JEPQ.L vs. JEQP.DE
JEPQ.L (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) and JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both Nasdaq-100 funds from JPMorgan. Both are actively managed. Over the past year, JEPQ.L returned 28.89% vs 26.14% for JEQP.DE. A 0.79 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
JEPQ.L vs. JEQP.DE - Performance Comparison
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Different Trading Currencies
JEPQ.L is traded in USD, while JEQP.DE is traded in EUR. To make them comparable, the JEQP.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 8.75% return, which is significantly higher than JEQP.DE's 7.69% return.
JEPQ.L
- 1D
- -0.84%
- 1M
- 3.66%
- YTD
- 8.75%
- 6M
- 10.24%
- 1Y
- 28.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEQP.DE
- 1D
- -0.26%
- 1M
- 2.95%
- YTD
- 7.69%
- 6M
- 8.75%
- 1Y
- 26.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPQ.L vs. JEQP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.75% | 14.77% | 2.89% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 7.69% | 13.66% | 2.50% |
Correlation
The correlation between JEPQ.L and JEQP.DE is 0.74, 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 | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.79 |
The correlation between JEPQ.L and JEQP.DE has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.
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Return for Risk
JEPQ.L vs. JEQP.DE — Risk / Return Rank
JEPQ.L
JEQP.DE
JEPQ.L vs. JEQP.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 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.
| JEPQ.L | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.40 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 2.99 | +0.48 |
| Martin ratioReturn relative to average drawdown | 15.39 | 12.56 | +2.83 |
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
| JEPQ.L | JEQP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 2.13 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.72 | +0.36 |
Drawdowns
JEPQ.L vs. JEQP.DE - Drawdown Comparison
The maximum JEPQ.L drawdown since its inception was -20.10%, roughly equal to the maximum JEQP.DE drawdown of -20.70%. Use the drawdown chart below to compare losses from any high point for JEPQ.L and JEQP.DE.
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Drawdown Indicators
| JEPQ.L | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.10% | -20.70% | +0.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -8.70% | +0.42% |
Current DrawdownCurrent decline from peak | -0.84% | -0.35% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -2.77% | -3.51% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 2.08% | -0.21% |
Volatility
JEPQ.L vs. JEQP.DE - Volatility Comparison
JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) has a higher volatility of 1.99% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) at 1.46%. This indicates that JEPQ.L's price experiences larger fluctuations and is considered to be riskier 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
| JEPQ.L | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.99% | 1.46% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | 9.03% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 12.24% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 16.81% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 16.81% | -0.82% |
JEPQ.L vs. JEQP.DE - Expense Ratio Comparison
Both JEPQ.L and JEQP.DE have an expense ratio of 0.35%.
Dividends
JEPQ.L vs. JEQP.DE - Dividend Comparison
JEPQ.L's dividend yield for the trailing twelve months is around 10.20%, more than JEQP.DE's 8.74% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.20% | 10.06% | 0.74% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.74% | 9.22% | 0.69% |
Frequently Asked Questions
JEPQ.L and JEQP.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JEPQ.L and JEQP.DE have the same expense ratio: 0.35% per year.
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