IDVY.L vs. JEQP.L
IDVY.L (iShares EURO Dividend UCITS) and JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) are both exchange-traded funds - IDVY.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while JEQP.L is a Nasdaq-100 fund actively managed by JPMorgan. IDVY.L is passively managed, while JEQP.L is actively managed. Over the past year, IDVY.L returned 21.35% vs 22.83% for JEQP.L. At a 0.21 correlation, their price movements are largely independent. IDVY.L charges 0.40%/yr vs 0.35%/yr for JEQP.L.
Performance
IDVY.L vs. JEQP.L - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with IDVY.L having a 9.60% return and JEQP.L slightly higher at 9.85%.
IDVY.L
- 1D
- -0.52%
- 1M
- 0.13%
- 6M
- 8.94%
- YTD
- 9.60%
- 1Y
- 21.35%
- 3Y*
- 21.00%
- 5Y*
- 10.11%
- 10Y*
- 8.08%
JEQP.L
- 1D
- 0.00%
- 1M
- 0.09%
- 6M
- 9.58%
- YTD
- 9.85%
- 1Y
- 22.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDVY.L vs. JEQP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IDVY.L iShares EURO Dividend UCITS | 9.60% | 48.82% | -2.33% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 9.85% | 6.86% | -16.74% |
Correlation
The correlation between IDVY.L and JEQP.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.21 |
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Return for Risk
IDVY.L vs. JEQP.L — Risk / Return Rank
IDVY.L
JEQP.L
IDVY.L vs. JEQP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO Dividend UCITS (IDVY.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). 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.
| IDVY.L | JEQP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 4.06 | -1.69 |
| Martin ratioReturn relative to average drawdown | 8.01 | 13.64 | -5.63 |
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Drawdowns
IDVY.L vs. JEQP.L - Drawdown Comparison
The maximum IDVY.L drawdown since its inception was -74.07%, smaller than the maximum JEQP.L drawdown of -99.02%. Use the drawdown chart below to compare losses from any high point for IDVY.L and JEQP.L.
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Drawdown Indicators
| IDVY.L | JEQP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.07% | -99.02% | +24.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -5.64% | -3.31% |
Max Drawdown (3Y)Largest decline over 3 years | -10.50% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.98% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.12% | — | — |
Current DrawdownCurrent decline from peak | -0.65% | -2.26% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -33.84% | -15.72% | -18.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 1.68% | +0.98% |
Volatility
IDVY.L vs. JEQP.L - Volatility Comparison
The current volatility for iShares EURO Dividend UCITS (IDVY.L) is 3.22%, while JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) has a volatility of 5.11%. This indicates that IDVY.L experiences smaller price fluctuations and is considered to be less risky than JEQP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDVY.L | JEQP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 5.11% | -1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 9.51% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.00% | 12.69% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 6,013.84% | -5,998.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.31% | 6,013.84% | -5,996.53% |
IDVY.L vs. JEQP.L - Expense Ratio Comparison
IDVY.L has a 0.40% expense ratio, which is higher than JEQP.L's 0.35% expense ratio.
Dividends
IDVY.L vs. JEQP.L - Dividend Comparison
IDVY.L's dividend yield for the trailing twelve months is around 4.51%, less than JEQP.L's 10.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDVY.L iShares EURO Dividend UCITS | 4.51% | 4.28% | 5.94% | 5.75% | 5.08% | 3.76% | 3.59% | 5.03% | 4.68% | 3.85% | 3.69% | 3.93% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 10.07% | 10.25% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDVY.L and JEQP.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEQP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEQP.L is cheaper with a 0.35% expense ratio, compared with 0.40% for IDVY.L.
IDVY.L is categorized as Europe Equities, while JEQP.L is Nasdaq-100. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.40% for IDVY.L and 0.35% for JEQP.L.
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