IWDA.AS vs. JEPQ
IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - IWDA.AS is a Global Equities fund tracking the MSCI World Index, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. Both are passively managed. Over the past 3 years, IWDA.AS returned 17.53%/yr vs 17.27%/yr for JEPQ. A 0.55 correlation means they provide meaningful diversification when combined. IWDA.AS charges 0.20%/yr vs 0.35%/yr for JEPQ.
Performance
IWDA.AS vs. JEPQ - Performance Comparison
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Different Trading Currencies
IWDA.AS is traded in EUR, while JEPQ is traded in USD. To make them comparable, the JEPQ values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IWDA.AS achieves a 11.06% return, which is significantly higher than JEPQ's 9.42% return.
IWDA.AS
- 1D
- -0.03%
- 1M
- 3.65%
- YTD
- 11.06%
- 6M
- 11.08%
- 1Y
- 23.22%
- 3Y*
- 17.53%
- 5Y*
- 12.88%
- 10Y*
- 12.81%
JEPQ
- 1D
- 1.12%
- 1M
- 3.17%
- YTD
- 9.42%
- 6M
- 8.22%
- 1Y
- 24.32%
- 3Y*
- 17.27%
- 5Y*
- —
- 10Y*
- —
IWDA.AS vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 11.06% | 7.08% | 27.23% | 19.89% | -7.13% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.42% | 1.51% | 33.09% | 32.20% | -13.53% |
Correlation
The correlation between IWDA.AS and JEPQ 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 (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.55 |
The correlation between IWDA.AS and JEPQ has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.
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Return for Risk
IWDA.AS vs. JEPQ — Risk / Return Rank
IWDA.AS
JEPQ
IWDA.AS vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.
| IWDA.AS | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 3.95 | -0.31 |
| Martin ratioReturn relative to average drawdown | 14.53 | 15.50 | -0.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWDA.AS | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.93 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.81 | +0.01 |
Drawdowns
IWDA.AS vs. JEPQ - Drawdown Comparison
The maximum IWDA.AS drawdown since its inception was -33.63%, which is greater than JEPQ's maximum drawdown of -24.78%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and JEPQ.
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Drawdown Indicators
| IWDA.AS | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.63% | -24.78% | -8.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.45% | -6.18% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -21.59% | -24.78% | +3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -21.59% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | — | — |
Current DrawdownCurrent decline from peak | -0.34% | -1.38% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -5.17% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.57% | +0.06% |
Volatility
IWDA.AS vs. JEPQ - Volatility Comparison
The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) is 2.62%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 2.89%. This indicates that IWDA.AS experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWDA.AS | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.89% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 9.18% | -1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.90% | 12.66% | -1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 16.95% | -2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 16.95% | -1.96% |
IWDA.AS vs. JEPQ - Expense Ratio Comparison
IWDA.AS has a 0.20% expense ratio, which is lower than JEPQ's 0.35% expense ratio.
Dividends
IWDA.AS vs. JEPQ - Dividend Comparison
IWDA.AS has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.26% | 10.53% | 9.65% | 10.03% | 9.44% |
Frequently Asked Questions
IWDA.AS and JEPQ 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.
On fees, IWDA.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWDA.AS is cheaper with a 0.20% expense ratio, compared with 0.35% for JEPQ.
IWDA.AS is categorized as Global Equities, while JEPQ is Nasdaq-100. IWDA.AS tracks MSCI World Index, while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for IWDA.AS and 0.35% for JEPQ.
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