JEPQ.L vs. NESP.L
JEPQ.L (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) and NESP.L (Invesco Nasdaq-100 ESG UCITS ETF Acc) are both Nasdaq-100 funds. JEPQ.L is actively managed, while NESP.L is passively managed. Over the past year, JEPQ.L returned 22.59% vs 31.10% for NESP.L. Their correlation of 0.84 suggests significant overlap in exposure. JEPQ.L charges 0.35%/yr vs 0.25%/yr for NESP.L.
Performance
JEPQ.L vs. NESP.L - Performance Comparison
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Different Trading Currencies
JEPQ.L is traded in USD, while NESP.L is traded in GBp. To make them comparable, the NESP.L 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 8.88% return, which is significantly lower than NESP.L's 17.76% return.
JEPQ.L
- 1D
- -0.51%
- 1M
- -0.66%
- 6M
- 8.88%
- YTD
- 8.88%
- 1Y
- 22.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NESP.L
- 1D
- 0.00%
- 1M
- -2.26%
- 6M
- 18.13%
- YTD
- 17.76%
- 1Y
- 31.10%
- 3Y*
- 25.30%
- 5Y*
- —
- 10Y*
- —
JEPQ.L vs. NESP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.88% | 14.79% | 4.48% |
NESP.L Invesco Nasdaq-100 ESG UCITS ETF Acc | 17.76% | 21.29% | 3.61% |
Correlation
The correlation between JEPQ.L and NESP.L is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.84 |
The correlation between JEPQ.L and NESP.L has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.
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Return for Risk
JEPQ.L vs. NESP.L — Risk / Return Rank
JEPQ.L
NESP.L
JEPQ.L vs. NESP.L - 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 Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.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.
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 | NESP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.30 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 2.57 | +0.15 |
| Martin ratioReturn relative to average drawdown | 11.26 | 8.67 | +2.59 |
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Drawdowns
JEPQ.L vs. NESP.L - Drawdown Comparison
The maximum JEPQ.L drawdown since its inception was -20.08%, smaller than the maximum NESP.L drawdown of -49.60%. Use the drawdown chart below to compare losses from any high point for JEPQ.L and NESP.L.
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Drawdown Indicators
| JEPQ.L | NESP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.08% | -49.60% | +29.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -12.18% | +3.87% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.01% | — |
Current DrawdownCurrent decline from peak | -1.48% | -2.82% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -18.77% | +16.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 3.59% | -1.58% |
Volatility
JEPQ.L vs. NESP.L - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) is 4.79%, while Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) has a volatility of 6.85%. This indicates that JEPQ.L experiences smaller price fluctuations and is considered to be less risky than NESP.L 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 | NESP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | 6.85% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 14.24% | -3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 18.07% | -4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.29% | 24.77% | -8.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 24.77% | -8.48% |
JEPQ.L vs. NESP.L - Expense Ratio Comparison
JEPQ.L has a 0.35% expense ratio, which is higher than NESP.L's 0.25% expense ratio.
Dividends
JEPQ.L vs. NESP.L - Dividend Comparison
JEPQ.L's dividend yield for the trailing twelve months is around 10.11%, while NESP.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.11% | 10.06% | 0.74% |
NESP.L Invesco Nasdaq-100 ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEPQ.L and NESP.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NESP.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NESP.L is cheaper with a 0.25% expense ratio, compared with 0.35% for JEPQ.L.
They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.35% for JEPQ.L and 0.25% for NESP.L.
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