JEQA.DE vs. FTGQ.DE
JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) and FTGQ.DE (First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation) are both Nasdaq-100 funds. Both are actively managed. Over the past year, JEQA.DE returned 26.19% vs 16.10% for FTGQ.DE. A 0.78 correlation means they provide meaningful diversification when combined. JEQA.DE charges 0.35%/yr vs 0.90%/yr for FTGQ.DE.
Performance
JEQA.DE vs. FTGQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JEQA.DE achieves a 9.86% return, which is significantly higher than FTGQ.DE's 7.60% return.
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTGQ.DE
- 1D
- -0.17%
- 1M
- 2.82%
- YTD
- 7.60%
- 6M
- 7.43%
- 1Y
- 16.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEQA.DE vs. FTGQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 9.86% | 1.90% | -0.20% |
FTGQ.DE First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation | 7.60% | 1.05% | -3.86% |
Correlation
The correlation between JEQA.DE and FTGQ.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 Dec 27, 2024 | 0.78 |
The correlation between JEQA.DE and FTGQ.DE has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.
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Return for Risk
JEQA.DE vs. FTGQ.DE — Risk / Return Rank
JEQA.DE
FTGQ.DE
JEQA.DE vs. FTGQ.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 First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.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 | FTGQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.34 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | 4.23 | +0.39 |
| Martin ratioReturn relative to average drawdown | 16.56 | 11.47 | +5.09 |
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 | FTGQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 1.86 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.25 | +0.43 |
Drawdowns
JEQA.DE vs. FTGQ.DE - Drawdown Comparison
The maximum JEQA.DE drawdown since its inception was -24.26%, which is greater than FTGQ.DE's maximum drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for JEQA.DE and FTGQ.DE.
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Drawdown Indicators
| JEQA.DE | FTGQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.26% | -19.13% | -5.13% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -3.80% | -1.93% |
Current DrawdownCurrent decline from peak | -0.39% | -0.17% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -5.88% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.41% | +0.19% |
Volatility
JEQA.DE vs. FTGQ.DE - Volatility Comparison
JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) has a higher volatility of 1.37% compared to First Trust Vest Nasdaq-100 Moderate Buffer UCITS ETF December Class A Accumulation (FTGQ.DE) at 1.30%. This indicates that JEQA.DE's price experiences larger fluctuations and is considered to be riskier than FTGQ.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 | FTGQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 1.30% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 5.09% | +3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.82% | 8.64% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 12.69% | +3.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 12.69% | +3.73% |
JEQA.DE vs. FTGQ.DE - Expense Ratio Comparison
JEQA.DE has a 0.35% expense ratio, which is lower than FTGQ.DE's 0.90% expense ratio.
Dividends
JEQA.DE vs. FTGQ.DE - Dividend Comparison
Neither JEQA.DE nor FTGQ.DE has paid dividends to shareholders.
Frequently Asked Questions
JEQA.DE and FTGQ.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, JEQA.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEQA.DE is cheaper with a 0.35% expense ratio, compared with 0.90% for FTGQ.DE.
They also come from different issuers: JPMorgan and First Trust. Their fees differ too: 0.35% for JEQA.DE and 0.90% for FTGQ.DE.
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