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IS3B.DE vs. JEQP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3B.DE vs. JEQP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Corporate Bond Financials UCITS ETF (IS3B.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.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, IS3B.DE achieves a 0.39% return, which is significantly lower than JEQP.DE's 8.94% return.


IS3B.DE

1D
0.11%
1M
0.64%
YTD
0.39%
6M
0.28%
1Y
1.99%
3Y*
5.22%
5Y*
0.42%
10Y*
1.25%

JEQP.DE

1D
-0.38%
1M
3.80%
YTD
8.94%
6M
8.34%
1Y
23.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3B.DE vs. JEQP.DE - Yearly Performance Comparison


Correlation

The correlation between IS3B.DE and JEQP.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2024

0.19

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Return for Risk

IS3B.DE vs. JEQP.DE — Risk / Return Rank

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

IS3B.DE
IS3B.DE Risk / Return Rank: 1919
Overall Rank
IS3B.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IS3B.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
IS3B.DE Omega Ratio Rank: 1919
Omega Ratio Rank
IS3B.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
IS3B.DE Martin Ratio Rank: 2222
Martin Ratio Rank

JEQP.DE
JEQP.DE Risk / Return Rank: 6767
Overall Rank
JEQP.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JEQP.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
JEQP.DE Omega Ratio Rank: 6161
Omega Ratio Rank
JEQP.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
JEQP.DE Martin Ratio Rank: 7575
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.

IS3B.DE vs. JEQP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Corporate Bond Financials UCITS ETF (IS3B.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.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.


IS3B.DEJEQP.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.41

Sortino ratioReturn per unit of downside risk

-1.88

Omega ratioGain probability vs. loss probability

1.12

1.37

-0.25

Calmar ratioReturn relative to maximum drawdown

0.73

4.09

-3.36

Martin ratioReturn relative to average drawdown

2.62

14.09

-11.47

IS3B.DE vs. JEQP.DE - Sharpe Ratio Comparison

The current IS3B.DE Sharpe Ratio is 0.58, which is lower than the JEQP.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of IS3B.DE and JEQP.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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Sharpe Ratios by Period


IS3B.DEJEQP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.99

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.45

+0.02

Drawdowns

IS3B.DE vs. JEQP.DE - Drawdown Comparison

The maximum IS3B.DE drawdown since its inception was -17.06%, smaller than the maximum JEQP.DE drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for IS3B.DE and JEQP.DE.


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Drawdown Indicators


IS3B.DEJEQP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.06%

-24.10%

+7.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-5.85%

+3.14%

Max Drawdown (3Y)

Largest decline over 3 years

-2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-17.06%

Max Drawdown (10Y)

Largest decline over 10 years

-17.06%

Current Drawdown

Current decline from peak

-0.77%

-0.38%

-0.39%

Average Drawdown

Average peak-to-trough decline

-2.97%

-6.27%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

1.70%

-0.94%

Volatility

IS3B.DE vs. JEQP.DE - Volatility Comparison

The current volatility for iShares Euro Corporate Bond Financials UCITS ETF (IS3B.DE) is 1.03%, while JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) has a volatility of 1.57%. This indicates that IS3B.DE experiences smaller price fluctuations and is considered to be less risky than JEQP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3B.DEJEQP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.57%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.16%

8.52%

-5.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

12.02%

-8.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.18%

16.60%

-12.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.35%

16.60%

-12.25%

IS3B.DE vs. JEQP.DE - Expense Ratio Comparison

IS3B.DE has a 0.20% expense ratio, which is lower than JEQP.DE's 0.35% expense ratio.


Dividends

IS3B.DE vs. JEQP.DE - Dividend Comparison

IS3B.DE's dividend yield for the trailing twelve months is around 3.19%, less than JEQP.DE's 8.74% yield.


PositionTTM20252024202320222021202020192018201720162015
IS3B.DE
iShares Euro Corporate Bond Financials UCITS ETF
3.19%3.08%2.95%2.42%1.00%0.75%0.97%1.09%1.10%1.12%1.52%1.70%
JEQP.DE
JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)
8.74%9.22%0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IS3B.DE and JEQP.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3B.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3B.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JEQP.DE.

IS3B.DE is categorized as European Corporate Bonds, while JEQP.DE is Nasdaq-100. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for IS3B.DE and 0.35% for JEQP.DE.

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