HDEM.L vs. JEPQ
Compare and contrast key facts about Invesco FTSE EM High Dividend Low Volatility UCITS ETF (HDEM.L) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
HDEM.L and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HDEM.L is a passively managed fund by Invesco that tracks the performance of the MSCI EM NR USD. It was launched on May 27, 2016. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022. Both HDEM.L and JEPQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
HDEM.L vs. JEPQ - Performance Comparison
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HDEM.L vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HDEM.L Invesco FTSE EM High Dividend Low Volatility UCITS ETF | 10.81% | 18.32% | 3.92% | 3.74% | 0.97% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -0.26% | 6.97% | 27.03% | 29.47% | -9.03% |
Different Trading Currencies
HDEM.L is traded in GBp, while JEPQ is traded in USD. To make them comparable, the JEPQ values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, HDEM.L achieves a 10.81% return, which is significantly higher than JEPQ's -0.26% return.
HDEM.L
- 1D
- 1.09%
- 1M
- 0.16%
- YTD
- 10.81%
- 6M
- 17.50%
- 1Y
- 28.14%
- 3Y*
- 12.85%
- 5Y*
- 7.50%
- 10Y*
- —
JEPQ
- 1D
- 0.78%
- 1M
- -1.49%
- YTD
- -0.26%
- 6M
- 4.19%
- 1Y
- 17.15%
- 3Y*
- 16.63%
- 5Y*
- —
- 10Y*
- —
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HDEM.L vs. JEPQ - Expense Ratio Comparison
HDEM.L has a 0.49% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Return for Risk
HDEM.L vs. JEPQ — Risk / Return Rank
HDEM.L
JEPQ
HDEM.L vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE EM High Dividend Low Volatility UCITS ETF (HDEM.L) 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.
| HDEM.L | JEPQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.47 | 0.91 | +1.55 |
Sortino ratioReturn per unit of downside risk | 3.34 | 1.39 | +1.95 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.22 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 4.78 | 1.67 | +3.11 |
Martin ratioReturn relative to average drawdown | 16.10 | 7.48 | +8.62 |
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
| HDEM.L | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 0.91 | +1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.79 | -0.22 |
Correlation
The correlation between HDEM.L and JEPQ is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HDEM.L vs. JEPQ - Dividend Comparison
HDEM.L's dividend yield for the trailing twelve months is around 4.75%, less than JEPQ's 11.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
HDEM.L Invesco FTSE EM High Dividend Low Volatility UCITS ETF | 4.75% | 5.17% | 5.62% | 6.08% | 8.93% | 5.96% | 4.31% | 5.23% | 5.37% | 6.81% | 2.78% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.14% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HDEM.L vs. JEPQ - Drawdown Comparison
The maximum HDEM.L drawdown since its inception was -32.18%, which is greater than JEPQ's maximum drawdown of -22.33%. Use the drawdown chart below to compare losses from any high point for HDEM.L and JEPQ.
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Drawdown Indicators
| HDEM.L | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.18% | -20.07% | -12.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.64% | -11.58% | +3.94% |
Max Drawdown (5Y)Largest decline over 5 years | -18.05% | — | — |
Current DrawdownCurrent decline from peak | -0.76% | -4.89% | +4.13% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -3.55% | -3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 2.36% | -0.57% |
Volatility
HDEM.L vs. JEPQ - Volatility Comparison
The current volatility for Invesco FTSE EM High Dividend Low Volatility UCITS ETF (HDEM.L) is 3.86%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 5.22%. This indicates that HDEM.L 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.
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Volatility by Period
| HDEM.L | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 5.22% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 10.33% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.38% | 18.89% | -7.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.57% | 16.22% | -2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 16.22% | -0.32% |