JEPQ vs. EUNY.DE
JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) and EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) are both exchange-traded funds - JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index, while EUNY.DE is a Emerging Markets Equities fund tracking the Dow Jones Emerging Markets Select Dividend. Both are passively managed. Over the past 3 years, JEPQ returned 20.04%/yr vs 20.45%/yr for EUNY.DE. At a 0.39 correlation, their price movements are largely independent. JEPQ charges 0.35%/yr vs 0.65%/yr for EUNY.DE.
Performance
JEPQ vs. EUNY.DE - Performance Comparison
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Different Trading Currencies
JEPQ is traded in USD, while EUNY.DE is traded in EUR. To make them comparable, the EUNY.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JEPQ achieves a 7.44% return, which is significantly lower than EUNY.DE's 10.16% return.
JEPQ
- 1D
- 1.24%
- 1M
- 0.97%
- YTD
- 7.44%
- 6M
- 7.26%
- 1Y
- 25.85%
- 3Y*
- 20.04%
- 5Y*
- —
- 10Y*
- —
EUNY.DE
- 1D
- -0.45%
- 1M
- -3.77%
- YTD
- 10.16%
- 6M
- 12.47%
- 1Y
- 27.56%
- 3Y*
- 20.45%
- 5Y*
- 4.30%
- 10Y*
- 7.38%
JEPQ vs. EUNY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.44% | 15.18% | 24.85% | 36.28% | -12.89% |
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 10.16% | 28.66% | 5.96% | 19.01% | -12.69% |
Correlation
The correlation between JEPQ and EUNY.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.39 |
The correlation between JEPQ and EUNY.DE shifts across timeframes, from 0.36 (3 years) to 0.49 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JEPQ vs. EUNY.DE — Risk / Return Rank
JEPQ
EUNY.DE
JEPQ vs. EUNY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and iShares Emerging Markets Dividend UCITS ETF (EUNY.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 | EUNY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.35 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 4.80 | -1.85 |
| Martin ratioReturn relative to average drawdown | 14.33 | 13.42 | +0.91 |
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 | EUNY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.06 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.25 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.18 | +0.78 |
Drawdowns
JEPQ vs. EUNY.DE - Drawdown Comparison
The maximum JEPQ drawdown since its inception was -20.07%, smaller than the maximum EUNY.DE drawdown of -48.41%. Use the drawdown chart below to compare losses from any high point for JEPQ and EUNY.DE.
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Drawdown Indicators
| JEPQ | EUNY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.07% | -48.41% | +28.34% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -5.73% | -3.09% |
Max Drawdown (3Y)Largest decline over 3 years | -20.07% | -14.74% | -5.33% |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.81% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.81% | — |
Current DrawdownCurrent decline from peak | -2.02% | -3.96% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -3.42% | -15.76% | +12.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 2.05% | -0.24% |
Volatility
JEPQ vs. EUNY.DE - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) is 3.65%, while iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a volatility of 5.13%. This indicates that JEPQ experiences smaller price fluctuations and is considered to be less risky than EUNY.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 | EUNY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 5.13% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 11.02% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 13.37% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 17.37% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.67% | 17.83% | -1.16% |
JEPQ vs. EUNY.DE - Expense Ratio Comparison
JEPQ has a 0.35% expense ratio, which is lower than EUNY.DE's 0.65% expense ratio.
Dividends
JEPQ vs. EUNY.DE - Dividend Comparison
JEPQ's dividend yield for the trailing twelve months is around 10.26%, more than EUNY.DE's 5.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 5.32% | 5.82% | 7.72% | 8.04% | 9.56% | 6.35% | 5.09% | 5.57% | 5.65% | 4.09% | 4.35% | 6.37% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.26% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEPQ and EUNY.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPQ is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPQ is cheaper with a 0.35% expense ratio, compared with 0.65% for EUNY.DE.
JEPQ is categorized as Nasdaq-100, while EUNY.DE is Emerging Markets Equities. JEPQ tracks Nasdaq-100 Index, while EUNY.DE tracks Dow Jones Emerging Markets Select Dividend. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JEPQ and 0.65% for EUNY.DE.
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