JEQA.DE vs. ANAU.DE
JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) and ANAU.DE (AXA IM NASDAQ 100 UCITS ETF - USD Acc) are both Nasdaq-100 funds. JEQA.DE is actively managed, while ANAU.DE is passively managed. Over the past year, JEQA.DE returned 26.19% vs 38.19% for ANAU.DE. Their correlation of 0.86 suggests significant overlap in exposure. JEQA.DE charges 0.35%/yr vs 0.14%/yr for ANAU.DE.
Performance
JEQA.DE vs. ANAU.DE - Performance Comparison
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Different Trading Currencies
JEQA.DE is traded in EUR, while ANAU.DE is traded in USD. To make them comparable, the ANAU.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JEQA.DE achieves a 9.86% return, which is significantly lower than ANAU.DE's 20.62% return.
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ANAU.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.62%
- 6M
- 19.50%
- 1Y
- 38.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEQA.DE vs. ANAU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 9.86% | 1.90% | 5.22% |
ANAU.DE AXA IM NASDAQ 100 UCITS ETF - USD Acc | 20.63% | 6.81% | 4.96% |
Correlation
The correlation between JEQA.DE and ANAU.DE is 0.85, 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 | 0.85 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.86 |
The correlation between JEQA.DE and ANAU.DE has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.
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Return for Risk
JEQA.DE vs. ANAU.DE — Risk / Return Rank
JEQA.DE
ANAU.DE
JEQA.DE vs. ANAU.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 (Acc) (JEQA.DE) and AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.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.
| JEQA.DE | ANAU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.41 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | 3.74 | +0.88 |
| Martin ratioReturn relative to average drawdown | 16.56 | 11.11 | +5.45 |
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
| JEQA.DE | ANAU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.31 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 1.38 | -0.70 |
Drawdowns
JEQA.DE vs. ANAU.DE - Drawdown Comparison
The maximum JEQA.DE drawdown since its inception was -24.26%, smaller than the maximum ANAU.DE drawdown of -26.00%. Use the drawdown chart below to compare losses from any high point for JEQA.DE and ANAU.DE.
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Drawdown Indicators
| JEQA.DE | ANAU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.26% | -26.00% | +1.74% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -10.15% | +4.42% |
Current DrawdownCurrent decline from peak | -0.39% | -0.83% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -4.30% | -1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 3.43% | -1.83% |
Volatility
JEQA.DE vs. ANAU.DE - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) is 1.37%, while AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE) has a volatility of 4.56%. This indicates that JEQA.DE experiences smaller price fluctuations and is considered to be less risky than ANAU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEQA.DE | ANAU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 4.56% | -3.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 11.85% | -3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.82% | 16.48% | -4.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 19.09% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 19.09% | -2.67% |
JEQA.DE vs. ANAU.DE - Expense Ratio Comparison
JEQA.DE has a 0.35% expense ratio, which is higher than ANAU.DE's 0.14% expense ratio.
Dividends
JEQA.DE vs. ANAU.DE - Dividend Comparison
Neither JEQA.DE nor ANAU.DE has paid dividends to shareholders.
Frequently Asked Questions
JEQA.DE and ANAU.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ANAU.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ANAU.DE is cheaper with a 0.14% expense ratio, compared with 0.35% for JEQA.DE.
They also come from different issuers: JPMorgan and AXA IM. Their fees differ too: 0.35% for JEQA.DE and 0.14% for ANAU.DE.
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