JEQP.DE vs. SXRV.DE
JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both Nasdaq-100 funds. JEQP.DE is actively managed, while SXRV.DE is passively managed. Over the past year, JEQP.DE returned 25.76% vs 35.15% for SXRV.DE. Their correlation of 0.84 suggests significant overlap in exposure. JEQP.DE charges 0.35%/yr vs 0.36%/yr for SXRV.DE.
Performance
JEQP.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JEQP.DE achieves a 10.32% return, which is significantly lower than SXRV.DE's 18.93% return.
JEQP.DE
- 1D
- 0.00%
- 1M
- 1.68%
- YTD
- 10.32%
- 6M
- 10.86%
- 1Y
- 25.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 0.09%
- YTD
- 18.93%
- 6M
- 19.04%
- 1Y
- 35.15%
- 3Y*
- 24.15%
- 5Y*
- 16.88%
- 10Y*
- 21.61%
JEQP.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.32% | 1.98% | 2.22% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 18.93% | 6.98% | 9.75% |
Correlation
The correlation between JEQP.DE and SXRV.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 4, 2024 | 0.84 |
The correlation between JEQP.DE and SXRV.DE has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.
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Return for Risk
JEQP.DE vs. SXRV.DE — Risk / Return Rank
JEQP.DE
SXRV.DE
JEQP.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JEQP.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.65 | 3.49 | +1.16 |
| Martin ratioReturn relative to average drawdown | 15.70 | 10.21 | +5.49 |
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Drawdowns
JEQP.DE vs. SXRV.DE - Drawdown Comparison
The maximum JEQP.DE drawdown since its inception was -24.03%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for JEQP.DE and SXRV.DE.
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Drawdown Indicators
| JEQP.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.03% | -32.80% | +8.77% |
Max Drawdown (1Y)Largest decline over 1 year | -5.56% | -10.03% | +4.47% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.69% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -1.40% | -2.64% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -6.49% | +0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 3.43% | -1.79% |
Volatility
JEQP.DE vs. SXRV.DE - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) is 4.30%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 5.98%. This indicates that JEQP.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 5.98% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.16% | 11.76% | -2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 16.40% | -3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 19.93% | -3.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.63% | 19.69% | -3.06% |
JEQP.DE vs. SXRV.DE - Expense Ratio Comparison
JEQP.DE has a 0.35% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
JEQP.DE vs. SXRV.DE - Dividend Comparison
JEQP.DE's dividend yield for the trailing twelve months is around 8.81%, while SXRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.81% | 10.43% | 0.73% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEQP.DE and SXRV.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, JEQP.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEQP.DE is cheaper with a 0.35% expense ratio, compared with 0.36% for SXRV.DE.
They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JEQP.DE and 0.36% for SXRV.DE.
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