JEQA.DE vs. NADQ.DE
JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) and NADQ.DE (Amundi Nasdaq-100 II UCITS ETF Dist) are both Nasdaq-100 funds. JEQA.DE is actively managed, while NADQ.DE is passively managed. Over the past year, JEQA.DE returned 26.19% vs 37.21% for NADQ.DE. Their correlation of 0.90 suggests significant overlap in exposure. JEQA.DE charges 0.35%/yr vs 0.22%/yr for NADQ.DE.
Performance
JEQA.DE vs. NADQ.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 NADQ.DE's 20.63% return.
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NADQ.DE
- 1D
- -0.86%
- 1M
- 7.96%
- YTD
- 20.63%
- 6M
- 18.75%
- 1Y
- 37.21%
- 3Y*
- 24.74%
- 5Y*
- 18.92%
- 10Y*
- 21.45%
JEQA.DE vs. NADQ.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% |
NADQ.DE Amundi Nasdaq-100 II UCITS ETF Dist | 20.63% | 7.04% | 4.54% |
Correlation
The correlation between JEQA.DE and NADQ.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 NADQ.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. NADQ.DE — Risk / Return Rank
JEQA.DE
NADQ.DE
JEQA.DE vs. NADQ.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 Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.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 | NADQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.42 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | 3.79 | +0.83 |
| Martin ratioReturn relative to average drawdown | 16.56 | 11.32 | +5.24 |
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 | NADQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.40 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.94 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.97 | -0.29 |
Drawdowns
JEQA.DE vs. NADQ.DE - Drawdown Comparison
The maximum JEQA.DE drawdown since its inception was -24.26%, smaller than the maximum NADQ.DE drawdown of -33.44%. Use the drawdown chart below to compare losses from any high point for JEQA.DE and NADQ.DE.
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Drawdown Indicators
| JEQA.DE | NADQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.26% | -33.44% | +9.18% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -9.97% | +4.24% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.70% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.16% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.16% | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.86% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -5.93% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 3.35% | -1.75% |
Volatility
JEQA.DE vs. NADQ.DE - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) is 1.37%, while Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.DE) has a volatility of 4.26%. This indicates that JEQA.DE experiences smaller price fluctuations and is considered to be less risky than NADQ.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 | NADQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 4.26% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 10.95% | -2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.82% | 15.74% | -3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 19.84% | -3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 19.54% | -3.12% |
JEQA.DE vs. NADQ.DE - Expense Ratio Comparison
JEQA.DE has a 0.35% expense ratio, which is higher than NADQ.DE's 0.22% expense ratio.
Dividends
JEQA.DE vs. NADQ.DE - Dividend Comparison
JEQA.DE has not paid dividends to shareholders, while NADQ.DE's dividend yield for the trailing twelve months is around 0.33%.
| 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% |
NADQ.DE Amundi Nasdaq-100 II UCITS ETF Dist | 0.33% | 0.40% | 0.55% | 0.40% | 0.79% | 0.51% | 0.40% | 0.54% | 0.63% |
Frequently Asked Questions
With a correlation of 0.90, JEQA.DE and NADQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, NADQ.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NADQ.DE is cheaper with a 0.22% expense ratio, compared with 0.35% for JEQA.DE.
They also come from different issuers: JPMorgan and Amundi. Their fees differ too: 0.35% for JEQA.DE and 0.22% for NADQ.DE.
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