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ANAU.DE vs. HEQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANAU.DE vs. HEQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE) and JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF (HEQQ). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANAU.DE vs. HEQQ - Yearly Performance Comparison


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

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

ANAU.DE
ANAU.DE Risk / Return Rank: 7676
Overall Rank
ANAU.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ANAU.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
ANAU.DE Omega Ratio Rank: 7575
Omega Ratio Rank
ANAU.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
ANAU.DE Martin Ratio Rank: 7272
Martin Ratio Rank

HEQQ
HEQQ Risk / Return Rank: 5555
Overall Rank
HEQQ Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HEQQ Sortino Ratio Rank: 6060
Sortino Ratio Rank
HEQQ Omega Ratio Rank: 6464
Omega Ratio Rank
HEQQ Calmar Ratio Rank: 4444
Calmar Ratio Rank
HEQQ Martin Ratio Rank: 5151
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.

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.DEHEQQDifference
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

ANAU.DE vs. HEQQ - Sharpe Ratio Comparison

The current ANAU.DE Sharpe Ratio is 2.53, which is higher than the HEQQ Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of ANAU.DE and HEQQ, 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


ANAU.DEHEQQDifference

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.DEHEQQDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.77%

-2.09%

+1.32%

Average Drawdown

Average peak-to-trough decline

-2.96%

-1.12%

-1.84%

Ulcer Index

Depth 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.DEHEQQDifference

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%.


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.

Portfolio Optimizer

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