JEQA.DE vs. JPCT.DE
Compare and contrast key facts about JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) and JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE).
JEQA.DE and JPCT.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEQA.DE is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024. JPCT.DE is a passively managed fund by JPMorgan that tracks the performance of the Solactive JP Morgan Asset Management Carbon Transition Global Equity. It was launched on Nov 4, 2020.
Performance
JEQA.DE vs. JPCT.DE - Performance Comparison
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JEQA.DE vs. JPCT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | -1.00% | 1.90% | 5.22% |
JPCT.DE JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) | -3.66% | 6.84% | 2.43% |
Returns By Period
In the year-to-date period, JEQA.DE achieves a -1.00% return, which is significantly higher than JPCT.DE's -3.66% return.
JEQA.DE
- 1D
- 2.23%
- 1M
- -1.27%
- YTD
- -1.00%
- 6M
- 4.11%
- 1Y
- 12.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPCT.DE
- 1D
- 2.31%
- 1M
- -3.96%
- YTD
- -3.66%
- 6M
- 0.00%
- 1Y
- 10.02%
- 3Y*
- 13.10%
- 5Y*
- 9.71%
- 10Y*
- —
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JEQA.DE vs. JPCT.DE - Expense Ratio Comparison
JEQA.DE has a 0.35% expense ratio, which is higher than JPCT.DE's 0.19% expense ratio.
Return for Risk
JEQA.DE vs. JPCT.DE — Risk / Return Rank
JEQA.DE
JPCT.DE
JEQA.DE vs. JPCT.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 Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.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 | JPCT.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.60 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.07 | 0.92 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.13 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.11 | +0.50 |
Martin ratioReturn relative to average drawdown | 6.56 | 4.26 | +2.30 |
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 | JPCT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.60 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.82 | -0.57 |
Correlation
The correlation between JEQA.DE and JPCT.DE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JEQA.DE vs. JPCT.DE - Dividend Comparison
Neither JEQA.DE nor JPCT.DE has paid dividends to shareholders.
Drawdowns
JEQA.DE vs. JPCT.DE - Drawdown Comparison
The maximum JEQA.DE drawdown since its inception was -24.26%, which is greater than JPCT.DE's maximum drawdown of -22.18%. Use the drawdown chart below to compare losses from any high point for JEQA.DE and JPCT.DE.
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Drawdown Indicators
| JEQA.DE | JPCT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.26% | -22.18% | -2.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -13.35% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.18% | — |
Current DrawdownCurrent decline from peak | -3.34% | -5.97% | +2.63% |
Average DrawdownAverage peak-to-trough decline | -6.53% | -4.23% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.34% | -0.43% |
Volatility
JEQA.DE vs. JPCT.DE - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) is 4.45%, while JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) has a volatility of 4.84%. This indicates that JEQA.DE experiences smaller price fluctuations and is considered to be less risky than JPCT.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 | JPCT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 4.84% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 8.93% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.28% | 16.78% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 14.10% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.21% | 13.96% | +3.25% |