JEQA.DE vs. JREZ.DE
JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) and JREZ.DE (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) are both exchange-traded funds - JEQA.DE is a Nasdaq-100 fund actively managed by JPMorgan, while JREZ.DE is a Europe Equities fund tracking the JP Morgan Eurozone Research Enhanced Index Equity (ESG). JEQA.DE is actively managed, while JREZ.DE is passively managed. Over the past year, JEQA.DE returned 26.19% vs 18.03% for JREZ.DE. At a 0.50 correlation, their price movements are largely independent. JEQA.DE charges 0.35%/yr vs 0.25%/yr for JREZ.DE.
Performance
JEQA.DE vs. JREZ.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 JREZ.DE's 8.95% return.
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREZ.DE
- 1D
- 0.54%
- 1M
- 1.81%
- YTD
- 8.95%
- 6M
- 10.72%
- 1Y
- 18.03%
- 3Y*
- 15.63%
- 5Y*
- —
- 10Y*
- —
JEQA.DE vs. JREZ.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% |
JREZ.DE JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 8.95% | 23.99% | 0.45% |
Correlation
The correlation between JEQA.DE and JREZ.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.50 |
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Return for Risk
JEQA.DE vs. JREZ.DE — Risk / Return Rank
JEQA.DE
JREZ.DE
JEQA.DE vs. JREZ.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 Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREZ.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 | JREZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.23 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | 1.80 | +2.83 |
| Martin ratioReturn relative to average drawdown | 16.56 | 6.49 | +10.07 |
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 | JREZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 1.23 | +1.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.96 | -0.29 |
Drawdowns
JEQA.DE vs. JREZ.DE - Drawdown Comparison
The maximum JEQA.DE drawdown since its inception was -24.26%, which is greater than JREZ.DE's maximum drawdown of -14.86%. Use the drawdown chart below to compare losses from any high point for JEQA.DE and JREZ.DE.
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Drawdown Indicators
| JEQA.DE | JREZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.26% | -14.86% | -9.40% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -10.20% | +4.47% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.81% | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.54% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -2.89% | -2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.83% | -1.23% |
Volatility
JEQA.DE vs. JREZ.DE - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) is 1.37%, while JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREZ.DE) has a volatility of 4.64%. This indicates that JEQA.DE experiences smaller price fluctuations and is considered to be less risky than JREZ.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 | JREZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 4.64% | -3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 12.16% | -4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.82% | 14.92% | -3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 15.44% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 15.44% | +0.98% |
JEQA.DE vs. JREZ.DE - Expense Ratio Comparison
JEQA.DE has a 0.35% expense ratio, which is higher than JREZ.DE's 0.25% expense ratio.
Dividends
JEQA.DE vs. JREZ.DE - Dividend Comparison
Neither JEQA.DE nor JREZ.DE has paid dividends to shareholders.
Frequently Asked Questions
JEQA.DE and JREZ.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREZ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREZ.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for JEQA.DE.
JEQA.DE is categorized as Nasdaq-100, while JREZ.DE is Europe Equities. Their fees differ too: 0.35% for JEQA.DE and 0.25% for JREZ.DE.
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