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JEPQ vs. WINC.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JEPQ vs. WINC.AS

Last updated Jun 9, 2026

JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) and WINC.AS (iShares World Equity High Income UCITS ETF USD Inc) are both exchange-traded funds - JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index, while WINC.AS is a Global Equity Income fund actively managed by iShares. JEPQ is passively managed, while WINC.AS is actively managed. Over the past year, JEPQ returned 25.85% vs 24.54% for WINC.AS. At a 0.44 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.

Performance

JEPQ vs. WINC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JEPQ achieves a 7.44% return, which is significantly lower than WINC.AS's 8.88% return.

JEPQ

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

WINC.AS

1D
0.63%
1M
2.11%
YTD
8.88%
6M
10.29%
1Y
24.54%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

JEPQ vs. WINC.AS - Yearly Performance Comparison

2026 (YTD)20252024
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		7.44%15.18%13.86%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc		8.88%21.56%8.92%

Correlation

The correlation between JEPQ and WINC.AS is 0.55, 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

0.55

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2024

0.44

The correlation between JEPQ and WINC.AS shifts across timeframes, from 0.44 (all time) to 0.55 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JPMorgan Nasdaq Equity Premium Income ETF

iShares World Equity High Income UCITS ETF USD Inc

Often compared with JEPQ:
JEPQ vs. JEPIJEPQ vs. QQQIJEPQ vs. QQQJEPQ vs. SCHDJEPQ vs. QYLDJEPQ vs. GPIQJEPQ vs. SPYI
Often compared with WINC.AS:
WINC.AS vs. JEPG.LWINC.AS vs. JEQP.LWINC.AS vs. VWRL.ASWINC.AS vs. SWDA.LWINC.AS vs. TDGB.LWINC.AS vs. QQQIWINC.AS vs. VGVE.DE

Return for Risk

JEPQ vs. WINC.AS — 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
WINC.AS
WINC.AS Risk / Return Rank: 7575
Overall Rank
WINC.AS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WINC.AS Sortino Ratio Rank: 7979
Sortino Ratio Rank
WINC.AS Omega Ratio Rank: 7171
Omega Ratio Rank
WINC.AS Calmar Ratio Rank: 7373
Calmar Ratio Rank
WINC.AS Martin Ratio Rank: 7979
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. WINC.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). 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.

JEPQWINC.ASDifference
Sharpe ratioReturn per unit of total volatility
2.13
2.32

-0.18

Sortino ratioReturn per unit of downside risk
2.79
3.49

-0.69

Omega ratioGain probability vs. loss probability

1.42

1.42

0.00

Calmar ratioReturn relative to maximum drawdown

2.95

3.61

-0.66

Martin ratioReturn relative to average drawdown

14.33

15.27

-0.94

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JEPQ vs. WINC.AS - Sharpe Ratio Comparison

The current JEPQ Sharpe Ratio is 2.13, which is comparable to the WINC.AS Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of JEPQ and WINC.AS, 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

JEPQWINC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

2.32

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

1.61

-0.64

Drawdowns

JEPQ vs. WINC.AS - Drawdown Comparison

The maximum JEPQ drawdown since its inception was -20.07%, which is greater than WINC.AS's maximum drawdown of -14.81%. Use the drawdown chart below to compare losses from any high point for JEPQ and WINC.AS.

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Drawdown Indicators

JEPQWINC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-20.07%

-14.81%

-5.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-6.77%

-2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-20.07%

—

—

Current Drawdown

Current decline from peak

-2.02%

-0.35%

-1.67%

Average Drawdown

Average peak-to-trough decline

-3.42%

-1.53%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.60%

+0.21%

Volatility

JEPQ vs. WINC.AS - Volatility Comparison

JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a higher volatility of 3.65% compared to iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) at 3.03%. This indicates that JEPQ's price experiences larger fluctuations and is considered to be riskier than WINC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JEPQWINC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

3.03%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.66%

8.26%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

10.59%

+1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.67%

13.84%

+2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

13.84%

+2.83%

JEPQ vs. WINC.AS - Expense Ratio Comparison

Both JEPQ and WINC.AS have an expense ratio of 0.35%.

Dividends

JEPQ vs. WINC.AS - Dividend Comparison

JEPQ's dividend yield for the trailing twelve months is around 10.26%, more than WINC.AS's 9.64% yield.

PositionTTM2025202420232022
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		10.26%10.53%9.65%10.03%9.44%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc		9.64%9.38%4.88%0.00%0.00%

Frequently Asked Questions

JEPQ and WINC.AS have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JEPQ and WINC.AS have the same expense ratio: 0.35% per year.

JEPQ is categorized as Nasdaq-100, while WINC.AS is Global Equity Income. They also come from different issuers: JPMorgan and iShares.

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