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HEQQ vs. BALQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEQQ vs. BALQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF (HEQQ) and iShares Nasdaq Premium Income Active ETF (BALQ). 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 4.29% return, which is significantly lower than BALQ's 19.03% return.


HEQQ

1D
0.05%
1M
-0.02%
YTD
4.29%
6M
3.18%
1Y
14.48%
3Y*
5Y*
10Y*

BALQ

1D
0.92%
1M
-1.36%
YTD
19.03%
6M
17.44%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEQQ vs. BALQ - Yearly Performance Comparison


Correlation

The correlation between HEQQ and BALQ is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 3, 2025

0.90

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Return for Risk

HEQQ vs. BALQ — Risk / Return Rank

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

HEQQ
HEQQ Risk / Return Rank: 5454
Overall Rank
HEQQ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
HEQQ Sortino Ratio Rank: 5858
Sortino Ratio Rank
HEQQ Omega Ratio Rank: 6161
Omega Ratio Rank
HEQQ Calmar Ratio Rank: 4242
Calmar Ratio Rank
HEQQ Martin Ratio Rank: 4949
Martin Ratio Rank

BALQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. BALQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF (HEQQ) and iShares Nasdaq Premium Income Active ETF (BALQ). 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.


HEQQBALQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

1.90

Martin ratioReturn relative to average drawdown

7.41

HEQQ vs. BALQ - Sharpe Ratio Comparison


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Drawdowns

HEQQ vs. BALQ - Drawdown Comparison

The maximum HEQQ drawdown since its inception was -7.64%, smaller than the maximum BALQ drawdown of -11.79%. Use the drawdown chart below to compare losses from any high point for HEQQ and BALQ.


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Drawdown Indicators


HEQQBALQDifference

Max Drawdown

Largest peak-to-trough decline

-7.64%

-11.79%

+4.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.64%

Current Drawdown

Current decline from peak

-0.91%

-3.35%

+2.44%

Average Drawdown

Average peak-to-trough decline

-1.13%

-2.42%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

Volatility

HEQQ vs. BALQ - Volatility Comparison


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Volatility by Period


HEQQBALQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

Volatility (6M)

Calculated over the trailing 6-month period

6.64%

Volatility (1Y)

Calculated over the trailing 1-year period

8.41%

20.52%

-12.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.84%

20.52%

-9.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.84%

20.52%

-9.68%

HEQQ vs. BALQ - Expense Ratio Comparison

HEQQ has a 0.50% expense ratio, which is higher than BALQ's 0.35% expense ratio.


Dividends

HEQQ vs. BALQ - Dividend Comparison

HEQQ's dividend yield for the trailing twelve months is around 0.21%, less than BALQ's 4.74% yield.


Frequently Asked Questions


With a correlation of 0.90, HEQQ and BALQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BALQ is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BALQ is cheaper with a 0.35% expense ratio, compared with 0.50% for HEQQ.

BALQ has the higher dividend yield at 4.74%, compared with 0.21% for HEQQ.

They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.50% for HEQQ and 0.35% for BALQ.

Portfolio Optimizer

Find the right allocation for HEQQ and BALQ

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