JEQA.DE vs. EQQB.DE
JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) and EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS ETF Acc) are both Nasdaq-100 funds. JEQA.DE is actively managed, while EQQB.DE is passively managed. Over the past year, JEQA.DE returned 27.33% vs 36.14% for EQQB.DE. Their correlation of 0.90 suggests significant overlap in exposure. JEQA.DE charges 0.35%/yr vs 0.30%/yr for EQQB.DE.
Performance
JEQA.DE vs. EQQB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JEQA.DE achieves a 11.43% return, which is significantly lower than EQQB.DE's 19.81% return.
JEQA.DE
- 1D
- 0.00%
- 1M
- 2.68%
- YTD
- 11.43%
- 6M
- 11.80%
- 1Y
- 27.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQQB.DE
- 1D
- 0.00%
- 1M
- 0.86%
- YTD
- 19.81%
- 6M
- 19.97%
- 1Y
- 36.14%
- 3Y*
- 24.46%
- 5Y*
- —
- 10Y*
- —
JEQA.DE vs. EQQB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 11.43% | 1.90% | 6.05% |
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc | 19.81% | 6.93% | 5.79% |
Correlation
The correlation between JEQA.DE and EQQB.DE is 0.91, 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 | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.90 |
The correlation between JEQA.DE and EQQB.DE has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.
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Return for Risk
JEQA.DE vs. EQQB.DE — Risk / Return Rank
JEQA.DE
EQQB.DE
JEQA.DE vs. EQQB.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 Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JEQA.DE | EQQB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.79 | 3.60 | +1.19 |
| Martin ratioReturn relative to average drawdown | 16.67 | 10.54 | +6.13 |
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Drawdowns
JEQA.DE vs. EQQB.DE - Drawdown Comparison
The maximum JEQA.DE drawdown since its inception was -24.26%, smaller than the maximum EQQB.DE drawdown of -26.59%. Use the drawdown chart below to compare losses from any high point for JEQA.DE and EQQB.DE.
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Drawdown Indicators
| JEQA.DE | EQQB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.26% | -26.59% | +2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -10.08% | +4.35% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.59% | — |
Current DrawdownCurrent decline from peak | -1.25% | -1.91% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -6.71% | +1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 3.44% | -1.80% |
Volatility
JEQA.DE vs. EQQB.DE - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) is 4.39%, while Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) has a volatility of 5.92%. This indicates that JEQA.DE experiences smaller price fluctuations and is considered to be less risky than EQQB.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 | EQQB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 5.92% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.80% | 12.01% | -3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.55% | 16.70% | -4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 20.05% | -3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.51% | 20.05% | -3.54% |
JEQA.DE vs. EQQB.DE - Expense Ratio Comparison
JEQA.DE has a 0.35% expense ratio, which is higher than EQQB.DE's 0.30% expense ratio.
Dividends
JEQA.DE vs. EQQB.DE - Dividend Comparison
Neither JEQA.DE nor EQQB.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, JEQA.DE and EQQB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, EQQB.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQQB.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for JEQA.DE.
They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.35% for JEQA.DE and 0.30% for EQQB.DE.
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