CNX1.L vs. JEQP.L
CNX1.L (iShares NASDAQ 100 UCITS ETF USD (Acc)) and JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) are both Nasdaq-100 funds. CNX1.L is passively managed, while JEQP.L is actively managed. Over the past year, CNX1.L returned 40.87% vs 29.63% for JEQP.L. Their correlation of 0.87 suggests significant overlap in exposure. CNX1.L charges 0.36%/yr vs 0.35%/yr for JEQP.L.
Performance
CNX1.L vs. JEQP.L - Performance Comparison
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Returns By Period
In the year-to-date period, CNX1.L achieves a 19.85% return, which is significantly higher than JEQP.L's 8.97% return.
CNX1.L
- 1D
- -0.63%
- 1M
- 8.17%
- YTD
- 19.85%
- 6M
- 17.68%
- 1Y
- 40.87%
- 3Y*
- 24.68%
- 5Y*
- 18.83%
- 10Y*
- 22.43%
JEQP.L
- 1D
- -0.35%
- 1M
- 4.24%
- YTD
- 8.97%
- 6M
- 8.46%
- 1Y
- 29.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CNX1.L vs. JEQP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 19.85% | 11.57% | 6.01% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 8.97% | 6.58% | 5.67% |
Correlation
The correlation between CNX1.L and JEQP.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.87 |
The correlation between CNX1.L and JEQP.L has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.
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Return for Risk
CNX1.L vs. JEQP.L — Risk / Return Rank
CNX1.L
JEQP.L
CNX1.L vs. JEQP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). 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.
| CNX1.L | JEQP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.50 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 5.23 | -1.46 |
| Martin ratioReturn relative to average drawdown | 11.10 | 19.59 | -8.49 |
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
| CNX1.L | JEQP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.82 | 2.63 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.14 | 0.94 | +0.21 |
Drawdowns
CNX1.L vs. JEQP.L - Drawdown Comparison
The maximum CNX1.L drawdown since its inception was -27.56%, which is greater than JEQP.L's maximum drawdown of -22.00%. Use the drawdown chart below to compare losses from any high point for CNX1.L and JEQP.L.
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Drawdown Indicators
| CNX1.L | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.56% | -22.00% | -5.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -5.64% | -5.39% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -27.56% | — | — |
Current DrawdownCurrent decline from peak | -0.63% | -0.35% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -4.92% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 1.51% | +2.24% |
Volatility
CNX1.L vs. JEQP.L - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) has a higher volatility of 4.13% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.57%. This indicates that CNX1.L's price experiences larger fluctuations and is considered to be riskier than JEQP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CNX1.L | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 1.57% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.38% | 7.83% | +2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.70% | 11.20% | +3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.16% | 14.88% | +4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 14.88% | +4.56% |
CNX1.L vs. JEQP.L - Expense Ratio Comparison
CNX1.L has a 0.36% expense ratio, which is higher than JEQP.L's 0.35% expense ratio.
Dividends
CNX1.L vs. JEQP.L - Dividend Comparison
CNX1.L has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 10.21%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 10.21% | 10.04% | 0.73% |
Frequently Asked Questions
CNX1.L and JEQP.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEQP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEQP.L is cheaper with a 0.35% expense ratio, compared with 0.36% for CNX1.L.
They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.36% for CNX1.L and 0.35% for JEQP.L.
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