EQSG.L vs. JEQP.L
EQSG.L (Invesco Nasdaq-100 Swap UCITS ETF Acc) and JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) are both Nasdaq-100 funds. EQSG.L is passively managed, while JEQP.L is actively managed. Over the past year, EQSG.L returned 41.07% vs 29.63% for JEQP.L. Their correlation of 0.87 suggests significant overlap in exposure. EQSG.L charges 0.20%/yr vs 0.35%/yr for JEQP.L.
Performance
EQSG.L vs. JEQP.L - Performance Comparison
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Returns By Period
In the year-to-date period, EQSG.L achieves a 19.91% return, which is significantly higher than JEQP.L's 8.97% return.
EQSG.L
- 1D
- -0.75%
- 1M
- 8.13%
- YTD
- 19.91%
- 6M
- 17.66%
- 1Y
- 41.07%
- 3Y*
- 24.92%
- 5Y*
- 19.08%
- 10Y*
- —
JEQP.L
- 1D
- -0.35%
- 1M
- 4.24%
- YTD
- 8.97%
- 6M
- 8.46%
- 1Y
- 29.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQSG.L vs. JEQP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EQSG.L Invesco Nasdaq-100 Swap UCITS ETF Acc | 19.91% | 11.73% | 6.05% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 8.97% | 6.58% | 5.67% |
Correlation
The correlation between EQSG.L and JEQP.L is 0.84, 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 | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.87 |
The correlation between EQSG.L and JEQP.L has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.
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Return for Risk
EQSG.L vs. JEQP.L — Risk / Return Rank
EQSG.L
JEQP.L
EQSG.L vs. JEQP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq-100 Swap UCITS ETF Acc (EQSG.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.
| EQSG.L | JEQP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.50 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 5.23 | -3.87 |
| Martin ratioReturn relative to average drawdown | 2.21 | 19.59 | -17.38 |
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
| EQSG.L | JEQP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 2.63 | -1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.94 | -0.38 |
Drawdowns
EQSG.L vs. JEQP.L - Drawdown Comparison
The maximum EQSG.L drawdown since its inception was -31.87%, 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 EQSG.L and JEQP.L.
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Drawdown Indicators
| EQSG.L | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.87% | -22.00% | -9.87% |
Max Drawdown (1Y)Largest decline over 1 year | -30.73% | -5.64% | -25.09% |
Max Drawdown (3Y)Largest decline over 3 years | -31.87% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.87% | — | — |
Current DrawdownCurrent decline from peak | -10.55% | -0.35% | -10.20% |
Average DrawdownAverage peak-to-trough decline | -13.16% | -4.92% | -8.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.86% | 1.51% | +17.35% |
Volatility
EQSG.L vs. JEQP.L - Volatility Comparison
Invesco Nasdaq-100 Swap UCITS ETF Acc (EQSG.L) has a higher volatility of 4.19% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.57%. This indicates that EQSG.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
| EQSG.L | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 1.57% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 7.83% | +2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.57% | 11.20% | +33.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.45% | 14.88% | +20.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.99% | 14.88% | +20.11% |
EQSG.L vs. JEQP.L - Expense Ratio Comparison
EQSG.L has a 0.20% expense ratio, which is lower than JEQP.L's 0.35% expense ratio.
Dividends
EQSG.L vs. JEQP.L - Dividend Comparison
EQSG.L has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 10.21%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EQSG.L Invesco Nasdaq-100 Swap UCITS ETF Acc | 0.00% | 0.00% | 0.00% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 10.21% | 10.04% | 0.73% |
Frequently Asked Questions
EQSG.L and JEQP.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EQSG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQSG.L is cheaper with a 0.20% expense ratio, compared with 0.35% for JEQP.L.
They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.20% for EQSG.L and 0.35% for JEQP.L.
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