EXV8.DE vs. JEPQ
EXV8.DE (iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - EXV8.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Construction & Materials, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. Both are passively managed. Over the past 3 years, EXV8.DE returned 15.58%/yr vs 17.27%/yr for JEPQ. At a 0.28 correlation, their price movements are largely independent. EXV8.DE charges 0.46%/yr vs 0.35%/yr for JEPQ.
Performance
EXV8.DE vs. JEPQ - Performance Comparison
Loading charts...
Different Trading Currencies
EXV8.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, EXV8.DE achieves a 1.00% return, which is significantly lower than JEPQ's 9.42% return.
EXV8.DE
- 1D
- 0.17%
- 1M
- -2.48%
- YTD
- 1.00%
- 6M
- 2.33%
- 1Y
- 6.66%
- 3Y*
- 15.58%
- 5Y*
- 9.70%
- 10Y*
- 10.37%
JEPQ
- 1D
- 1.12%
- 1M
- 3.17%
- YTD
- 9.42%
- 6M
- 8.22%
- 1Y
- 24.32%
- 3Y*
- 17.27%
- 5Y*
- —
- 10Y*
- —
EXV8.DE vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.00% | 25.00% | 6.42% | 33.57% | -6.27% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.42% | 1.51% | 33.09% | 32.20% | -13.53% |
Correlation
The correlation between EXV8.DE and JEPQ is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.28 |
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
EXV8.DE vs. JEPQ — Risk / Return Rank
EXV8.DE
JEPQ
EXV8.DE vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.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.
| EXV8.DE | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.37 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 3.95 | -3.46 |
| Martin ratioReturn relative to average drawdown | 1.50 | 15.50 | -13.99 |
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
| EXV8.DE | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 1.93 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.81 | -0.37 |
Drawdowns
EXV8.DE vs. JEPQ - Drawdown Comparison
The maximum EXV8.DE drawdown since its inception was -66.09%, which is greater than JEPQ's maximum drawdown of -24.78%. Use the drawdown chart below to compare losses from any high point for EXV8.DE and JEPQ.
Loading charts...
Drawdown Indicators
| EXV8.DE | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.09% | -24.78% | -41.31% |
Max Drawdown (1Y)Largest decline over 1 year | -15.30% | -6.18% | -9.12% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -24.78% | +7.95% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.81% | — | — |
Current DrawdownCurrent decline from peak | -6.66% | -1.38% | -5.28% |
Average DrawdownAverage peak-to-trough decline | -15.00% | -5.17% | -9.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.00% | 1.57% | +3.43% |
Volatility
EXV8.DE vs. JEPQ - Volatility Comparison
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) has a higher volatility of 6.24% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 2.89%. This indicates that EXV8.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.
Loading charts...
Volatility by Period
| EXV8.DE | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 2.89% | +3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 16.12% | 9.18% | +6.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 12.66% | +7.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 16.95% | +2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 16.95% | +3.31% |
EXV8.DE vs. JEPQ - Expense Ratio Comparison
EXV8.DE has a 0.46% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Dividends
EXV8.DE vs. JEPQ - Dividend Comparison
EXV8.DE's dividend yield for the trailing twelve months is around 1.39%, less than JEPQ's 10.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.39% | 1.39% | 1.69% | 1.59% | 1.78% | 1.34% | 0.53% | 1.55% | 1.66% | 2.87% | 2.80% | 2.79% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.26% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXV8.DE and JEPQ have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPQ is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPQ is cheaper with a 0.35% expense ratio, compared with 0.46% for EXV8.DE.
EXV8.DE is categorized as Industrials Equities, while JEPQ is Nasdaq-100. EXV8.DE tracks STOXX® Europe 600 Construction & Materials, while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.46% for EXV8.DE and 0.35% for JEPQ.
Find the right allocation for EXV8.DE and JEPQ
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