EXUS.DE vs. JEPQ

Last updated Jul 22, 2026

EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. Both are passively managed. Over the past year, EXUS.DE returned 24.46% vs 24.05% for JEPQ. At a 0.37 correlation, their price movements are largely independent. EXUS.DE charges 0.15%/yr vs 0.35%/yr for JEPQ.

Performance

EXUS.DE vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

EXUS.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, EXUS.DE achieves a 12.58% return, which is significantly higher than JEPQ's 11.83% return.

EXUS.DE

• 1D: 0.74%
• 1M: 0.69%
• 6M: 10.29%
• YTD: 12.58%
• 1Y: 24.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.72%

JEPQ

• 1D: 1.86%
• 1M: -1.26%
• 6M: 12.00%
• YTD: 11.83%
• 1Y: 24.05%
• 3Y*: 18.04%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EXUS.DE vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD	12.58%	17.80%	4.15%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	11.83%	1.51%	21.63%

Correlation

The correlation between EXUS.DE and JEPQ is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (All Time) Calculated using the full available price history since Mar 14, 2024	0.37

Return for Risk

EXUS.DE vs. JEPQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXUS.DE

EXUS.DE Risk / Return Rank: 79
EXUS.DE Sharpe Ratio Rank: 81
EXUS.DE Sortino Ratio Rank: 81
EXUS.DE Omega Ratio Rank: 81
EXUS.DE Calmar Ratio Rank: 74
EXUS.DE Martin Ratio Rank: 80

JEPQ

JEPQ Risk / Return Rank: 65
JEPQ Sharpe Ratio Rank: 61
JEPQ Sortino Ratio Rank: 58
JEPQ Omega Ratio Rank: 64
JEPQ Calmar Ratio Rank: 64
JEPQ Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXUS.DE vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EXUS.DE	JEPQ	Difference
Sharpe ratio: Return per unit of total volatility	1.94	1.70	+0.23
Sortino ratio: Return per unit of downside risk	2.77	2.25	+0.52
Omega ratio: Gain probability vs. loss probability	1.36	1.31	+0.05
Calmar ratio: Return relative to maximum drawdown	2.81	3.91	-1.10
Martin ratio: Return relative to average drawdown	11.18	14.24	-3.05

EXUS.DE vs. JEPQ - Sharpe Ratio Comparison

The current EXUS.DE Sharpe Ratio is 1.94, which is comparable to the JEPQ Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of EXUS.DE and JEPQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EXUS.DE vs. JEPQ - Drawdown Comparison

The maximum EXUS.DE drawdown since its inception was -16.21%, smaller than the maximum JEPQ drawdown of -24.78%. Use the drawdown chart below to compare losses from any high point for EXUS.DE and JEPQ.

Drawdown Indicators

	EXUS.DE	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-16.21%	-24.78%	+8.57%
Max Drawdown (1Y) Largest decline over 1 year	-8.67%	-6.18%	-2.49%
Max Drawdown (3Y) Largest decline over 3 years	—	-24.78%	—
Current Drawdown Current decline from peak	-0.78%	-1.81%	+1.03%
Average Drawdown Average peak-to-trough decline	-1.73%	-5.07%	+3.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	1.69%	+0.49%

Volatility

EXUS.DE vs. JEPQ - Volatility Comparison

The current volatility for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) is 3.01%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 5.48%. This indicates that EXUS.DE experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXUS.DE	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.01%	5.48%	-2.47%
Volatility (6M) Calculated over the trailing 6-month period	10.34%	10.84%	-0.50%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	14.17%	-1.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.31%	17.07%	-3.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.31%	17.07%	-3.76%

EXUS.DE vs. JEPQ - Expense Ratio Comparison

EXUS.DE has a 0.15% expense ratio, which is lower than JEPQ's 0.35% expense ratio.

Dividends

EXUS.DE vs. JEPQ - Dividend Comparison

EXUS.DE has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.50%.

Position	TTM	2025	2024	2023	2022
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD	0.00%	0.00%	0.00%	0.00%	0.00%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.50%	10.53%	9.65%	10.03%	9.44%

Frequently Asked Questions

Can I hold both EXUS.DE and JEPQ in my portfolio?

EXUS.DE and JEPQ have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EXUS.DE or JEPQ?

On fees, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EXUS.DE or JEPQ?

EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for JEPQ.

What is the main difference between EXUS.DE and JEPQ?

EXUS.DE is categorized as Global Equities, while JEPQ is Nasdaq-100. EXUS.DE tracks MSCI World ex USA index, while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.15% for EXUS.DE and 0.35% for JEPQ.