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HNDX.DE vs. JEQA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HNDX.DE vs. JEQA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Nasdaq-100 Swap UCITS ETF EUR Hedged (Acc) (HNDX.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.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, HNDX.DE achieves a 14.79% return, which is significantly higher than JEQA.DE's 11.19% return.


HNDX.DE

1D
1.36%
1M
-3.09%
6M
16.12%
YTD
14.79%
1Y
26.80%
3Y*
22.70%
5Y*
12.90%
10Y*
18.84%

JEQA.DE

1D
0.00%
1M
0.82%
6M
12.03%
YTD
11.19%
1Y
26.36%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HNDX.DE vs. JEQA.DE - Yearly Performance Comparison


Correlation

The correlation between HNDX.DE and JEQA.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 Nov 7, 2024

0.66

The correlation between HNDX.DE and JEQA.DE has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.

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Return for Risk

HNDX.DE vs. JEQA.DE — Risk / Return Rank

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

HNDX.DE
HNDX.DE Risk / Return Rank: 4949
Overall Rank
HNDX.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
HNDX.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
HNDX.DE Omega Ratio Rank: 4646
Omega Ratio Rank
HNDX.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
HNDX.DE Martin Ratio Rank: 5151
Martin Ratio Rank

JEQA.DE
JEQA.DE Risk / Return Rank: 8383
Overall Rank
JEQA.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
JEQA.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
JEQA.DE Omega Ratio Rank: 8080
Omega Ratio Rank
JEQA.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
JEQA.DE Martin Ratio Rank: 8989
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.

HNDX.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 Swap UCITS ETF EUR Hedged (Acc) (HNDX.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.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.

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.


HNDX.DEJEQA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.25

1.39

-0.14

Calmar ratioReturn relative to maximum drawdown

2.20

4.62

-2.42

Martin ratioReturn relative to average drawdown

7.31

15.91

-8.60

HNDX.DE vs. JEQA.DE - Sharpe Ratio Comparison

The current HNDX.DE Sharpe Ratio is 1.41, which is lower than the JEQA.DE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of HNDX.DE and JEQA.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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Drawdowns

HNDX.DE vs. JEQA.DE - Drawdown Comparison

The maximum HNDX.DE drawdown since its inception was -37.18%, which is greater than JEQA.DE's maximum drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for HNDX.DE and JEQA.DE.


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Drawdown Indicators


HNDX.DEJEQA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.18%

-24.26%

-12.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-5.73%

-6.40%

Max Drawdown (3Y)

Largest decline over 3 years

-21.95%

Max Drawdown (5Y)

Largest decline over 5 years

-37.18%

Max Drawdown (10Y)

Largest decline over 10 years

-37.18%

Current Drawdown

Current decline from peak

-3.40%

-1.74%

-1.66%

Average Drawdown

Average peak-to-trough decline

-5.90%

-5.62%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

1.66%

+1.99%

Volatility

HNDX.DE vs. JEQA.DE - Volatility Comparison

Amundi Nasdaq-100 Swap UCITS ETF EUR Hedged (Acc) (HNDX.DE) has a higher volatility of 8.86% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) at 5.05%. This indicates that HNDX.DE's price experiences larger fluctuations and is considered to be riskier than JEQA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HNDX.DEJEQA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.86%

5.05%

+3.81%

Volatility (6M)

Calculated over the trailing 6-month period

15.67%

9.11%

+6.56%

Volatility (1Y)

Calculated over the trailing 1-year period

19.00%

12.79%

+6.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

16.51%

+4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.21%

16.51%

+3.70%

HNDX.DE vs. JEQA.DE - Expense Ratio Comparison

Both HNDX.DE and JEQA.DE have an expense ratio of 0.35%.


Dividends

HNDX.DE vs. JEQA.DE - Dividend Comparison

Neither HNDX.DE nor JEQA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HNDX.DE and JEQA.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.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

HNDX.DE and JEQA.DE have the same expense ratio: 0.35% per year.

They also come from different issuers: Amundi and JPMorgan.

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