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HEQQ vs. ANAU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEQQ vs. ANAU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF (HEQQ) and AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HEQQ achieves a 4.36% return, which is significantly lower than ANAU.DE's 19.26% return.


HEQQ

1D
-0.29%
1M
0.32%
YTD
4.36%
6M
4.07%
1Y
16.57%
3Y*
5Y*
10Y*

ANAU.DE

1D
-0.69%
1M
8.54%
YTD
19.26%
6M
19.18%
1Y
40.55%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEQQ vs. ANAU.DE - Yearly Performance Comparison


Correlation

The correlation between HEQQ and ANAU.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2025

0.57

The correlation between HEQQ and ANAU.DE has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.

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Return for Risk

HEQQ vs. ANAU.DE — Risk / Return Rank

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

HEQQ
HEQQ Risk / Return Rank: 5757
Overall Rank
HEQQ Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
HEQQ Sortino Ratio Rank: 6262
Sortino Ratio Rank
HEQQ Omega Ratio Rank: 6767
Omega Ratio Rank
HEQQ Calmar Ratio Rank: 4444
Calmar Ratio Rank
HEQQ Martin Ratio Rank: 5151
Martin Ratio Rank

ANAU.DE
ANAU.DE Risk / Return Rank: 7676
Overall Rank
ANAU.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ANAU.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
ANAU.DE Omega Ratio Rank: 7575
Omega Ratio Rank
ANAU.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
ANAU.DE Martin Ratio Rank: 7272
Martin Ratio Rank
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.

HEQQ vs. ANAU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF (HEQQ) and AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.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.


HEQQANAU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.39

1.43

-0.04

Calmar ratioReturn relative to maximum drawdown

2.18

3.71

-1.53

Martin ratioReturn relative to average drawdown

8.59

13.31

-4.72

HEQQ vs. ANAU.DE - Sharpe Ratio Comparison

The current HEQQ Sharpe Ratio is 2.04, which is comparable to the ANAU.DE Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of HEQQ and ANAU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HEQQANAU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

2.53

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.71

1.60

+0.11

Drawdowns

HEQQ vs. ANAU.DE - Drawdown Comparison

The maximum HEQQ drawdown since its inception was -7.64%, smaller than the maximum ANAU.DE drawdown of -22.35%. Use the drawdown chart below to compare losses from any high point for HEQQ and ANAU.DE.


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Drawdown Indicators


HEQQANAU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-7.64%

-22.35%

+14.71%

Max Drawdown (1Y)

Largest decline over 1 year

-7.64%

-10.88%

+3.24%

Current Drawdown

Current decline from peak

-0.84%

-0.77%

-0.07%

Average Drawdown

Average peak-to-trough decline

-1.11%

-2.96%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

3.04%

-1.11%

Volatility

HEQQ vs. ANAU.DE - Volatility Comparison

The current volatility for JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF (HEQQ) is 1.33%, while AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE) has a volatility of 4.75%. This indicates that HEQQ experiences smaller price fluctuations and is considered to be less risky than ANAU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEQQANAU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

4.75%

-3.42%

Volatility (6M)

Calculated over the trailing 6-month period

6.63%

11.91%

-5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

8.14%

15.96%

-7.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.87%

18.40%

-7.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.87%

18.40%

-7.53%

HEQQ vs. ANAU.DE - Expense Ratio Comparison

HEQQ has a 0.50% expense ratio, which is higher than ANAU.DE's 0.14% expense ratio.


Dividends

HEQQ vs. ANAU.DE - Dividend Comparison

HEQQ's dividend yield for the trailing twelve months is around 0.19%, while ANAU.DE has not paid dividends to shareholders.


Frequently Asked Questions


HEQQ and ANAU.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ANAU.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ANAU.DE is cheaper with a 0.14% expense ratio, compared with 0.50% for HEQQ.

They also come from different issuers: JPMorgan and AXA IM. Their fees differ too: 0.50% for HEQQ and 0.14% for ANAU.DE.

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