JEPQ.L vs. XSX7.DE
JEPQ.L (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) and XSX7.DE (Xtrackers Stoxx Europe 600 UCITS ETF) are both exchange-traded funds - JEPQ.L is a Nasdaq-100 fund actively managed by JPMorgan, while XSX7.DE is a Europe Equities fund tracking the STOXX® Europe 600. JEPQ.L is actively managed, while XSX7.DE is passively managed. Over the past year, JEPQ.L returned 25.64% vs 17.09% for XSX7.DE. At a 0.49 correlation, their price movements are largely independent. JEPQ.L charges 0.35%/yr vs 0.07%/yr for XSX7.DE.
Performance
JEPQ.L vs. XSX7.DE - Performance Comparison
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Different Trading Currencies
JEPQ.L is traded in USD, while XSX7.DE is traded in EUR. To make them comparable, the XSX7.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 higher than XSX7.DE's 6.17% return.
JEPQ.L
- 1D
- 2.15%
- 1M
- 1.07%
- YTD
- 7.27%
- 6M
- 9.24%
- 1Y
- 25.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XSX7.DE
- 1D
- 0.62%
- 1M
- 1.63%
- YTD
- 6.17%
- 6M
- 8.86%
- 1Y
- 17.09%
- 3Y*
- 17.16%
- 5Y*
- —
- 10Y*
- —
JEPQ.L vs. XSX7.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% |
XSX7.DE Xtrackers Stoxx Europe 600 UCITS ETF | 6.17% | 36.65% | -6.71% |
Correlation
The correlation between JEPQ.L and XSX7.DE is 0.51, 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 | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.49 |
The correlation between JEPQ.L and XSX7.DE has been stable across timeframes, ranging from 0.49 to 0.51 - a consistent structural relationship.
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Return for Risk
JEPQ.L vs. XSX7.DE — Risk / Return Rank
JEPQ.L
XSX7.DE
JEPQ.L vs. XSX7.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 Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.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 | XSX7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.23 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 1.63 | +1.46 |
| Martin ratioReturn relative to average drawdown | 13.20 | 5.81 | +7.39 |
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Drawdowns
JEPQ.L vs. XSX7.DE - Drawdown Comparison
The maximum JEPQ.L drawdown since its inception was -20.08%, which is greater than XSX7.DE's maximum drawdown of -15.03%. Use the drawdown chart below to compare losses from any high point for JEPQ.L and XSX7.DE.
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Drawdown Indicators
| JEPQ.L | XSX7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.08% | -15.03% | -5.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -11.19% | +2.88% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.03% | — |
Current DrawdownCurrent decline from peak | -2.19% | -1.92% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -2.87% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 3.14% | -1.20% |
Volatility
JEPQ.L vs. XSX7.DE - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) is 3.59%, while Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) has a volatility of 4.82%. This indicates that JEPQ.L experiences smaller price fluctuations and is considered to be less risky than XSX7.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 | XSX7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 4.82% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.44% | 12.08% | -2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 14.66% | -2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 15.20% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 15.20% | +1.06% |
JEPQ.L vs. XSX7.DE - Expense Ratio Comparison
JEPQ.L has a 0.35% expense ratio, which is higher than XSX7.DE's 0.07% expense ratio.
Dividends
JEPQ.L vs. XSX7.DE - Dividend Comparison
JEPQ.L's dividend yield for the trailing twelve months is around 10.01%, more than XSX7.DE's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.01% | 10.06% | 0.00% | 0.00% |
XSX7.DE Xtrackers Stoxx Europe 600 UCITS ETF | 2.59% | 2.67% | 3.32% | 2.25% |
Frequently Asked Questions
JEPQ.L and XSX7.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSX7.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX7.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for JEPQ.L.
JEPQ.L is categorized as Nasdaq-100, while XSX7.DE is Europe Equities. They also come from different issuers: JPMorgan and Xtrackers. Their fees differ too: 0.35% for JEPQ.L and 0.07% for XSX7.DE.
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