JEQA.DE vs. N1ES.DE
JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) and N1ES.DE (Invesco Nasdaq-100 ESG UCITS ETF Acc) are both Nasdaq-100 funds. JEQA.DE is actively managed, while N1ES.DE is passively managed. Over the past year, JEQA.DE returned 26.19% vs 39.34% for N1ES.DE. Their correlation of 0.90 suggests significant overlap in exposure. JEQA.DE charges 0.35%/yr vs 0.25%/yr for N1ES.DE.
Performance
JEQA.DE vs. N1ES.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 lower than N1ES.DE's 21.31% return.
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
N1ES.DE
- 1D
- -0.74%
- 1M
- 8.84%
- YTD
- 21.31%
- 6M
- 19.74%
- 1Y
- 39.34%
- 3Y*
- 25.46%
- 5Y*
- —
- 10Y*
- —
JEQA.DE vs. N1ES.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% |
N1ES.DE Invesco Nasdaq-100 ESG UCITS ETF Acc | 21.31% | 8.26% | 3.81% |
Correlation
The correlation between JEQA.DE and N1ES.DE is 0.90, 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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.90 |
The correlation between JEQA.DE and N1ES.DE has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.
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Return for Risk
JEQA.DE vs. N1ES.DE — Risk / Return Rank
JEQA.DE
N1ES.DE
JEQA.DE vs. N1ES.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 Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.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 | N1ES.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.42 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | 3.69 | +0.93 |
| Martin ratioReturn relative to average drawdown | 16.56 | 10.62 | +5.94 |
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 | N1ES.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.42 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.81 | -0.14 |
Drawdowns
JEQA.DE vs. N1ES.DE - Drawdown Comparison
The maximum JEQA.DE drawdown since its inception was -24.26%, smaller than the maximum N1ES.DE drawdown of -29.96%. Use the drawdown chart below to compare losses from any high point for JEQA.DE and N1ES.DE.
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Drawdown Indicators
| JEQA.DE | N1ES.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.26% | -29.96% | +5.70% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -10.86% | +5.13% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.65% | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.74% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -8.51% | +2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 3.78% | -2.18% |
Volatility
JEQA.DE vs. N1ES.DE - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) is 1.37%, while Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) has a volatility of 4.64%. This indicates that JEQA.DE experiences smaller price fluctuations and is considered to be less risky than N1ES.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 | N1ES.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% | 11.63% | -3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.82% | 16.59% | -4.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 20.73% | -4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 20.73% | -4.31% |
JEQA.DE vs. N1ES.DE - Expense Ratio Comparison
JEQA.DE has a 0.35% expense ratio, which is higher than N1ES.DE's 0.25% expense ratio.
Dividends
JEQA.DE vs. N1ES.DE - Dividend Comparison
Neither JEQA.DE nor N1ES.DE has paid dividends to shareholders.
Frequently Asked Questions
JEQA.DE and N1ES.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, N1ES.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
N1ES.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for JEQA.DE.
They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.35% for JEQA.DE and 0.25% for N1ES.DE.
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