PortfoliosLab logoPortfoliosLab logo
JEQA.DE vs. SY7D.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEQA.DE vs. SY7D.DE - 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 Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JEQA.DE vs. SY7D.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JEQA.DE achieves a -1.00% return, which is significantly higher than SY7D.DE's -2.55% return.


JEQA.DE

1D
2.23%
1M
-1.27%
YTD
-1.00%
6M
4.11%
1Y
12.50%
3Y*
5Y*
10Y*

SY7D.DE

1D
1.59%
1M
-4.02%
YTD
-2.55%
6M
2.24%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JEQA.DE vs. SY7D.DE - Expense Ratio Comparison

JEQA.DE has a 0.35% expense ratio, which is lower than SY7D.DE's 0.45% expense ratio.


Return for Risk

JEQA.DE vs. SY7D.DE — 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: 4545
Overall Rank
JEQA.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JEQA.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
JEQA.DE Omega Ratio Rank: 3737
Omega Ratio Rank
JEQA.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
JEQA.DE Martin Ratio Rank: 6060
Martin Ratio Rank

SY7D.DE
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. SY7D.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 Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.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.DESY7D.DEDifference

Sharpe ratio

Return per unit of total volatility

0.72

Sortino ratio

Return per unit of downside risk

1.07

Omega ratio

Gain probability vs. loss probability

1.16

Calmar ratio

Return relative to maximum drawdown

1.62

Martin ratio

Return relative to average drawdown

6.56

JEQA.DE vs. SY7D.DE - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


JEQA.DESY7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.67

-0.41

Correlation

The correlation between JEQA.DE and SY7D.DE is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JEQA.DE vs. SY7D.DE - Dividend Comparison

JEQA.DE has not paid dividends to shareholders, while SY7D.DE's dividend yield for the trailing twelve months is around 9.09%.


Drawdowns

JEQA.DE vs. SY7D.DE - Drawdown Comparison

The maximum JEQA.DE drawdown since its inception was -24.26%, which is greater than SY7D.DE's maximum drawdown of -9.48%. Use the drawdown chart below to compare losses from any high point for JEQA.DE and SY7D.DE.


Loading graphics...

Drawdown Indicators


JEQA.DESY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.26%

-9.48%

-14.78%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

Current Drawdown

Current decline from peak

-3.34%

-5.32%

+1.98%

Average Drawdown

Average peak-to-trough decline

-6.53%

-1.23%

-5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

Volatility

JEQA.DE vs. SY7D.DE - Volatility Comparison


Loading graphics...

Volatility by Period


JEQA.DESY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.28%

11.14%

+6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

11.14%

+6.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.21%

11.14%

+6.07%