JEQP.DE vs. JEPQ
JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both Nasdaq-100 funds from JPMorgan. JEQP.DE is actively managed, while JEPQ is passively managed. Over the past year, JEQP.DE returned 24.01% vs 26.43% for JEPQ. A 0.60 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
JEQP.DE vs. JEPQ - Performance Comparison
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Different Trading Currencies
JEQP.DE is traded in EUR, while JEPQ is traded in USD. To make them comparable, the JEPQ values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JEQP.DE achieves a 8.94% return, which is significantly lower than JEPQ's 10.67% return.
JEQP.DE
- 1D
- -0.38%
- 1M
- 3.66%
- YTD
- 8.94%
- 6M
- 9.05%
- 1Y
- 24.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPQ
- 1D
- -0.25%
- 1M
- 4.48%
- YTD
- 10.67%
- 6M
- 9.87%
- 1Y
- 26.43%
- 3Y*
- 17.60%
- 5Y*
- —
- 10Y*
- —
JEQP.DE vs. JEPQ - 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% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.67% | 1.51% | 10.86% |
Correlation
The correlation between JEQP.DE and JEPQ is 0.63, 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 | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.61 |
The correlation between JEQP.DE and JEPQ has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.
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Return for Risk
JEQP.DE vs. JEPQ — Risk / Return Rank
JEQP.DE
JEPQ
JEQP.DE vs. JEPQ - 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 JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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 | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.41 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.09 | 4.29 | -0.20 |
| Martin ratioReturn relative to average drawdown | 14.09 | 16.95 | -2.86 |
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 | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 2.13 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.83 | -0.38 |
Drawdowns
JEQP.DE vs. JEPQ - Drawdown Comparison
The maximum JEQP.DE drawdown since its inception was -24.10%, roughly equal to the maximum JEPQ drawdown of -24.78%. Use the drawdown chart below to compare losses from any high point for JEQP.DE and JEPQ.
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Drawdown Indicators
| JEQP.DE | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.10% | -24.78% | +0.68% |
Max Drawdown (1Y)Largest decline over 1 year | -5.85% | -6.18% | +0.33% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.78% | — |
Current DrawdownCurrent decline from peak | -0.38% | -0.25% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -5.18% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 1.56% | +0.14% |
Volatility
JEQP.DE vs. JEPQ - Volatility Comparison
JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) has a higher volatility of 1.57% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 1.11%. This indicates that JEQP.DE's price experiences larger fluctuations and is considered to be riskier than JEPQ 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 | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 1.11% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | 8.82% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 12.44% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 16.92% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 16.92% | -0.32% |
JEQP.DE vs. JEPQ - Expense Ratio Comparison
Both JEQP.DE and JEPQ have an expense ratio of 0.35%.
Dividends
JEQP.DE vs. JEPQ - Dividend Comparison
JEQP.DE's dividend yield for the trailing twelve months is around 8.74%, less than JEPQ's 10.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.08% | 10.53% | 9.65% | 10.03% | 9.44% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.74% | 9.22% | 0.69% | 0.00% | 0.00% |
Frequently Asked Questions
JEQP.DE and JEPQ have a correlation of 0.63, 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 JEPQ have the same expense ratio: 0.35% per year.
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