JEQP.DE vs. EQEU.DE
JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) and EQEU.DE (Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged) are both Nasdaq-100 funds. JEQP.DE is actively managed, while EQEU.DE is passively managed. Over the past year, JEQP.DE returned 23.89% vs 35.29% for EQEU.DE. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
JEQP.DE vs. EQEU.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 EQEU.DE's 17.47% return.
JEQP.DE
- 1D
- -0.38%
- 1M
- 3.80%
- YTD
- 8.94%
- 6M
- 8.34%
- 1Y
- 23.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQEU.DE
- 1D
- -0.76%
- 1M
- 6.59%
- YTD
- 17.47%
- 6M
- 16.78%
- 1Y
- 35.29%
- 3Y*
- 25.32%
- 5Y*
- 14.74%
- 10Y*
- —
JEQP.DE vs. EQEU.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% |
EQEU.DE Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged | 17.47% | 18.24% | 5.99% |
Correlation
The correlation between JEQP.DE and EQEU.DE is 0.66, 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 | 0.66 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.70 |
The correlation between JEQP.DE and EQEU.DE has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.
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Return for Risk
JEQP.DE vs. EQEU.DE — Risk / Return Rank
JEQP.DE
EQEU.DE
JEQP.DE vs. EQEU.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 Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.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 | EQEU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.09 | 3.02 | +1.07 |
| Martin ratioReturn relative to average drawdown | 14.09 | 10.63 | +3.47 |
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 | EQEU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.27 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.86 | -0.41 |
Drawdowns
JEQP.DE vs. EQEU.DE - Drawdown Comparison
The maximum JEQP.DE drawdown since its inception was -24.10%, smaller than the maximum EQEU.DE drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for JEQP.DE and EQEU.DE.
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Drawdown Indicators
| JEQP.DE | EQEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.10% | -37.97% | +13.87% |
Max Drawdown (1Y)Largest decline over 1 year | -5.85% | -12.02% | +6.17% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.97% | — |
Current DrawdownCurrent decline from peak | -0.38% | -0.89% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -8.03% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 3.42% | -1.72% |
Volatility
JEQP.DE vs. EQEU.DE - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) is 1.57%, while Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE) has a volatility of 4.77%. This indicates that JEQP.DE experiences smaller price fluctuations and is considered to be less risky than EQEU.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 | EQEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 4.77% | -3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | 11.98% | -3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 15.97% | -3.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 20.79% | -4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 21.03% | -4.43% |
JEQP.DE vs. EQEU.DE - Expense Ratio Comparison
Both JEQP.DE and EQEU.DE have an expense ratio of 0.35%.
Dividends
JEQP.DE vs. EQEU.DE - Dividend Comparison
JEQP.DE's dividend yield for the trailing twelve months is around 8.74%, while EQEU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EQEU.DE Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged | 0.00% | 0.00% | 0.00% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.74% | 9.22% | 0.69% |
Frequently Asked Questions
JEQP.DE and EQEU.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JEQP.DE and EQEU.DE have the same expense ratio: 0.35% per year.
They also come from different issuers: JPMorgan and Invesco.
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