JEQA.DE vs. JPBM.DE
JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) and JPBM.DE (JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist)) are both exchange-traded funds - JEQA.DE is a Nasdaq-100 fund actively managed by JPMorgan, while JPBM.DE is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified TR USD. JEQA.DE is actively managed, while JPBM.DE is passively managed. Over the past year, JEQA.DE returned 27.33% vs 12.80% for JPBM.DE. A 0.58 correlation means they provide meaningful diversification when combined. JEQA.DE charges 0.35%/yr vs 0.39%/yr for JPBM.DE.
Performance
JEQA.DE vs. JPBM.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 higher than JPBM.DE's 5.47% return.
JEQA.DE
- 1D
- 0.00%
- 1M
- 2.68%
- YTD
- 11.43%
- 6M
- 11.80%
- 1Y
- 27.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPBM.DE
- 1D
- -0.43%
- 1M
- 3.61%
- YTD
- 5.47%
- 6M
- 5.74%
- 1Y
- 12.80%
- 3Y*
- 6.13%
- 5Y*
- 2.50%
- 10Y*
- —
JEQA.DE vs. JPBM.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% |
JPBM.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) | 5.47% | 0.87% | 1.92% |
Correlation
The correlation between JEQA.DE and JPBM.DE 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 Nov 7, 2024 | 0.58 |
The correlation between JEQA.DE and JPBM.DE has been stable across timeframes, ranging from 0.55 to 0.58 - a consistent structural relationship.
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Return for Risk
JEQA.DE vs. JPBM.DE — Risk / Return Rank
JEQA.DE
JPBM.DE
JEQA.DE vs. JPBM.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 JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.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 | JPBM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.41 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.79 | 4.16 | +0.63 |
| Martin ratioReturn relative to average drawdown | 16.67 | 12.20 | +4.47 |
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Drawdowns
JEQA.DE vs. JPBM.DE - Drawdown Comparison
The maximum JEQA.DE drawdown since its inception was -24.26%, smaller than the maximum JPBM.DE drawdown of -25.94%. Use the drawdown chart below to compare losses from any high point for JEQA.DE and JPBM.DE.
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Drawdown Indicators
| JEQA.DE | JPBM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.26% | -25.94% | +1.68% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -3.07% | -2.66% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.49% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.10% | — |
Current DrawdownCurrent decline from peak | -1.25% | -0.43% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -9.28% | +3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 1.05% | +0.59% |
Volatility
JEQA.DE vs. JPBM.DE - Volatility Comparison
JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) has a higher volatility of 4.39% compared to JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.DE) at 1.55%. This indicates that JEQA.DE's price experiences larger fluctuations and is considered to be riskier than JPBM.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 | JPBM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 1.55% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.80% | 4.13% | +4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.55% | 5.93% | +6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 8.49% | +8.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.51% | 14.89% | +1.62% |
JEQA.DE vs. JPBM.DE - Expense Ratio Comparison
JEQA.DE has a 0.35% expense ratio, which is lower than JPBM.DE's 0.39% expense ratio.
Dividends
JEQA.DE vs. JPBM.DE - Dividend Comparison
JEQA.DE has not paid dividends to shareholders, while JPBM.DE's dividend yield for the trailing twelve months is around 5.66%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPBM.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) | 5.66% | 6.24% | 5.67% | 5.42% | 5.58% | 3.96% | 4.40% | 4.40% | 4.04% |
Frequently Asked Questions
JEQA.DE and JPBM.DE 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.
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 0.39% for JPBM.DE.
JEQA.DE is categorized as Nasdaq-100, while JPBM.DE is Emerging Markets Bonds. Their fees differ too: 0.35% for JEQA.DE and 0.39% for JPBM.DE.
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