ANXU.L vs. JEPQ
Compare and contrast key facts about Amundi Nasdaq-100 UCITS USD (ANXU.L) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
ANXU.L and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ANXU.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Apr 18, 2018. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ANXU.L or JEPQ.
Key characteristics
| ANXU.L | JEPQ | |
|---|---|---|
| YTD Return | 25.37% | 23.19% |
| 1Y Return | 38.05% | 28.90% |
| Sharpe Ratio | 2.24 | 2.49 |
| Sortino Ratio | 3.01 | 3.24 |
| Omega Ratio | 1.40 | 1.51 |
| Calmar Ratio | 3.01 | 2.85 |
| Martin Ratio | 10.50 | 12.34 |
| Ulcer Index | 3.51% | 2.48% |
| Daily Std Dev | 16.47% | 12.22% |
| Max Drawdown | -35.13% | -16.82% |
| Current Drawdown | -0.05% | 0.00% |
Correlation
The correlation between ANXU.L and JEPQ is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ANXU.L vs. JEPQ - Performance Comparison
In the year-to-date period, ANXU.L achieves a 25.37% return, which is significantly higher than JEPQ's 23.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ANXU.L vs. JEPQ - Expense Ratio Comparison
ANXU.L has a 0.13% expense ratio, which is lower than JEPQ's 0.35% expense ratio.
Risk-Adjusted Performance
ANXU.L vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 UCITS USD (ANXU.L) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.
Dividends
ANXU.L vs. JEPQ - Dividend Comparison
ANXU.L has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 9.36%.
| TTM | 2023 | 2022 | |
|---|---|---|---|
ANXU.L Amundi Nasdaq-100 UCITS USD | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.36% | 10.02% | 9.44% |
Drawdowns
ANXU.L vs. JEPQ - Drawdown Comparison
The maximum ANXU.L drawdown since its inception was -35.13%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for ANXU.L and JEPQ. For additional features, visit the drawdowns tool.
Volatility
ANXU.L vs. JEPQ - Volatility Comparison
Amundi Nasdaq-100 UCITS USD (ANXU.L) has a higher volatility of 4.95% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.39%. This indicates that ANXU.L's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.