E500.DE vs. JEQP.L
Compare and contrast key facts about Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L).
E500.DE and JEQP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. E500.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500 Index. It was launched on May 20, 2010. JEQP.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024.
Performance
E500.DE vs. JEQP.L - Performance Comparison
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E500.DE vs. JEQP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | -4.86% | 15.32% | -1.24% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | -0.79% | 1.29% | 5.10% |
Different Trading Currencies
E500.DE is traded in EUR, while JEQP.L is traded in GBp. To make them comparable, the JEQP.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, E500.DE achieves a -4.86% return, which is significantly lower than JEQP.L's -0.79% return.
E500.DE
- 1D
- 2.54%
- 1M
- -4.04%
- YTD
- -4.86%
- 6M
- -2.16%
- 1Y
- 15.54%
- 3Y*
- 16.09%
- 5Y*
- 9.36%
- 10Y*
- 11.45%
JEQP.L
- 1D
- 2.63%
- 1M
- -1.23%
- YTD
- -0.79%
- 6M
- 4.30%
- 1Y
- 12.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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E500.DE vs. JEQP.L - Expense Ratio Comparison
E500.DE has a 0.05% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.
Return for Risk
E500.DE vs. JEQP.L — Risk / Return Rank
E500.DE
JEQP.L
E500.DE vs. JEQP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) 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.
| E500.DE | JEQP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.78 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.12 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.16 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.65 | +0.06 |
Martin ratioReturn relative to average drawdown | 6.94 | 6.55 | +0.39 |
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
| E500.DE | JEQP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.78 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.24 | +0.42 |
Correlation
The correlation between E500.DE and JEQP.L is 0.68, 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
E500.DE vs. JEQP.L - Dividend Comparison
E500.DE has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 11.04%.
| TTM | 2025 | 2024 | |
|---|---|---|---|
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | 0.00% | 0.00% | 0.00% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 11.04% | 10.25% | 0.73% |
Drawdowns
E500.DE vs. JEQP.L - Drawdown Comparison
The maximum E500.DE drawdown since its inception was -34.20%, which is greater than JEQP.L's maximum drawdown of -23.90%. Use the drawdown chart below to compare losses from any high point for E500.DE and JEQP.L.
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Drawdown Indicators
| E500.DE | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.20% | -21.99% | -12.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.72% | -9.99% | -1.73% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | — | — |
Current DrawdownCurrent decline from peak | -5.88% | -2.83% | -3.05% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -5.46% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 1.67% | +0.48% |
Volatility
E500.DE vs. JEQP.L - Volatility Comparison
Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) have volatilities of 4.96% and 4.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| E500.DE | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 4.81% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 10.14% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 16.60% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 16.94% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 16.94% | -0.33% |