA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

1.37%

+3.41%

Volatility (6M)

Calculated over the trailing 6-month period

18.12%

8.09%

+10.03%

Volatility (1Y)

Calculated over the trailing 1-year period

32.05%

11.82%

+20.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.25%

16.42%

+15.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.25%

16.42%

+15.83%

AAPY.DE vs. JEQA.DE - Expense Ratio Comparison

AAPY.DE has a 0.55% expense ratio, which is higher than JEQA.DE's 0.35% expense ratio.


Dividends

AAPY.DE vs. JEQA.DE - Dividend Comparison

AAPY.DE's dividend yield for the trailing twelve months is around 11.07%, while JEQA.DE has not paid dividends to shareholders.


Frequently Asked Questions


AAPY.DE and JEQA.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

JEQA.DE is cheaper with a 0.35% expense ratio, compared with 0.55% for AAPY.DE.

AAPY.DE is categorized as Derivative Income, while JEQA.DE is Nasdaq-100. They also come from different issuers: Leverage Shares and JPMorgan. Their fees differ too: 0.55% for AAPY.DE and 0.35% for JEQA.DE.

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