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JEPQ vs. ISPA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEPQ vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JEPQ is traded in USD, while ISPA.DE is traded in EUR. To make them comparable, the ISPA.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 ISPA.DE's 12.16% return.


JEPQ

1D
1.24%
1M
0.97%
YTD
7.44%
6M
7.26%
1Y
25.85%
3Y*
20.04%
5Y*
10Y*

ISPA.DE

1D
0.60%
1M
0.90%
YTD
12.16%
6M
15.03%
1Y
31.44%
3Y*
21.88%
5Y*
9.96%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JEPQ vs. ISPA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
7.44%15.18%24.85%36.28%-12.89%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
12.16%35.16%6.51%8.11%-1.50%

Correlation

The correlation between JEPQ and ISPA.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (All Time)
Calculated using the full available price history since May 5, 2022

0.39

The correlation between JEPQ and ISPA.DE shifts across timeframes, from 0.31 (3 years) to 0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JEPQ vs. ISPA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEPQ
JEPQ Risk / Return Rank: 7373
Overall Rank
JEPQ Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 7979
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 6565
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 8080
Martin Ratio Rank

ISPA.DE
ISPA.DE Risk / Return Rank: 9393
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JEPQ vs. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.


JEPQISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.42

1.53

-0.11

Calmar ratioReturn relative to maximum drawdown

2.95

5.88

-2.93

Martin ratioReturn relative to average drawdown

14.33

20.02

-5.69

JEPQ vs. ISPA.DE - Sharpe Ratio Comparison

The current JEPQ Sharpe Ratio is 2.13, which is comparable to the ISPA.DE Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of JEPQ and ISPA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JEPQISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

3.02

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.52

+0.45

Drawdowns

JEPQ vs. ISPA.DE - Drawdown Comparison

The maximum JEPQ drawdown since its inception was -20.07%, smaller than the maximum ISPA.DE drawdown of -40.28%. Use the drawdown chart below to compare losses from any high point for JEPQ and ISPA.DE.


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Drawdown Indicators


JEPQISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.07%

-40.28%

+20.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-5.38%

-3.44%

Max Drawdown (3Y)

Largest decline over 3 years

-20.07%

-13.70%

-6.37%

Max Drawdown (5Y)

Largest decline over 5 years

-24.03%

Max Drawdown (10Y)

Largest decline over 10 years

-40.28%

Current Drawdown

Current decline from peak

-2.02%

-1.37%

-0.65%

Average Drawdown

Average peak-to-trough decline

-3.42%

-5.77%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.58%

+0.23%

Volatility

JEPQ vs. ISPA.DE - Volatility Comparison

JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a higher volatility of 3.65% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 3.09%. This indicates that JEPQ's price experiences larger fluctuations and is considered to be riskier than ISPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEPQISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

3.09%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.66%

7.98%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

10.48%

+1.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.67%

14.43%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

16.27%

+0.40%

JEPQ vs. ISPA.DE - Expense Ratio Comparison

JEPQ has a 0.35% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Dividends

JEPQ vs. ISPA.DE - Dividend Comparison

JEPQ's dividend yield for the trailing twelve months is around 10.26%, more than ISPA.DE's 3.75% yield.


PositionTTM20252024202320222021202020192018201720162015
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.75%4.52%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%
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 ISPA.DE have a correlation of 0.47, 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 0.46% for ISPA.DE.

JEPQ is categorized as Nasdaq-100, while ISPA.DE is Global Equities. JEPQ tracks Nasdaq-100 Index, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JEPQ and 0.46% for ISPA.DE.

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