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JCE vs. WINC.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

JCE vs. WINC.AS

Last updated Apr 1, 2026

Compare and contrast key facts about Nuveen Core Equity Alpha Fund (JCE) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS).

JCE is an actively managed fund by Nuveen. It was launched on Mar 27, 2007. WINC.AS is an actively managed fund by iShares. It was launched on Mar 26, 2024.

Performance

JCE vs. WINC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Core Equity Alpha Fund (JCE) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). The values are adjusted to include any dividend payments, if applicable.

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JCE vs. WINC.AS - Yearly Performance Comparison

2026 (YTD)20252024
JCE
Nuveen Core Equity Alpha Fund		-5.16%9.06%22.94%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc		-2.66%21.56%8.92%

Returns By Period

In the year-to-date period, JCE achieves a -5.16% return, which is significantly lower than WINC.AS's -2.66% return.

JCE

1D
4.75%
1M
-4.62%
YTD
-5.16%
6M
-1.92%
1Y
10.24%
3Y*
16.14%
5Y*
11.11%
10Y*
11.60%

WINC.AS

1D
0.69%
1M
-5.84%
YTD
-2.66%
6M
1.96%
1Y
19.32%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Nuveen Core Equity Alpha Fund

iShares World Equity High Income UCITS ETF USD Inc

Often compared with JCE:
JCE vs. QQQJCE vs. JPSTJCE vs. QQQXJCE vs. EXGJCE vs. TILIXJCE vs. ADXJCE vs. NPSRX
Often compared with WINC.AS:
WINC.AS vs. JEPQWINC.AS vs. JEPG.LWINC.AS vs. JEQP.LWINC.AS vs. SWDA.LWINC.AS vs. QQQIWINC.AS vs. VWRL.ASWINC.AS vs. TDGB.L

JCE vs. WINC.AS - Expense Ratio Comparison

JCE has a 1.00% expense ratio, which is higher than WINC.AS's 0.35% expense ratio.

JCE
Nuveen Core Equity Alpha Fund
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc

Return for Risk

JCE vs. WINC.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JCE
JCE Risk / Return Rank: 2828
Overall Rank
JCE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
JCE Sortino Ratio Rank: 2424
Sortino Ratio Rank
JCE Omega Ratio Rank: 2222
Omega Ratio Rank
JCE Calmar Ratio Rank: 3535
Calmar Ratio Rank
JCE Martin Ratio Rank: 3838
Martin Ratio Rank
WINC.AS
WINC.AS Risk / Return Rank: 7777
Overall Rank
WINC.AS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WINC.AS Sortino Ratio Rank: 7878
Sortino Ratio Rank
WINC.AS Omega Ratio Rank: 7979
Omega Ratio Rank
WINC.AS Calmar Ratio Rank: 7070
Calmar Ratio Rank
WINC.AS Martin Ratio Rank: 8383
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.

JCE vs. WINC.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Core Equity Alpha Fund (JCE) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). 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.

JCEWINC.ASDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.39

-0.82

Sortino ratio

Return per unit of downside risk

0.96

1.94

-0.98

Omega ratio

Gain probability vs. loss probability

1.13

1.29

-0.16

Calmar ratio

Return relative to maximum drawdown

0.96

1.70

-0.74

Martin ratio

Return relative to average drawdown

4.01

8.88

-4.86

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JCE vs. WINC.AS - Sharpe Ratio Comparison

The current JCE Sharpe Ratio is 0.57, which is lower than the WINC.AS Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of JCE and WINC.AS, 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

JCEWINC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.39

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.20

-0.79

Correlation

The correlation between JCE and WINC.AS is 0.35, 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

JCE vs. WINC.AS - Dividend Comparison

JCE's dividend yield for the trailing twelve months is around 8.80%, less than WINC.AS's 9.72% yield.

TTM20252024202320222021202020192018201720162015
JCE
Nuveen Core Equity Alpha Fund		8.80%8.03%8.05%9.45%17.22%9.89%6.57%6.84%9.23%17.33%8.68%19.27%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc		9.72%9.38%4.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JCE vs. WINC.AS - Drawdown Comparison

The maximum JCE drawdown since its inception was -57.63%, which is greater than WINC.AS's maximum drawdown of -14.81%. Use the drawdown chart below to compare losses from any high point for JCE and WINC.AS.

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Drawdown Indicators

JCEWINC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-57.63%

-14.81%

-42.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-10.81%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-30.24%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-43.56%

—

—

Current Drawdown

Current decline from peak

-6.63%

-6.13%

-0.50%

Average Drawdown

Average peak-to-trough decline

-9.33%

-1.60%

-7.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.07%

+0.80%

Volatility

JCE vs. WINC.AS - Volatility Comparison

Nuveen Core Equity Alpha Fund (JCE) has a higher volatility of 6.95% compared to iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) at 4.47%. This indicates that JCE's price experiences larger fluctuations and is considered to be riskier than WINC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JCEWINC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

4.47%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

7.48%

+3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

14.00%

+4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.92%

13.89%

+9.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.52%

13.89%

+8.63%