EXXT.DE vs. JEQP.DE
EXXT.DE (iShares Nasdaq 100 UCITS ETF (DE)) and JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both Nasdaq-100 funds. EXXT.DE is passively managed, while JEQP.DE is actively managed. Over the past year, EXXT.DE returned 37.71% vs 24.01% for JEQP.DE. Their correlation of 0.85 suggests significant overlap in exposure. EXXT.DE charges 0.31%/yr vs 0.35%/yr for JEQP.DE.
Performance
EXXT.DE vs. JEQP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXXT.DE achieves a 20.57% return, which is significantly higher than JEQP.DE's 8.94% return.
EXXT.DE
- 1D
- -0.82%
- 1M
- 9.30%
- YTD
- 20.57%
- 6M
- 19.41%
- 1Y
- 37.71%
- 3Y*
- 24.48%
- 5Y*
- 18.61%
- 10Y*
- 21.13%
JEQP.DE
- 1D
- -0.38%
- 1M
- 3.66%
- YTD
- 8.94%
- 6M
- 9.05%
- 1Y
- 24.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EXXT.DE vs. JEQP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EXXT.DE iShares Nasdaq 100 UCITS ETF (DE) | 20.57% | 6.87% | 10.68% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.94% | 0.68% | 2.17% |
Correlation
The correlation between EXXT.DE and JEQP.DE is 0.82, 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 | 0.82 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.85 |
The correlation between EXXT.DE and JEQP.DE has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
EXXT.DE vs. JEQP.DE — Risk / Return Rank
EXXT.DE
JEQP.DE
EXXT.DE vs. JEQP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.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.
| EXXT.DE | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 4.09 | -0.36 |
| Martin ratioReturn relative to average drawdown | 11.05 | 14.09 | -3.04 |
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
| EXXT.DE | JEQP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 1.99 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.45 | +0.33 |
Drawdowns
EXXT.DE vs. JEQP.DE - Drawdown Comparison
The maximum EXXT.DE drawdown since its inception was -46.75%, which is greater than JEQP.DE's maximum drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for EXXT.DE and JEQP.DE.
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Drawdown Indicators
| EXXT.DE | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.75% | -24.10% | -22.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.08% | -5.85% | -4.23% |
Max Drawdown (3Y)Largest decline over 3 years | -26.62% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.39% | — | — |
Current DrawdownCurrent decline from peak | -0.82% | -0.38% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -6.27% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 1.70% | +1.70% |
Volatility
EXXT.DE vs. JEQP.DE - Volatility Comparison
iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) has a higher volatility of 4.28% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) at 1.57%. This indicates that EXXT.DE's price experiences larger fluctuations and is considered to be riskier than JEQP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXXT.DE | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 1.57% | +2.71% |
Volatility (6M)Calculated over the trailing 6-month period | 10.97% | 8.52% | +2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 12.02% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 16.60% | +3.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.70% | 16.60% | +3.10% |
EXXT.DE vs. JEQP.DE - Expense Ratio Comparison
EXXT.DE has a 0.31% expense ratio, which is lower than JEQP.DE's 0.35% expense ratio.
Dividends
EXXT.DE vs. JEQP.DE - Dividend Comparison
EXXT.DE's dividend yield for the trailing twelve months is around 0.15%, less than JEQP.DE's 8.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXXT.DE iShares Nasdaq 100 UCITS ETF (DE) | 0.15% | 0.19% | 0.26% | 0.53% | 0.41% | 0.15% | 0.32% | 0.40% | 0.28% | 1.84% | 0.84% | 0.88% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.74% | 9.22% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXXT.DE and JEQP.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXXT.DE is cheaper at 0.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXXT.DE is cheaper with a 0.31% expense ratio, compared with 0.35% for JEQP.DE.
They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.31% for EXXT.DE and 0.35% for JEQP.DE.
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