JEPQ.L vs. EXSH.DE
JEPQ.L (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both exchange-traded funds - JEPQ.L is a Nasdaq-100 fund actively managed by JPMorgan, while EXSH.DE is a Europe Equities fund tracking the STOXX® Europe Select Dividend 30. JEPQ.L is actively managed, while EXSH.DE is passively managed. Over the past year, JEPQ.L returned 25.64% vs 33.26% for EXSH.DE. At a 0.37 correlation, their price movements are largely independent. JEPQ.L charges 0.35%/yr vs 0.32%/yr for EXSH.DE.
Performance
JEPQ.L vs. EXSH.DE - Performance Comparison
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Different Trading Currencies
JEPQ.L is traded in USD, while EXSH.DE is traded in EUR. To make them comparable, the EXSH.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JEPQ.L achieves a 7.27% return, which is significantly lower than EXSH.DE's 13.11% return.
JEPQ.L
- 1D
- 2.15%
- 1M
- 1.07%
- YTD
- 7.27%
- 6M
- 9.24%
- 1Y
- 25.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EXSH.DE
- 1D
- 1.76%
- 1M
- 1.47%
- YTD
- 13.11%
- 6M
- 17.81%
- 1Y
- 33.26%
- 3Y*
- 25.55%
- 5Y*
- 11.05%
- 10Y*
- 10.76%
JEPQ.L vs. EXSH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 7.27% | 14.79% | 3.73% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 13.11% | 63.43% | -4.77% |
Correlation
The correlation between JEPQ.L and EXSH.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.37 |
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Return for Risk
JEPQ.L vs. EXSH.DE — Risk / Return Rank
JEPQ.L
EXSH.DE
JEPQ.L vs. EXSH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) and iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JEPQ.L | EXSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.81 | -0.72 |
| Martin ratioReturn relative to average drawdown | 13.20 | 12.30 | +0.90 |
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Drawdowns
JEPQ.L vs. EXSH.DE - Drawdown Comparison
The maximum JEPQ.L drawdown since its inception was -20.08%, smaller than the maximum EXSH.DE drawdown of -72.18%. Use the drawdown chart below to compare losses from any high point for JEPQ.L and EXSH.DE.
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Drawdown Indicators
| JEPQ.L | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.08% | -72.18% | +52.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -8.69% | +0.38% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.53% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.17% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.79% | — |
Current DrawdownCurrent decline from peak | -2.19% | -1.75% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -31.19% | +28.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.70% | -0.76% |
Volatility
JEPQ.L vs. EXSH.DE - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) is 3.59%, while iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) has a volatility of 4.59%. This indicates that JEPQ.L experiences smaller price fluctuations and is considered to be less risky than EXSH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPQ.L | EXSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 4.59% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 11.81% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 14.42% | -2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 18.05% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 19.36% | -3.10% |
JEPQ.L vs. EXSH.DE - Expense Ratio Comparison
JEPQ.L has a 0.35% expense ratio, which is higher than EXSH.DE's 0.32% expense ratio.
Dividends
JEPQ.L vs. EXSH.DE - Dividend Comparison
JEPQ.L's dividend yield for the trailing twelve months is around 10.01%, more than EXSH.DE's 4.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.44% | 5.06% | 5.08% | 5.55% | 5.26% | 3.26% | 3.11% | 3.90% | 3.85% | 4.36% | 4.33% | 3.44% |
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.01% | 10.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEPQ.L and EXSH.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSH.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSH.DE is cheaper with a 0.32% expense ratio, compared with 0.35% for JEPQ.L.
JEPQ.L is categorized as Nasdaq-100, while EXSH.DE is Europe Equities. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JEPQ.L and 0.32% for EXSH.DE.
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