JEQA.DE vs. XNAS.DE
JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both Nasdaq-100 funds. JEQA.DE is actively managed, while XNAS.DE is passively managed. Over the past year, JEQA.DE returned 26.19% vs 37.14% for XNAS.DE. Their correlation of 0.90 suggests significant overlap in exposure. JEQA.DE charges 0.35%/yr vs 0.20%/yr for XNAS.DE.
Performance
JEQA.DE vs. XNAS.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JEQA.DE achieves a 9.86% return, which is significantly lower than XNAS.DE's 20.53% return.
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XNAS.DE
- 1D
- -0.83%
- 1M
- 7.97%
- YTD
- 20.53%
- 6M
- 18.71%
- 1Y
- 37.14%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
JEQA.DE vs. XNAS.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% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 4.43% |
Correlation
The correlation between JEQA.DE and XNAS.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 XNAS.DE has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JEQA.DE vs. XNAS.DE — Risk / Return Rank
JEQA.DE
XNAS.DE
JEQA.DE vs. XNAS.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 Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| 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 | 3.77 | +0.85 |
| Martin ratioReturn relative to average drawdown | 16.56 | 11.16 | +5.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JEQA.DE | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.40 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.91 | -0.23 |
Drawdowns
JEQA.DE vs. XNAS.DE - Drawdown Comparison
The maximum JEQA.DE drawdown since its inception was -24.26%, smaller than the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for JEQA.DE and XNAS.DE.
Loading charts...
Drawdown Indicators
| JEQA.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.26% | -31.25% | +6.99% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | -10.00% | +4.27% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.72% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.25% | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.83% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -7.83% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 3.38% | -1.78% |
Volatility
JEQA.DE vs. XNAS.DE - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) is 1.37%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that JEQA.DE experiences smaller price fluctuations and is considered to be less risky than XNAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JEQA.DE | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 4.31% | -2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 10.91% | -2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.82% | 15.71% | -3.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 19.88% | -3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 19.84% | -3.42% |
JEQA.DE vs. XNAS.DE - Expense Ratio Comparison
JEQA.DE has a 0.35% expense ratio, which is higher than XNAS.DE's 0.20% expense ratio.
Dividends
JEQA.DE vs. XNAS.DE - Dividend Comparison
Neither JEQA.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, JEQA.DE and XNAS.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, XNAS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNAS.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JEQA.DE.
They also come from different issuers: JPMorgan and Xtrackers. Their fees differ too: 0.35% for JEQA.DE and 0.20% for XNAS.DE.
Find the right allocation for JEQA.DE and XNAS.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer