EQQB.DE vs. JEQA.DE
EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS ETF Acc) and JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) are both Nasdaq-100 funds. EQQB.DE is passively managed, while JEQA.DE is actively managed. Over the past year, EQQB.DE returned 36.95% vs 26.19% for JEQA.DE. Their correlation of 0.90 suggests significant overlap in exposure. EQQB.DE charges 0.30%/yr vs 0.35%/yr for JEQA.DE.
Performance
EQQB.DE vs. JEQA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EQQB.DE achieves a 20.54% return, which is significantly higher than JEQA.DE's 9.86% return.
EQQB.DE
- 1D
- -0.82%
- 1M
- 7.97%
- YTD
- 20.54%
- 6M
- 18.70%
- 1Y
- 36.95%
- 3Y*
- 24.52%
- 5Y*
- —
- 10Y*
- —
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQQB.DE vs. JEQA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc | 20.54% | 6.93% | 4.50% |
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 9.86% | 1.90% | 5.22% |
Correlation
The correlation between EQQB.DE and JEQA.DE is 0.90, 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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.90 |
The correlation between EQQB.DE and JEQA.DE has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.
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Return for Risk
EQQB.DE vs. JEQA.DE — Risk / Return Rank
EQQB.DE
JEQA.DE
EQQB.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.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.
| EQQB.DE | JEQA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.43 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 4.62 | -0.89 |
| Martin ratioReturn relative to average drawdown | 11.10 | 16.56 | -5.46 |
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
| EQQB.DE | JEQA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.39 | 2.24 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.67 | +0.29 |
Drawdowns
EQQB.DE vs. JEQA.DE - Drawdown Comparison
The maximum EQQB.DE drawdown since its inception was -26.59%, which is greater than JEQA.DE's maximum drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for EQQB.DE and JEQA.DE.
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Drawdown Indicators
| EQQB.DE | JEQA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.59% | -24.26% | -2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -10.08% | -5.73% | -4.35% |
Max Drawdown (3Y)Largest decline over 3 years | -26.59% | — | — |
Current DrawdownCurrent decline from peak | -0.82% | -0.39% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -5.85% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 1.60% | +1.79% |
Volatility
EQQB.DE vs. JEQA.DE - Volatility Comparison
Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) has a higher volatility of 4.38% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) at 1.37%. This indicates that EQQB.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
| EQQB.DE | JEQA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 1.37% | +3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 8.09% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.73% | 11.82% | +3.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.97% | 16.42% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.97% | 16.42% | +3.55% |
EQQB.DE vs. JEQA.DE - Expense Ratio Comparison
EQQB.DE has a 0.30% expense ratio, which is lower than JEQA.DE's 0.35% expense ratio.
Dividends
EQQB.DE vs. JEQA.DE - Dividend Comparison
Neither EQQB.DE nor JEQA.DE has paid dividends to shareholders.
Frequently Asked Questions
EQQB.DE and JEQA.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EQQB.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQQB.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for JEQA.DE.
They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.30% for EQQB.DE and 0.35% for JEQA.DE.
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