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BBEG.DE vs. JEQP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBEG.DE vs. JEQP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) (BBEG.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.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, BBEG.DE achieves a 0.14% return, which is significantly lower than JEQP.DE's 8.94% return.


BBEG.DE

1D
0.09%
1M
-0.04%
YTD
0.14%
6M
0.14%
1Y
0.29%
3Y*
2.32%
5Y*
-2.32%
10Y*

JEQP.DE

1D
-0.38%
1M
3.80%
YTD
8.94%
6M
8.34%
1Y
23.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBEG.DE vs. JEQP.DE - Yearly Performance Comparison


Correlation

The correlation between BBEG.DE and JEQP.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2024

0.09

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Return for Risk

BBEG.DE vs. JEQP.DE — Risk / Return Rank

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

BBEG.DE
BBEG.DE Risk / Return Rank: 99
Overall Rank
BBEG.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BBEG.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
BBEG.DE Omega Ratio Rank: 88
Omega Ratio Rank
BBEG.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
BBEG.DE Martin Ratio Rank: 99
Martin Ratio Rank

JEQP.DE
JEQP.DE Risk / Return Rank: 6767
Overall Rank
JEQP.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JEQP.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
JEQP.DE Omega Ratio Rank: 6161
Omega Ratio Rank
JEQP.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
JEQP.DE Martin Ratio Rank: 7575
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.

BBEG.DE vs. JEQP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) (BBEG.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.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.


BBEG.DEJEQP.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.01

Sortino ratioReturn per unit of downside risk

-2.74

Omega ratioGain probability vs. loss probability

1.00

1.37

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.03

4.09

-4.11

Martin ratioReturn relative to average drawdown

-0.06

14.09

-14.16

BBEG.DE vs. JEQP.DE - Sharpe Ratio Comparison

The current BBEG.DE Sharpe Ratio is -0.02, which is lower than the JEQP.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of BBEG.DE and JEQP.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


BBEG.DEJEQP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

1.99

-2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.45

-0.60

Drawdowns

BBEG.DE vs. JEQP.DE - Drawdown Comparison

The maximum BBEG.DE drawdown since its inception was -22.76%, smaller than the maximum JEQP.DE drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for BBEG.DE and JEQP.DE.


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Drawdown Indicators


BBEG.DEJEQP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.76%

-24.10%

+1.34%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-5.85%

+2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-4.11%

Max Drawdown (5Y)

Largest decline over 5 years

-21.83%

Current Drawdown

Current decline from peak

-14.39%

-0.38%

-14.01%

Average Drawdown

Average peak-to-trough decline

-10.84%

-6.27%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.70%

-0.32%

Volatility

BBEG.DE vs. JEQP.DE - Volatility Comparison

JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) (BBEG.DE) has a higher volatility of 1.69% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) at 1.57%. This indicates that BBEG.DE's price experiences larger fluctuations and is considered to be riskier than JEQP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBEG.DEJEQP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.57%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.56%

8.52%

-4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

12.02%

-7.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.43%

16.60%

-10.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.98%

16.60%

-10.62%

BBEG.DE vs. JEQP.DE - Expense Ratio Comparison

BBEG.DE has a 0.10% expense ratio, which is lower than JEQP.DE's 0.35% expense ratio.


Dividends

BBEG.DE vs. JEQP.DE - Dividend Comparison

BBEG.DE has not paid dividends to shareholders, while JEQP.DE's dividend yield for the trailing twelve months is around 8.74%.


Frequently Asked Questions


BBEG.DE and JEQP.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BBEG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBEG.DE is cheaper with a 0.10% expense ratio, compared with 0.35% for JEQP.DE.

BBEG.DE is categorized as European Government Bonds, while JEQP.DE is Nasdaq-100. Their fees differ too: 0.10% for BBEG.DE and 0.35% for JEQP.DE.

Portfolio Optimizer

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