CSNDX.MI vs. JEPQ
CSNDX.MI (iShares NASDAQ 100 UCITS ETF USD (Acc)) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both Nasdaq-100 funds - CSNDX.MI tracks the NASDAQ-100 Index while JEPQ tracks the Nasdaq-100 Index. Both are passively managed. Over the past 3 years, CSNDX.MI returned 24.49%/yr vs 17.60%/yr for JEPQ. A 0.60 correlation means they provide meaningful diversification when combined. CSNDX.MI charges 0.30%/yr vs 0.35%/yr for JEPQ.
Performance
CSNDX.MI vs. JEPQ - Performance Comparison
Loading charts...
Different Trading Currencies
CSNDX.MI is traded in EUR, while JEPQ is traded in USD. To make them comparable, the JEPQ values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CSNDX.MI achieves a 20.42% return, which is significantly higher than JEPQ's 10.67% return.
CSNDX.MI
- 1D
- -0.81%
- 1M
- 9.28%
- YTD
- 20.42%
- 6M
- 19.45%
- 1Y
- 37.69%
- 3Y*
- 24.49%
- 5Y*
- 18.66%
- 10Y*
- 21.25%
JEPQ
- 1D
- -0.25%
- 1M
- 4.48%
- YTD
- 10.67%
- 6M
- 9.87%
- 1Y
- 26.43%
- 3Y*
- 17.60%
- 5Y*
- —
- 10Y*
- —
CSNDX.MI vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CSNDX.MI iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.42% | 6.74% | 35.09% | 50.07% | -16.66% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.67% | 1.51% | 33.09% | 32.20% | -13.53% |
Correlation
The correlation between CSNDX.MI and JEPQ is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.60 |
The correlation between CSNDX.MI and JEPQ has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSNDX.MI vs. JEPQ — Risk / Return Rank
CSNDX.MI
JEPQ
CSNDX.MI vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) 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.
| CSNDX.MI | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 4.29 | -0.50 |
| Martin ratioReturn relative to average drawdown | 11.18 | 16.95 | -5.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CSNDX.MI | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 2.13 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.83 | +0.24 |
Drawdowns
CSNDX.MI vs. JEPQ - Drawdown Comparison
The maximum CSNDX.MI drawdown since its inception was -31.19%, which is greater than JEPQ's maximum drawdown of -24.78%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and JEPQ.
Loading charts...
Drawdown Indicators
| CSNDX.MI | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -24.78% | -6.41% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -6.18% | -3.77% |
Max Drawdown (3Y)Largest decline over 3 years | -26.71% | -24.78% | -1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -31.19% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.19% | — | — |
Current DrawdownCurrent decline from peak | -0.81% | -0.25% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -5.43% | -5.18% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 1.56% | +1.81% |
Volatility
CSNDX.MI vs. JEPQ - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) has a higher volatility of 4.28% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 1.11%. This indicates that CSNDX.MI'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.
Loading charts...
Volatility by Period
| CSNDX.MI | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 1.11% | +3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 8.82% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 12.44% | +3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.79% | 16.92% | +2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 16.92% | +2.69% |
CSNDX.MI vs. JEPQ - Expense Ratio Comparison
CSNDX.MI has a 0.30% expense ratio, which is lower than JEPQ's 0.35% expense ratio.
Dividends
CSNDX.MI vs. JEPQ - Dividend Comparison
CSNDX.MI has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CSNDX.MI iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.08% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
CSNDX.MI and JEPQ have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSNDX.MI is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSNDX.MI is cheaper with a 0.30% expense ratio, compared with 0.35% for JEPQ.
CSNDX.MI tracks NASDAQ-100 Index, while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.30% for CSNDX.MI and 0.35% for JEPQ.
Find the right allocation for CSNDX.MI and JEPQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer