ANAU.DE vs. HEQQ
ANAU.DE (AXA IM NASDAQ 100 UCITS ETF - USD Acc) and HEQQ (JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF) are both Nasdaq-100 funds. Over the past year, ANAU.DE returned 39.48% vs 15.35% for HEQQ. A 0.57 correlation means they provide meaningful diversification when combined. ANAU.DE charges 0.14%/yr vs 0.50%/yr for HEQQ.
Performance
ANAU.DE vs. HEQQ - Performance Comparison
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Returns By Period
In the year-to-date period, ANAU.DE achieves a 19.26% return, which is significantly higher than HEQQ's 3.04% return.
ANAU.DE
- 1D
- -0.69%
- 1M
- 6.81%
- YTD
- 19.26%
- 6M
- 18.67%
- 1Y
- 39.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
HEQQ
- 1D
- -1.26%
- 1M
- -1.68%
- YTD
- 3.04%
- 6M
- 2.40%
- 1Y
- 15.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ANAU.DE vs. HEQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ANAU.DE AXA IM NASDAQ 100 UCITS ETF - USD Acc | 19.26% | 28.73% |
HEQQ JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF | 3.04% | 17.20% |
Correlation
The correlation between ANAU.DE and HEQQ is 0.62, 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 | 0.62 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2025 | 0.57 |
The correlation between ANAU.DE and HEQQ has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.
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Return for Risk
ANAU.DE vs. HEQQ — Risk / Return Rank
ANAU.DE
HEQQ
ANAU.DE vs. HEQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE) and JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF (HEQQ). 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.
| ANAU.DE | HEQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.36 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | 2.02 | +1.69 |
| Martin ratioReturn relative to average drawdown | 13.31 | 7.94 | +5.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ANAU.DE | HEQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 1.87 | +0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.60 | 1.58 | +0.02 |
Drawdowns
ANAU.DE vs. HEQQ - Drawdown Comparison
The maximum ANAU.DE drawdown since its inception was -22.35%, which is greater than HEQQ's maximum drawdown of -7.64%. Use the drawdown chart below to compare losses from any high point for ANAU.DE and HEQQ.
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Drawdown Indicators
| ANAU.DE | HEQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.35% | -7.64% | -14.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -7.64% | -3.24% |
Current DrawdownCurrent decline from peak | -0.77% | -2.09% | +1.32% |
Average DrawdownAverage peak-to-trough decline | -2.96% | -1.12% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 1.94% | +1.10% |
Volatility
ANAU.DE vs. HEQQ - Volatility Comparison
AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE) has a higher volatility of 4.75% compared to JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF (HEQQ) at 1.66%. This indicates that ANAU.DE's price experiences larger fluctuations and is considered to be riskier than HEQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANAU.DE | HEQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 1.66% | +3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 6.76% | +5.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.96% | 8.25% | +7.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.40% | 10.93% | +7.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 10.93% | +7.47% |
ANAU.DE vs. HEQQ - Expense Ratio Comparison
ANAU.DE has a 0.14% expense ratio, which is lower than HEQQ's 0.50% expense ratio.
Dividends
ANAU.DE vs. HEQQ - Dividend Comparison
ANAU.DE has not paid dividends to shareholders, while HEQQ's dividend yield for the trailing twelve months is around 0.19%.
| Position | TTM | 2025 |
|---|---|---|
ANAU.DE AXA IM NASDAQ 100 UCITS ETF - USD Acc | 0.00% | 0.00% |
HEQQ JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF | 0.19% | 0.19% |
Frequently Asked Questions
ANAU.DE and HEQQ have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ANAU.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ANAU.DE is cheaper with a 0.14% expense ratio, compared with 0.50% for HEQQ.
They also come from different issuers: AXA IM and JPMorgan. Their fees differ too: 0.14% for ANAU.DE and 0.50% for HEQQ.
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