JEQA.DE vs. XNDX.DE
JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) and XNDX.DE (Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD) are both Nasdaq-100 funds. JEQA.DE is actively managed, while XNDX.DE is passively managed. A 0.80 correlation means they provide meaningful diversification when combined. JEQA.DE charges 0.35%/yr vs 0.18%/yr for XNDX.DE.
Performance
JEQA.DE vs. XNDX.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 XNDX.DE's 20.67% return.
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XNDX.DE
- 1D
- -0.82%
- 1M
- 8.01%
- YTD
- 20.67%
- 6M
- 18.86%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEQA.DE vs. XNDX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 9.86% | 12.53% |
XNDX.DE Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD | 20.67% | -4.86% |
Correlation
The correlation between JEQA.DE and XNDX.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025 | 0.80 |
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Return for Risk
JEQA.DE vs. XNDX.DE — Risk / Return Rank
JEQA.DE
XNDX.DE
JEQA.DE vs. XNDX.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 Swap UCITS ETF 1D USD (XNDX.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 | XNDX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.43 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | — | — |
| Martin ratioReturn relative to average drawdown | 16.56 | — | — |
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 | XNDX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.53 | +0.15 |
Drawdowns
JEQA.DE vs. XNDX.DE - Drawdown Comparison
The maximum JEQA.DE drawdown since its inception was -24.26%, which is greater than XNDX.DE's maximum drawdown of -20.11%. Use the drawdown chart below to compare losses from any high point for JEQA.DE and XNDX.DE.
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Drawdown Indicators
| JEQA.DE | XNDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.26% | -20.11% | -4.15% |
Max Drawdown (1Y)Largest decline over 1 year | -5.73% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.82% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -10.66% | +4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | — | — |
Volatility
JEQA.DE vs. XNDX.DE - Volatility Comparison
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Volatility by Period
| JEQA.DE | XNDX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.82% | 31.84% | -20.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 31.84% | -15.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 31.84% | -15.42% |
JEQA.DE vs. XNDX.DE - Expense Ratio Comparison
JEQA.DE has a 0.35% expense ratio, which is higher than XNDX.DE's 0.18% expense ratio.
Dividends
JEQA.DE vs. XNDX.DE - Dividend Comparison
JEQA.DE has not paid dividends to shareholders, while XNDX.DE's dividend yield for the trailing twelve months is around 0.09%.
| Position | TTM |
|---|---|
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 0.00% |
XNDX.DE Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD | 0.09% |
Frequently Asked Questions
JEQA.DE and XNDX.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XNDX.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNDX.DE is cheaper with a 0.18% 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 0.18% for XNDX.DE.
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