JEQA.DE vs. JPVA.DE
JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) and JPVA.DE (JPMorgan US Value Active UCITS ETF USD (Acc)) are both exchange-traded funds - JEQA.DE is a Nasdaq-100 fund actively managed by JPMorgan, while JPVA.DE is a Large Cap Value Equities fund actively managed by JPMorgan. Both are actively managed. Over the past year, JEQA.DE returned 26.19% vs 23.55% for JPVA.DE. A 0.60 correlation means they provide meaningful diversification when combined. JEQA.DE charges 0.35%/yr vs 0.50%/yr for JPVA.DE.
Performance
JEQA.DE vs. JPVA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with JEQA.DE having a 9.86% return and JPVA.DE slightly lower at 9.76%.
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPVA.DE
- 1D
- 0.75%
- 1M
- 2.96%
- YTD
- 9.76%
- 6M
- 9.73%
- 1Y
- 23.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEQA.DE vs. JPVA.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% |
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 9.76% | 1.79% | -1.37% |
Correlation
The correlation between JEQA.DE and JPVA.DE is 0.54, 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 | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.60 |
The correlation between JEQA.DE and JPVA.DE has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.
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Return for Risk
JEQA.DE vs. JPVA.DE — Risk / Return Rank
JEQA.DE
JPVA.DE
JEQA.DE vs. JPVA.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 US Value Active UCITS ETF USD (Acc) (JPVA.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 | JPVA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | 4.58 | +0.04 |
| Martin ratioReturn relative to average drawdown | 16.56 | 14.35 | +2.21 |
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 | JPVA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.06 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.95 | -0.28 |
Drawdowns
JEQA.DE vs. JPVA.DE - Drawdown Comparison
The maximum JEQA.DE drawdown since its inception was -24.26%, which is greater than JPVA.DE's maximum drawdown of -21.80%. Use the drawdown chart below to compare losses from any high point for JEQA.DE and JPVA.DE.
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Drawdown Indicators
| JEQA.DE | JPVA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.26% | -21.80% | -2.46% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -5.03% | -0.70% |
Current DrawdownCurrent decline from peak | -0.39% | 0.00% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -5.34% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.61% | -0.01% |
Volatility
JEQA.DE vs. JPVA.DE - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) is 1.37%, while JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) has a volatility of 2.22%. This indicates that JEQA.DE experiences smaller price fluctuations and is considered to be less risky than JPVA.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 | JPVA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 2.22% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 7.25% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.82% | 11.18% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 13.96% | +2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 13.96% | +2.46% |
JEQA.DE vs. JPVA.DE - Expense Ratio Comparison
JEQA.DE has a 0.35% expense ratio, which is lower than JPVA.DE's 0.50% expense ratio.
Dividends
JEQA.DE vs. JPVA.DE - Dividend Comparison
Neither JEQA.DE nor JPVA.DE has paid dividends to shareholders.
Frequently Asked Questions
JEQA.DE and JPVA.DE have a correlation of 0.54, 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 0.50% for JPVA.DE.
JEQA.DE is categorized as Nasdaq-100, while JPVA.DE is Large Cap Value Equities. Their fees differ too: 0.35% for JEQA.DE and 0.50% for JPVA.DE.
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