JEQP.DE vs. 5MVW.DE
JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) and 5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both exchange-traded funds - JEQP.DE is a Nasdaq-100 fund actively managed by JPMorgan, while 5MVW.DE is a Energy Equities fund tracking the MSCI World Energy. JEQP.DE is actively managed, while 5MVW.DE is passively managed. Over the past year, JEQP.DE returned 23.89% vs 44.89% for 5MVW.DE. At a 0.16 correlation, their price movements are largely independent. JEQP.DE charges 0.35%/yr vs 0.18%/yr for 5MVW.DE.
Performance
JEQP.DE vs. 5MVW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JEQP.DE achieves a 8.94% return, which is significantly lower than 5MVW.DE's 32.79% return.
JEQP.DE
- 1D
- -0.38%
- 1M
- 3.80%
- YTD
- 8.94%
- 6M
- 8.34%
- 1Y
- 23.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
5MVW.DE
- 1D
- -0.61%
- 1M
- 3.30%
- YTD
- 32.79%
- 6M
- 28.70%
- 1Y
- 44.89%
- 3Y*
- 15.65%
- 5Y*
- 20.31%
- 10Y*
- —
JEQP.DE vs. 5MVW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.94% | 0.68% | 2.17% |
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 32.79% | 2.17% | -0.91% |
Correlation
The correlation between JEQP.DE and 5MVW.DE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.16 |
The correlation between JEQP.DE and 5MVW.DE shifts across timeframes, from 0.04 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JEQP.DE vs. 5MVW.DE — Risk / Return Rank
JEQP.DE
5MVW.DE
JEQP.DE vs. 5MVW.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 (Dist) (JEQP.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.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.
| JEQP.DE | 5MVW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.09 | 2.97 | +1.12 |
| Martin ratioReturn relative to average drawdown | 14.09 | 9.81 | +4.29 |
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
| JEQP.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.10 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.45 | +0.01 |
Drawdowns
JEQP.DE vs. 5MVW.DE - Drawdown Comparison
The maximum JEQP.DE drawdown since its inception was -24.10%, smaller than the maximum 5MVW.DE drawdown of -56.87%. Use the drawdown chart below to compare losses from any high point for JEQP.DE and 5MVW.DE.
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Drawdown Indicators
| JEQP.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.10% | -56.87% | +32.77% |
Max Drawdown (1Y)Largest decline over 1 year | -5.85% | -15.05% | +9.20% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.76% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.76% | — |
Current DrawdownCurrent decline from peak | -0.38% | -7.49% | +7.11% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -13.53% | +7.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 4.56% | -2.86% |
Volatility
JEQP.DE vs. 5MVW.DE - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) is 1.57%, while iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) has a volatility of 6.76%. This indicates that JEQP.DE experiences smaller price fluctuations and is considered to be less risky than 5MVW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEQP.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 6.76% | -5.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | 18.33% | -9.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 21.33% | -9.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 23.99% | -7.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 29.20% | -12.60% |
JEQP.DE vs. 5MVW.DE - Expense Ratio Comparison
JEQP.DE has a 0.35% expense ratio, which is higher than 5MVW.DE's 0.18% expense ratio.
Dividends
JEQP.DE vs. 5MVW.DE - Dividend Comparison
JEQP.DE's dividend yield for the trailing twelve months is around 8.74%, more than 5MVW.DE's 2.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.48% | 3.29% | 3.54% | 3.64% | 3.41% | 3.49% | 5.08% | 0.63% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.74% | 9.22% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEQP.DE and 5MVW.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5MVW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5MVW.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for JEQP.DE.
JEQP.DE is categorized as Nasdaq-100, while 5MVW.DE is Energy Equities. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JEQP.DE and 0.18% for 5MVW.DE.
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