JEQA.DE vs. SCHX

Last updated Jun 26, 2026

JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) and SCHX (Schwab U.S. Large-Cap ETF) are both exchange-traded funds - JEQA.DE is a Nasdaq-100 fund actively managed by JPMorgan, while SCHX is a Large Cap Blend Equities fund tracking the Dow Jones U.S. Large-Cap Total Stock Market Index. JEQA.DE is actively managed, while SCHX is passively managed. Over the past year, JEQA.DE returned 27.33% vs 24.64% for SCHX. A 0.60 correlation means they provide meaningful diversification when combined. JEQA.DE charges 0.35%/yr vs 0.03%/yr for SCHX.

Performance

JEQA.DE vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

JEQA.DE is traded in EUR, while SCHX is traded in USD. To make them comparable, the SCHX values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with JEQA.DE having a 11.43% return and SCHX slightly higher at 11.52%.

JEQA.DE

• 1D: 0.00%
• 1M: 2.68%
• YTD: 11.43%
• 6M: 11.80%
• 1Y: 27.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHX

• 1D: -0.14%
• 1M: 0.34%
• YTD: 11.52%
• 6M: 10.43%
• 1Y: 24.64%
• 3Y*: 19.20%
• 5Y*: 13.43%
• 10Y*: 15.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JEQA.DE vs. SCHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)	11.43%	1.90%	6.05%
SCHX Schwab U.S. Large-Cap ETF	11.52%	3.52%	3.05%

Correlation

The correlation between JEQA.DE and SCHX is 0.63, 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	0.63
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024	0.60

The correlation between JEQA.DE and SCHX has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.

Return for Risk

JEQA.DE vs. SCHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEQA.DE

JEQA.DE Risk / Return Rank: 83
JEQA.DE Sharpe Ratio Rank: 79
JEQA.DE Sortino Ratio Rank: 77
JEQA.DE Omega Ratio Rank: 80
JEQA.DE Calmar Ratio Rank: 90
JEQA.DE Martin Ratio Rank: 88

SCHX

SCHX Risk / Return Rank: 59
SCHX Sharpe Ratio Rank: 60
SCHX Sortino Ratio Rank: 57
SCHX Omega Ratio Rank: 58
SCHX Calmar Ratio Rank: 56
SCHX Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JEQA.DE vs. SCHX - 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 Schwab U.S. Large-Cap ETF (SCHX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JEQA.DE	SCHX	Difference
Sharpe ratio: Return per unit of total volatility	2.19	1.96	+0.23
Sortino ratio: Return per unit of downside risk	2.99	2.54	+0.45
Omega ratio: Gain probability vs. loss probability	1.41	1.36	+0.05
Calmar ratio: Return relative to maximum drawdown	4.79	3.28	+1.51
Martin ratio: Return relative to average drawdown	16.67	12.01	+4.66

JEQA.DE vs. SCHX - Sharpe Ratio Comparison

The current JEQA.DE Sharpe Ratio is 2.19, which is comparable to the SCHX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of JEQA.DE and SCHX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JEQA.DE vs. SCHX - Drawdown Comparison

The maximum JEQA.DE drawdown since its inception was -24.26%, smaller than the maximum SCHX drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for JEQA.DE and SCHX.

Drawdown Indicators

	JEQA.DE	SCHX	Difference
Max Drawdown Largest peak-to-trough decline	-24.26%	-33.84%	+9.58%
Max Drawdown (1Y) Largest decline over 1 year	-5.73%	-7.55%	+1.82%
Max Drawdown (3Y) Largest decline over 3 years	—	-24.08%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.08%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.84%	—
Current Drawdown Current decline from peak	-1.25%	-0.98%	-0.27%
Average Drawdown Average peak-to-trough decline	-5.69%	-4.10%	-1.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	2.06%	-0.42%

Volatility

JEQA.DE vs. SCHX - Volatility Comparison

JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) has a higher volatility of 4.39% compared to Schwab U.S. Large-Cap ETF (SCHX) at 3.95%. This indicates that JEQA.DE's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JEQA.DE	SCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.39%	3.95%	+0.44%
Volatility (6M) Calculated over the trailing 6-month period	8.80%	9.17%	-0.37%
Volatility (1Y) Calculated over the trailing 1-year period	12.55%	12.64%	-0.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.51%	17.01%	-0.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.51%	18.65%	-2.14%

JEQA.DE vs. SCHX - Expense Ratio Comparison

JEQA.DE has a 0.35% expense ratio, which is higher than SCHX's 0.03% expense ratio.

Dividends

JEQA.DE vs. SCHX - Dividend Comparison

JEQA.DE has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 1.05%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%	0.00%
SCHX Schwab U.S. Large-Cap ETF	1.05%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%

Frequently Asked Questions

Can I hold both JEQA.DE and SCHX in my portfolio?

JEQA.DE and SCHX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JEQA.DE or SCHX?

On fees, SCHX is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JEQA.DE or SCHX?

SCHX is cheaper with a 0.03% expense ratio, compared with 0.35% for JEQA.DE.

What is the main difference between JEQA.DE and SCHX?

JEQA.DE is categorized as Nasdaq-100, while SCHX is Large Cap Blend Equities. They also come from different issuers: JPMorgan and Charles Schwab. Their fees differ too: 0.35% for JEQA.DE and 0.03% for SCHX.