JEQP.DE vs. EQQX.DE
JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) and EQQX.DE (Invesco Nasdaq-100 Swap UCITS ETF Acc) are both Nasdaq-100 funds. JEQP.DE is actively managed, while EQQX.DE is passively managed. Over the past year, JEQP.DE returned 23.89% vs 38.41% for EQQX.DE. Their correlation of 0.85 suggests significant overlap in exposure. JEQP.DE charges 0.35%/yr vs 0.20%/yr for EQQX.DE.
Performance
JEQP.DE vs. EQQX.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 EQQX.DE's 21.61% return.
JEQP.DE
- 1D
- -0.38%
- 1M
- 3.80%
- YTD
- 8.94%
- 6M
- 8.34%
- 1Y
- 23.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQQX.DE
- 1D
- 0.11%
- 1M
- 8.86%
- YTD
- 21.61%
- 6M
- 19.72%
- 1Y
- 38.41%
- 3Y*
- 25.43%
- 5Y*
- 19.11%
- 10Y*
- —
JEQP.DE vs. EQQX.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% |
EQQX.DE Invesco Nasdaq-100 Swap UCITS ETF Acc | 21.61% | 7.13% | 10.73% |
Correlation
The correlation between JEQP.DE and EQQX.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 EQQX.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. EQQX.DE — Risk / Return Rank
JEQP.DE
EQQX.DE
JEQP.DE vs. EQQX.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 Nasdaq-100 Swap UCITS ETF Acc (EQQX.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 | EQQX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.44 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.09 | 3.91 | +0.18 |
| Martin ratioReturn relative to average drawdown | 14.09 | 11.64 | +2.45 |
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 | EQQX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.49 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.95 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.90 | -0.45 |
Drawdowns
JEQP.DE vs. EQQX.DE - Drawdown Comparison
The maximum JEQP.DE drawdown since its inception was -24.10%, smaller than the maximum EQQX.DE drawdown of -31.17%. Use the drawdown chart below to compare losses from any high point for JEQP.DE and EQQX.DE.
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Drawdown Indicators
| JEQP.DE | EQQX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.10% | -31.17% | +7.07% |
Max Drawdown (1Y)Largest decline over 1 year | -5.85% | -9.97% | +4.12% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.80% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.17% | — |
Current DrawdownCurrent decline from peak | -0.38% | 0.00% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -7.99% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 3.36% | -1.66% |
Volatility
JEQP.DE vs. EQQX.DE - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) is 1.57%, while Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) has a volatility of 4.15%. This indicates that JEQP.DE experiences smaller price fluctuations and is considered to be less risky than EQQX.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 | EQQX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 4.15% | -2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | 10.89% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 15.75% | -3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 19.86% | -3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 19.79% | -3.19% |
JEQP.DE vs. EQQX.DE - Expense Ratio Comparison
JEQP.DE has a 0.35% expense ratio, which is higher than EQQX.DE's 0.20% expense ratio.
Dividends
JEQP.DE vs. EQQX.DE - Dividend Comparison
JEQP.DE's dividend yield for the trailing twelve months is around 8.74%, while EQQX.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EQQX.DE Invesco Nasdaq-100 Swap UCITS ETF Acc | 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 EQQX.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, EQQX.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQQX.DE is cheaper with a 0.20% 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 0.20% for EQQX.DE.
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