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HOLA vs. HEQT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HOLA vs. HEQT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan International Hedged Equity Laddered Overlay ETF (HOLA) and Simplify Hedged Equity ETF (HEQT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HOLA achieves a 5.56% return, which is significantly higher than HEQT's 4.02% return.


HOLA

1D
-0.88%
1M
1.77%
YTD
5.56%
6M
4.70%
1Y
3Y*
5Y*
10Y*

HEQT

1D
-0.71%
1M
-0.14%
YTD
4.02%
6M
3.76%
1Y
13.00%
3Y*
12.95%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HOLA vs. HEQT - Yearly Performance Comparison


Correlation

The correlation between HOLA and HEQT is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 14, 2025

0.64

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Return for Risk

HOLA vs. HEQT — Risk / Return Rank

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

HOLA

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


HEQT
HEQT Risk / Return Rank: 6363
Overall Rank
HEQT Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
HEQT Sortino Ratio Rank: 6262
Sortino Ratio Rank
HEQT Omega Ratio Rank: 7070
Omega Ratio Rank
HEQT Calmar Ratio Rank: 5454
Calmar Ratio Rank
HEQT Martin Ratio Rank: 6666
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.

HOLA vs. HEQT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Hedged Equity Laddered Overlay ETF (HOLA) and Simplify Hedged Equity ETF (HEQT). 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.


HOLAHEQTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

2.56

Martin ratioReturn relative to average drawdown

11.59

HOLA vs. HEQT - Sharpe Ratio Comparison


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Drawdowns

HOLA vs. HEQT - Drawdown Comparison

The maximum HOLA drawdown since its inception was -6.99%, smaller than the maximum HEQT drawdown of -11.51%. Use the drawdown chart below to compare losses from any high point for HOLA and HEQT.


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Drawdown Indicators


HOLAHEQTDifference

Max Drawdown

Largest peak-to-trough decline

-6.99%

-11.51%

+4.52%

Max Drawdown (1Y)

Largest decline over 1 year

-5.09%

Max Drawdown (3Y)

Largest decline over 3 years

-10.57%

Current Drawdown

Current decline from peak

-0.88%

-1.12%

+0.24%

Average Drawdown

Average peak-to-trough decline

-1.44%

-2.77%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

Volatility

HOLA vs. HEQT - Volatility Comparison


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Volatility by Period


HOLAHEQTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

Volatility (6M)

Calculated over the trailing 6-month period

5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

9.93%

6.64%

+3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.93%

8.47%

+1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.93%

8.47%

+1.46%

HOLA vs. HEQT - Expense Ratio Comparison

HOLA has a 0.50% expense ratio, which is higher than HEQT's 0.43% expense ratio.


Dividends

HOLA vs. HEQT - Dividend Comparison

HOLA's dividend yield for the trailing twelve months is around 2.86%, more than HEQT's 1.20% yield.


PositionTTM20252024202320222021
HEQT
Simplify Hedged Equity ETF
1.20%1.19%1.29%4.10%3.94%0.27%
HOLA
JPMorgan International Hedged Equity Laddered Overlay ETF
2.86%3.02%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HOLA and HEQT have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HEQT is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEQT is cheaper with a 0.43% expense ratio, compared with 0.50% for HOLA.

HOLA has the higher dividend yield at 2.86%, compared with 1.20% for HEQT.

They also come from different issuers: JPMorgan and Simplify. Their fees differ too: 0.50% for HOLA and 0.43% for HEQT.

Portfolio Optimizer

Find the right allocation for HOLA and HEQT

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