HEQQ vs. JGPI.DE
Compare and contrast key facts about JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF (HEQQ) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE).
HEQQ and JGPI.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HEQQ is managed by JPMorgan. JGPI.DE is an actively managed fund by JPMorgan. It was launched on Nov 30, 2023.
Performance
HEQQ vs. JGPI.DE - Performance Comparison
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HEQQ vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HEQQ JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF | -3.39% | 17.20% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 1.28% | 2.76% |
Different Trading Currencies
HEQQ is traded in USD, while JGPI.DE is traded in EUR. To make them comparable, the JGPI.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, HEQQ achieves a -3.39% return, which is significantly lower than JGPI.DE's 1.28% return.
HEQQ
- 1D
- -0.16%
- 1M
- -2.88%
- YTD
- -3.39%
- 6M
- -1.50%
- 1Y
- 14.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGPI.DE
- 1D
- 1.09%
- 1M
- -3.78%
- YTD
- 1.28%
- 6M
- 2.83%
- 1Y
- 3.95%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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HEQQ vs. JGPI.DE - Expense Ratio Comparison
HEQQ has a 0.50% expense ratio, which is higher than JGPI.DE's 0.35% expense ratio.
Return for Risk
HEQQ vs. JGPI.DE — Risk / Return Rank
HEQQ
JGPI.DE
HEQQ vs. JGPI.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 JPMorgan Global Equity Premium Income UCITS ETF (JGPI.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.
| HEQQ | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.32 | +0.93 |
Sortino ratioReturn per unit of downside risk | 1.89 | 0.50 | +1.40 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.08 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 0.46 | +1.45 |
Martin ratioReturn relative to average drawdown | 7.37 | 1.97 | +5.40 |
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
| HEQQ | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.32 | +0.93 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.94 | +0.21 |
Correlation
The correlation between HEQQ and JGPI.DE is 0.05, 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
HEQQ vs. JGPI.DE - Dividend Comparison
HEQQ's dividend yield for the trailing twelve months is around 0.20%, less than JGPI.DE's 7.78% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
HEQQ JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF | 0.20% | 0.19% | 0.00% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 7.78% | 7.73% | 6.49% |
Drawdowns
HEQQ vs. JGPI.DE - Drawdown Comparison
The maximum HEQQ drawdown since its inception was -7.64%, smaller than the maximum JGPI.DE drawdown of -8.79%. Use the drawdown chart below to compare losses from any high point for HEQQ and JGPI.DE.
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Drawdown Indicators
| HEQQ | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.64% | -12.16% | +4.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.64% | -9.37% | +1.73% |
Current DrawdownCurrent decline from peak | -5.89% | -5.66% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -1.13% | -4.23% | +3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 4.55% | -2.58% |
Volatility
HEQQ vs. JGPI.DE - Volatility Comparison
JPMorgan Nasdaq Hedged Equity Laddered Overlay ETF (HEQQ) and JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) have volatilities of 3.71% and 3.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HEQQ | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 3.61% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 6.11% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.44% | 12.34% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.47% | 10.21% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.47% | 10.21% | +1.26% |