IWSZ.L vs. JEPQ.L
Compare and contrast key facts about iShares MSCI World Mid-Cap Equal Weight UCITS ETF (IWSZ.L) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L).
IWSZ.L and JEPQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWSZ.L is a passively managed fund by iShares that tracks the performance of the MSCI World Mid-Cap Equal Weighted Index. It was launched on Oct 3, 2014. JEPQ.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024.
Performance
IWSZ.L vs. JEPQ.L - Performance Comparison
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IWSZ.L vs. JEPQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IWSZ.L iShares MSCI World Mid-Cap Equal Weight UCITS ETF | 0.73% | 21.40% | -2.28% |
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | -1.93% | 14.77% | 2.89% |
Returns By Period
In the year-to-date period, IWSZ.L achieves a 0.73% return, which is significantly higher than JEPQ.L's -1.93% return.
IWSZ.L
- 1D
- 2.95%
- 1M
- -5.15%
- YTD
- 0.73%
- 6M
- 4.34%
- 1Y
- 20.15%
- 3Y*
- 12.65%
- 5Y*
- 5.40%
- 10Y*
- 8.15%
JEPQ.L
- 1D
- 3.16%
- 1M
- -1.60%
- YTD
- -1.93%
- 6M
- 3.02%
- 1Y
- 21.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IWSZ.L vs. JEPQ.L - Expense Ratio Comparison
IWSZ.L has a 0.30% expense ratio, which is lower than JEPQ.L's 0.35% expense ratio.
Return for Risk
IWSZ.L vs. JEPQ.L — Risk / Return Rank
IWSZ.L
JEPQ.L
IWSZ.L vs. JEPQ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Mid-Cap Equal Weight UCITS ETF (IWSZ.L) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.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.
| IWSZ.L | JEPQ.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 1.33 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.95 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.29 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.54 | -0.44 |
Martin ratioReturn relative to average drawdown | 7.96 | 10.66 | -2.71 |
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
| IWSZ.L | JEPQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 1.33 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.67 | -0.23 |
Correlation
The correlation between IWSZ.L and JEPQ.L is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IWSZ.L vs. JEPQ.L - Dividend Comparison
IWSZ.L has not paid dividends to shareholders, while JEPQ.L's dividend yield for the trailing twelve months is around 11.07%.
| TTM | 2025 | 2024 | |
|---|---|---|---|
IWSZ.L iShares MSCI World Mid-Cap Equal Weight UCITS ETF | 0.00% | 0.00% | 0.00% |
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 11.07% | 10.06% | 0.74% |
Drawdowns
IWSZ.L vs. JEPQ.L - Drawdown Comparison
The maximum IWSZ.L drawdown since its inception was -38.11%, which is greater than JEPQ.L's maximum drawdown of -20.10%. Use the drawdown chart below to compare losses from any high point for IWSZ.L and JEPQ.L.
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Drawdown Indicators
| IWSZ.L | JEPQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.11% | -20.10% | -18.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -11.21% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -30.13% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | — | — |
Current DrawdownCurrent decline from peak | -6.09% | -4.68% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -3.03% | -3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.97% | +0.53% |
Volatility
IWSZ.L vs. JEPQ.L - Volatility Comparison
The current volatility for iShares MSCI World Mid-Cap Equal Weight UCITS ETF (IWSZ.L) is 5.19%, while JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) has a volatility of 5.59%. This indicates that IWSZ.L experiences smaller price fluctuations and is considered to be less risky than JEPQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWSZ.L | JEPQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 5.59% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 8.55% | 10.17% | -1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 16.42% | -2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 16.54% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.51% | 16.54% | -0.03% |