JEPQ.TO vs. XQQU.TO
JEPQ.TO (JPMorgan Nasdaq Equity Premium Income Active ETF) and XQQU.TO (iShares NASDAQ 100 Index ETF) are both Nasdaq-100 funds. JEPQ.TO is actively managed, while XQQU.TO is passively managed. Over the past year, JEPQ.TO returned 31.41% vs 43.63% for XQQU.TO. Their correlation of 0.90 suggests significant overlap in exposure. JEPQ.TO charges 0.35%/yr vs 0.39%/yr for XQQU.TO.
Performance
JEPQ.TO vs. XQQU.TO - Performance Comparison
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Returns By Period
In the year-to-date period, JEPQ.TO achieves a 11.09% return, which is significantly lower than XQQU.TO's 22.83% return.
JEPQ.TO
- 1D
- 0.41%
- 1M
- 6.30%
- YTD
- 11.09%
- 6M
- 9.59%
- 1Y
- 31.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XQQU.TO
- 1D
- 0.47%
- 1M
- 13.16%
- YTD
- 22.83%
- 6M
- 19.29%
- 1Y
- 43.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPQ.TO vs. XQQU.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPQ.TO JPMorgan Nasdaq Equity Premium Income Active ETF | 11.09% | 10.46% | 15.40% |
XQQU.TO iShares NASDAQ 100 Index ETF | 22.83% | 15.17% | 13.33% |
Correlation
The correlation between JEPQ.TO and XQQU.TO is 0.86, 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 | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2024 | 0.90 |
The correlation between JEPQ.TO and XQQU.TO has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
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Return for Risk
JEPQ.TO vs. XQQU.TO — Risk / Return Rank
JEPQ.TO
XQQU.TO
JEPQ.TO vs. XQQU.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) and iShares NASDAQ 100 Index ETF (XQQU.TO). 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.TO | XQQU.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.49 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 3.61 | +0.47 |
| Martin ratioReturn relative to average drawdown | 16.30 | 11.54 | +4.76 |
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.TO | XQQU.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.51 | 2.81 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.34 | 1.61 | -0.27 |
Drawdowns
JEPQ.TO vs. XQQU.TO - Drawdown Comparison
The maximum JEPQ.TO drawdown since its inception was -20.05%, smaller than the maximum XQQU.TO drawdown of -22.68%. Use the drawdown chart below to compare losses from any high point for JEPQ.TO and XQQU.TO.
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Drawdown Indicators
| JEPQ.TO | XQQU.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.05% | -22.68% | +2.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -12.16% | +4.42% |
Current DrawdownCurrent decline from peak | -0.40% | 0.00% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -3.36% | -3.37% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 3.79% | -1.86% |
Volatility
JEPQ.TO vs. XQQU.TO - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) is 4.05%, while iShares NASDAQ 100 Index ETF (XQQU.TO) has a volatility of 4.36%. This indicates that JEPQ.TO experiences smaller price fluctuations and is considered to be less risky than XQQU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPQ.TO | XQQU.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 4.36% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 11.78% | -1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.58% | 15.61% | -3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 19.77% | -2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 19.77% | -2.42% |
JEPQ.TO vs. XQQU.TO - Expense Ratio Comparison
JEPQ.TO has a 0.35% expense ratio, which is lower than XQQU.TO's 0.39% expense ratio.
Dividends
JEPQ.TO vs. XQQU.TO - Dividend Comparison
JEPQ.TO's dividend yield for the trailing twelve months is around 10.00%, more than XQQU.TO's 0.21% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JEPQ.TO JPMorgan Nasdaq Equity Premium Income Active ETF | 10.00% | 10.34% | 5.50% | 0.00% |
XQQU.TO iShares NASDAQ 100 Index ETF | 0.21% | 0.26% | 0.20% | 0.10% |
Frequently Asked Questions
JEPQ.TO and XQQU.TO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPQ.TO is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPQ.TO is cheaper with a 0.35% expense ratio, compared with 0.39% for XQQU.TO.
They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JEPQ.TO and 0.39% for XQQU.TO.
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