ETSZ.DE vs. JEPQ
ETSZ.DE (BNP Paribas Easy STOXX Europe 600 UCITS ETF) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - ETSZ.DE is a Europe Equities fund tracking the STOXX® Europe 600, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. Both are passively managed. Over the past 3 years, ETSZ.DE returned 13.72%/yr vs 17.27%/yr for JEPQ. At a 0.32 correlation, their price movements are largely independent. ETSZ.DE charges 0.20%/yr vs 0.35%/yr for JEPQ.
Performance
ETSZ.DE vs. JEPQ - Performance Comparison
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Different Trading Currencies
ETSZ.DE is traded in EUR, while JEPQ is traded in USD. To make them comparable, the JEPQ values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ETSZ.DE achieves a 7.24% return, which is significantly lower than JEPQ's 9.42% return.
ETSZ.DE
- 1D
- 0.59%
- 1M
- 2.47%
- YTD
- 7.24%
- 6M
- 9.85%
- 1Y
- 15.63%
- 3Y*
- 13.72%
- 5Y*
- 9.62%
- 10Y*
- 9.16%
JEPQ
- 1D
- 1.12%
- 1M
- 3.17%
- YTD
- 9.42%
- 6M
- 8.22%
- 1Y
- 24.32%
- 3Y*
- 17.27%
- 5Y*
- —
- 10Y*
- —
ETSZ.DE vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ETSZ.DE BNP Paribas Easy STOXX Europe 600 UCITS ETF | 7.24% | 20.43% | 8.21% | 15.61% | -1.66% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.42% | 1.51% | 33.09% | 32.20% | -13.53% |
Correlation
The correlation between ETSZ.DE and JEPQ is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.32 |
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Return for Risk
ETSZ.DE vs. JEPQ — Risk / Return Rank
ETSZ.DE
JEPQ
ETSZ.DE vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.
| ETSZ.DE | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.37 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 3.95 | -2.23 |
| Martin ratioReturn relative to average drawdown | 6.45 | 15.50 | -9.05 |
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
| ETSZ.DE | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.93 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.81 | -0.29 |
Drawdowns
ETSZ.DE vs. JEPQ - Drawdown Comparison
The maximum ETSZ.DE drawdown since its inception was -35.51%, which is greater than JEPQ's maximum drawdown of -24.78%. Use the drawdown chart below to compare losses from any high point for ETSZ.DE and JEPQ.
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Drawdown Indicators
| ETSZ.DE | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.51% | -24.78% | -10.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -6.18% | -3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -16.35% | -24.78% | +8.43% |
Max Drawdown (5Y)Largest decline over 5 years | -20.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | — | — |
Current DrawdownCurrent decline from peak | -1.70% | -1.38% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -5.17% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.57% | +0.94% |
Volatility
ETSZ.DE vs. JEPQ - Volatility Comparison
BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) has a higher volatility of 4.34% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 2.89%. This indicates that ETSZ.DE's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETSZ.DE | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 2.89% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 9.18% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.84% | 12.66% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 16.95% | -2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 16.95% | -1.41% |
ETSZ.DE vs. JEPQ - Expense Ratio Comparison
ETSZ.DE has a 0.20% expense ratio, which is lower than JEPQ's 0.35% expense ratio.
Dividends
ETSZ.DE vs. JEPQ - Dividend Comparison
ETSZ.DE has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ETSZ.DE BNP Paribas Easy STOXX Europe 600 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.26% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
ETSZ.DE and JEPQ have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETSZ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETSZ.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JEPQ.
ETSZ.DE is categorized as Europe Equities, while JEPQ is Nasdaq-100. ETSZ.DE tracks STOXX® Europe 600, while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: BNP Paribas and JPMorgan. Their fees differ too: 0.20% for ETSZ.DE and 0.35% for JEPQ.
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