JEQP.DE vs. EQQQ.DE
JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) and EQQQ.DE (Invesco EQQQ NASDAQ-100 UCITS ETF) are both Nasdaq-100 funds. JEQP.DE is actively managed, while EQQQ.DE is passively managed. Over the past year, JEQP.DE returned 23.89% vs 37.03% for EQQQ.DE. Their correlation of 0.85 suggests significant overlap in exposure. JEQP.DE charges 0.35%/yr vs 0.30%/yr for EQQQ.DE.
Performance
JEQP.DE vs. EQQQ.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 EQQQ.DE's 20.52% return.
JEQP.DE
- 1D
- -0.38%
- 1M
- 3.80%
- YTD
- 8.94%
- 6M
- 8.34%
- 1Y
- 23.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQQQ.DE
- 1D
- -0.85%
- 1M
- 7.99%
- YTD
- 20.52%
- 6M
- 18.72%
- 1Y
- 37.03%
- 3Y*
- 24.54%
- 5Y*
- 18.69%
- 10Y*
- 21.28%
JEQP.DE vs. EQQQ.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% |
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 20.52% | 6.94% | 10.77% |
Correlation
The correlation between JEQP.DE and EQQQ.DE is 0.82, 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 | 0.82 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.85 |
The correlation between JEQP.DE and EQQQ.DE has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
JEQP.DE vs. EQQQ.DE — Risk / Return Rank
JEQP.DE
EQQQ.DE
JEQP.DE vs. EQQQ.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 (EQQQ.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 | EQQQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.42 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.09 | 3.74 | +0.35 |
| Martin ratioReturn relative to average drawdown | 14.09 | 11.10 | +3.00 |
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 | EQQQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.40 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.80 | -0.35 |
Drawdowns
JEQP.DE vs. EQQQ.DE - Drawdown Comparison
The maximum JEQP.DE drawdown since its inception was -24.10%, smaller than the maximum EQQQ.DE drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for JEQP.DE and EQQQ.DE.
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Drawdown Indicators
| JEQP.DE | EQQQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.10% | -47.04% | +22.94% |
Max Drawdown (1Y)Largest decline over 1 year | -5.85% | -10.05% | +4.20% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.70% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.30% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.30% | — |
Current DrawdownCurrent decline from peak | -0.38% | -0.85% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -7.35% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 3.39% | -1.69% |
Volatility
JEQP.DE vs. EQQQ.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 (EQQQ.DE) has a volatility of 4.26%. This indicates that JEQP.DE experiences smaller price fluctuations and is considered to be less risky than EQQQ.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 | EQQQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 4.26% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | 10.90% | -2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 15.64% | -3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 19.84% | -3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 19.65% | -3.05% |
JEQP.DE vs. EQQQ.DE - Expense Ratio Comparison
JEQP.DE has a 0.35% expense ratio, which is higher than EQQQ.DE's 0.30% expense ratio.
Dividends
JEQP.DE vs. EQQQ.DE - Dividend Comparison
JEQP.DE's dividend yield for the trailing twelve months is around 8.74%, more than EQQQ.DE's 0.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 0.23% | 0.29% | 0.37% | 0.39% | 0.57% | 0.25% | 0.41% | 0.54% | 0.64% | 0.68% | 0.78% | 0.73% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEQP.DE and EQQQ.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EQQQ.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQQQ.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for JEQP.DE.
They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.35% for JEQP.DE and 0.30% for EQQQ.DE.
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