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DSPY.DE vs. JEQA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSPY.DE vs. JEQA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IncomeShares S&P500 Options (0DTE) ETP EUR (DSPY.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE). The values are adjusted to include any dividend payments, if applicable.

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DSPY.DE vs. JEQA.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, DSPY.DE achieves a -13.14% return, which is significantly lower than JEQA.DE's -1.00% return.


DSPY.DE

1D
-4.68%
1M
-6.40%
YTD
-13.14%
6M
-9.63%
1Y
-5.46%
3Y*
5Y*
10Y*

JEQA.DE

1D
2.23%
1M
-1.27%
YTD
-1.00%
6M
4.11%
1Y
12.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSPY.DE vs. JEQA.DE - Expense Ratio Comparison

DSPY.DE has a 0.45% expense ratio, which is higher than JEQA.DE's 0.35% expense ratio.


Return for Risk

DSPY.DE vs. JEQA.DE — Risk / Return Rank

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

DSPY.DE
DSPY.DE Risk / Return Rank: 99
Overall Rank
DSPY.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DSPY.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
DSPY.DE Omega Ratio Rank: 88
Omega Ratio Rank
DSPY.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
DSPY.DE Martin Ratio Rank: 1212
Martin Ratio Rank

JEQA.DE
JEQA.DE Risk / Return Rank: 4545
Overall Rank
JEQA.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JEQA.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
JEQA.DE Omega Ratio Rank: 3737
Omega Ratio Rank
JEQA.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
JEQA.DE Martin Ratio Rank: 6060
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.

DSPY.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares S&P500 Options (0DTE) ETP EUR (DSPY.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.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.


DSPY.DEJEQA.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.20

0.72

-0.93

Sortino ratio

Return per unit of downside risk

-0.11

1.07

-1.18

Omega ratio

Gain probability vs. loss probability

0.98

1.16

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.00

1.62

-1.62

Martin ratio

Return relative to average drawdown

-0.00

6.56

-6.56

DSPY.DE vs. JEQA.DE - Sharpe Ratio Comparison

The current DSPY.DE Sharpe Ratio is -0.20, which is lower than the JEQA.DE Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of DSPY.DE and JEQA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DSPY.DEJEQA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

0.72

-0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

0.25

-0.59

Correlation

The correlation between DSPY.DE and JEQA.DE is 0.69, 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.


Dividends

DSPY.DE vs. JEQA.DE - Dividend Comparison

DSPY.DE's dividend yield for the trailing twelve months is around 62.20%, while JEQA.DE has not paid dividends to shareholders.


Drawdowns

DSPY.DE vs. JEQA.DE - Drawdown Comparison

The maximum DSPY.DE drawdown since its inception was -24.16%, roughly equal to the maximum JEQA.DE drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for DSPY.DE and JEQA.DE.


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Drawdown Indicators


DSPY.DEJEQA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.16%

-24.26%

+0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-24.16%

-12.73%

-11.43%

Current Drawdown

Current decline from peak

-24.16%

-3.34%

-20.82%

Average Drawdown

Average peak-to-trough decline

-9.56%

-6.53%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.16%

1.91%

+8.25%

Volatility

DSPY.DE vs. JEQA.DE - Volatility Comparison

IncomeShares S&P500 Options (0DTE) ETP EUR (DSPY.DE) has a higher volatility of 5.85% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) at 4.45%. This indicates that DSPY.DE's price experiences larger fluctuations and is considered to be riskier than JEQA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSPY.DEJEQA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

4.45%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

22.89%

10.04%

+12.85%

Volatility (1Y)

Calculated over the trailing 1-year period

26.87%

17.28%

+9.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.16%

17.21%

+6.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.16%

17.21%

+6.95%