EQQX.DE vs. JEQA.DE
EQQX.DE (Invesco Nasdaq-100 Swap UCITS ETF Acc) and JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) are both Nasdaq-100 funds. EQQX.DE is passively managed, while JEQA.DE is actively managed. Over the past year, EQQX.DE returned 38.41% vs 26.19% for JEQA.DE. Their correlation of 0.90 suggests significant overlap in exposure. EQQX.DE charges 0.20%/yr vs 0.35%/yr for JEQA.DE.
Performance
EQQX.DE vs. JEQA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EQQX.DE achieves a 21.61% return, which is significantly higher than JEQA.DE's 9.86% return.
EQQX.DE
- 1D
- 0.11%
- 1M
- 8.86%
- YTD
- 21.61%
- 6M
- 19.72%
- 1Y
- 38.41%
- 3Y*
- 25.43%
- 5Y*
- 19.11%
- 10Y*
- —
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQQX.DE vs. JEQA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EQQX.DE Invesco Nasdaq-100 Swap UCITS ETF Acc | 21.61% | 7.13% | 4.43% |
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 9.86% | 1.90% | 5.22% |
Correlation
The correlation between EQQX.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 EQQX.DE and JEQA.DE has been stable across timeframes, ranging from 0.90 to 0.90 - 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
EQQX.DE vs. JEQA.DE — Risk / Return Rank
EQQX.DE
JEQA.DE
EQQX.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.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.
| EQQX.DE | JEQA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.43 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 4.62 | -0.71 |
| Martin ratioReturn relative to average drawdown | 11.64 | 16.56 | -4.91 |
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
| EQQX.DE | JEQA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 2.24 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.67 | +0.22 |
Drawdowns
EQQX.DE vs. JEQA.DE - Drawdown Comparison
The maximum EQQX.DE drawdown since its inception was -31.17%, 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 EQQX.DE and JEQA.DE.
Loading charts...
Drawdown Indicators
| EQQX.DE | JEQA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.17% | -24.26% | -6.91% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -5.73% | -4.24% |
Max Drawdown (3Y)Largest decline over 3 years | -26.80% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.17% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.39% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -5.85% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 1.60% | +1.76% |
Volatility
EQQX.DE vs. JEQA.DE - Volatility Comparison
Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) has a higher volatility of 4.15% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) at 1.37%. This indicates that EQQX.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.
Loading charts...
Volatility by Period
| EQQX.DE | JEQA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 1.37% | +2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 8.09% | +2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.75% | 11.82% | +3.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.86% | 16.42% | +3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.79% | 16.42% | +3.37% |
EQQX.DE vs. JEQA.DE - Expense Ratio Comparison
EQQX.DE has a 0.20% expense ratio, which is lower than JEQA.DE's 0.35% expense ratio.
Dividends
EQQX.DE vs. JEQA.DE - Dividend Comparison
Neither EQQX.DE nor JEQA.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, EQQX.DE and JEQA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, EQQX.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQQX.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JEQA.DE.
They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.20% for EQQX.DE and 0.35% for JEQA.DE.
Find the right allocation for EQQX.DE and JEQA.DE
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