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IQQA.DE vs. JEQP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQQA.DE vs. JEQP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Dividend UCITS ETF (IQQA.DE) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). The values are adjusted to include any dividend payments, if applicable.

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IQQA.DE vs. JEQP.L - Yearly Performance Comparison


2026 (YTD)20252024
IQQA.DE
iShares Euro Dividend UCITS ETF
1.34%42.50%1.41%
JEQP.L
JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP
-0.79%1.29%5.10%
Different Trading Currencies

IQQA.DE is traded in EUR, while JEQP.L is traded in GBp. To make them comparable, the JEQP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IQQA.DE achieves a 1.34% return, which is significantly higher than JEQP.L's -0.79% return.


IQQA.DE

1D
2.30%
1M
-1.66%
YTD
1.34%
6M
7.21%
1Y
22.19%
3Y*
18.55%
5Y*
8.61%
10Y*
7.09%

JEQP.L

1D
0.00%
1M
-1.02%
YTD
-0.79%
6M
3.58%
1Y
12.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IQQA.DE vs. JEQP.L - Expense Ratio Comparison

IQQA.DE has a 0.40% expense ratio, which is higher than JEQP.L's 0.35% expense ratio.


Return for Risk

IQQA.DE vs. JEQP.L — Risk / Return Rank

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

IQQA.DE
IQQA.DE Risk / Return Rank: 7878
Overall Rank
IQQA.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IQQA.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
IQQA.DE Omega Ratio Rank: 8080
Omega Ratio Rank
IQQA.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IQQA.DE Martin Ratio Rank: 7474
Martin Ratio Rank

JEQP.L
JEQP.L Risk / Return Rank: 7373
Overall Rank
JEQP.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
JEQP.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
JEQP.L Omega Ratio Rank: 6060
Omega Ratio Rank
JEQP.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
JEQP.L Martin Ratio Rank: 9292
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.

IQQA.DE vs. JEQP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Dividend UCITS ETF (IQQA.DE) 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.


IQQA.DEJEQP.LDifference

Sharpe ratio

Return per unit of total volatility

1.58

0.74

+0.84

Sortino ratio

Return per unit of downside risk

2.03

1.08

+0.95

Omega ratio

Gain probability vs. loss probability

1.32

1.16

+0.16

Calmar ratio

Return relative to maximum drawdown

2.36

3.26

-0.90

Martin ratio

Return relative to average drawdown

8.16

11.33

-3.17

IQQA.DE vs. JEQP.L - Sharpe Ratio Comparison

The current IQQA.DE Sharpe Ratio is 1.58, which is higher than the JEQP.L Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IQQA.DE and JEQP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IQQA.DEJEQP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

0.74

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.24

-0.06

Correlation

The correlation between IQQA.DE and JEQP.L is 0.28, 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

IQQA.DE vs. JEQP.L - Dividend Comparison

IQQA.DE's dividend yield for the trailing twelve months is around 4.25%, less than JEQP.L's 11.00% yield.


TTM20252024202320222021202020192018201720162015
IQQA.DE
iShares Euro Dividend UCITS ETF
4.25%4.35%5.86%5.83%5.26%3.68%3.54%4.81%4.81%3.90%3.96%3.98%
JEQP.L
JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP
11.00%10.25%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IQQA.DE vs. JEQP.L - Drawdown Comparison

The maximum IQQA.DE drawdown since its inception was -71.63%, which is greater than JEQP.L's maximum drawdown of -23.90%. Use the drawdown chart below to compare losses from any high point for IQQA.DE and JEQP.L.


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Drawdown Indicators


IQQA.DEJEQP.LDifference

Max Drawdown

Largest peak-to-trough decline

-71.63%

-21.99%

-49.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

-5.85%

-5.33%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

Max Drawdown (10Y)

Largest decline over 10 years

-42.23%

Current Drawdown

Current decline from peak

-3.31%

-2.51%

-0.80%

Average Drawdown

Average peak-to-trough decline

-22.92%

-5.45%

-17.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

1.58%

+1.19%

Volatility

IQQA.DE vs. JEQP.L - Volatility Comparison

iShares Euro Dividend UCITS ETF (IQQA.DE) has a higher volatility of 4.90% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 4.60%. This indicates that IQQA.DE's price experiences larger fluctuations and is considered to be riskier 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


IQQA.DEJEQP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

4.60%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.66%

10.14%

-1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

14.01%

16.49%

-2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.66%

16.91%

-2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.32%

16.91%

+0.41%