EQQQ.L vs. JEQP.L
EQQQ.L (Invesco EQQQ NASDAQ-100 UCITS ETF) and JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) are both Nasdaq-100 funds. EQQQ.L is passively managed, while JEQP.L is actively managed. Over the past year, EQQQ.L returned 41.62% vs 29.62% for JEQP.L. Their correlation of 0.87 suggests significant overlap in exposure. EQQQ.L charges 0.30%/yr vs 0.35%/yr for JEQP.L.
Performance
EQQQ.L vs. JEQP.L - Performance Comparison
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Returns By Period
In the year-to-date period, EQQQ.L achieves a 19.86% return, which is significantly higher than JEQP.L's 8.97% return.
EQQQ.L
- 1D
- -0.63%
- 1M
- 9.63%
- YTD
- 19.86%
- 6M
- 18.38%
- 1Y
- 41.62%
- 3Y*
- 24.65%
- 5Y*
- 18.87%
- 10Y*
- 22.47%
JEQP.L
- 1D
- -0.35%
- 1M
- 4.81%
- YTD
- 8.97%
- 6M
- 9.21%
- 1Y
- 29.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQQQ.L vs. JEQP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 19.86% | 11.54% | 5.94% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 8.97% | 6.58% | 5.67% |
Correlation
The correlation between EQQQ.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 EQQQ.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
EQQQ.L vs. JEQP.L — Risk / Return Rank
EQQQ.L
JEQP.L
EQQQ.L vs. JEQP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.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.
| EQQQ.L | JEQP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.50 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 5.23 | -1.45 |
| Martin ratioReturn relative to average drawdown | 11.13 | 19.59 | -8.46 |
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
| EQQQ.L | JEQP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.82 | 2.63 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.94 | -0.02 |
Drawdowns
EQQQ.L vs. JEQP.L - Drawdown Comparison
The maximum EQQQ.L drawdown since its inception was -33.75%, 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 EQQQ.L and JEQP.L.
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Drawdown Indicators
| EQQQ.L | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -22.00% | -11.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.97% | -5.64% | -5.33% |
Max Drawdown (3Y)Largest decline over 3 years | -24.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.76% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -27.76% | — | — |
Current DrawdownCurrent decline from peak | -0.63% | -0.35% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -4.92% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 1.51% | +2.22% |
Volatility
EQQQ.L vs. JEQP.L - Volatility Comparison
Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) has a higher volatility of 4.15% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.57%. This indicates that EQQQ.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
| EQQQ.L | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 1.57% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 7.83% | +2.50% |
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 | 19.14% | 14.88% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 14.88% | +4.47% |
EQQQ.L vs. JEQP.L - Expense Ratio Comparison
EQQQ.L has a 0.30% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.
Dividends
EQQQ.L vs. JEQP.L - Dividend Comparison
EQQQ.L's dividend yield for the trailing twelve months is around 0.23%, less than JEQP.L's 10.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.23% | 0.29% | 0.38% | 0.39% | 0.56% | 0.25% | 0.41% | 0.56% | 0.63% | 0.67% | 0.77% | 0.72% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 10.21% | 10.04% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EQQQ.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, EQQQ.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQQQ.L is cheaper with a 0.30% expense ratio, compared with 0.35% for JEQP.L.
They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.30% for EQQQ.L and 0.35% for JEQP.L.
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