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JEQP.DE vs. TRET.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEQP.DE vs. TRET.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) and VanEck Global Real Estate UCITS ETF (TRET.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with JEQP.DE having a 12.05% return and TRET.DE slightly higher at 12.48%.


JEQP.DE

1D
0.00%
1M
1.09%
6M
10.81%
YTD
12.05%
1Y
25.32%
3Y*
5Y*
10Y*

TRET.DE

1D
-0.19%
1M
2.51%
6M
9.50%
YTD
12.48%
1Y
17.68%
3Y*
10.19%
5Y*
3.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JEQP.DE vs. TRET.DE - Yearly Performance Comparison


Correlation

The correlation between JEQP.DE and TRET.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2024

0.22

The correlation between JEQP.DE and TRET.DE shifts across timeframes, from 0.08 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

JEQP.DE vs. TRET.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEQP.DE
JEQP.DE Risk / Return Rank: 8181
Overall Rank
JEQP.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
JEQP.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
JEQP.DE Omega Ratio Rank: 7676
Omega Ratio Rank
JEQP.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
JEQP.DE Martin Ratio Rank: 8989
Martin Ratio Rank

TRET.DE
TRET.DE Risk / Return Rank: 5151
Overall Rank
TRET.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
TRET.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
TRET.DE Omega Ratio Rank: 4848
Omega Ratio Rank
TRET.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
TRET.DE Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JEQP.DE vs. TRET.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 VanEck Global Real Estate UCITS ETF (TRET.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.DETRET.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.36

1.25

+0.10

Calmar ratioReturn relative to maximum drawdown

4.57

2.10

+2.47

Martin ratioReturn relative to average drawdown

15.18

6.99

+8.19

JEQP.DE vs. TRET.DE - Sharpe Ratio Comparison

The current JEQP.DE Sharpe Ratio is 1.94, which is higher than the TRET.DE Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of JEQP.DE and TRET.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JEQP.DE vs. TRET.DE - Drawdown Comparison

The maximum JEQP.DE drawdown since its inception was -24.03%, smaller than the maximum TRET.DE drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for JEQP.DE and TRET.DE.


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Drawdown Indicators


JEQP.DETRET.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.03%

-41.74%

+17.71%

Max Drawdown (1Y)

Largest decline over 1 year

-5.56%

-8.37%

+2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-18.60%

Max Drawdown (5Y)

Largest decline over 5 years

-30.36%

Current Drawdown

Current decline from peak

-1.05%

-1.74%

+0.69%

Average Drawdown

Average peak-to-trough decline

-5.54%

-12.01%

+6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.52%

-0.85%

Volatility

JEQP.DE vs. TRET.DE - Volatility Comparison

JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) has a higher volatility of 4.76% compared to VanEck Global Real Estate UCITS ETF (TRET.DE) at 3.83%. This indicates that JEQP.DE's price experiences larger fluctuations and is considered to be riskier than TRET.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.DETRET.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

3.83%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

9.98%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

13.11%

12.11%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

15.26%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

17.81%

-1.18%

JEQP.DE vs. TRET.DE - Expense Ratio Comparison

JEQP.DE has a 0.35% expense ratio, which is higher than TRET.DE's 0.25% expense ratio.


Dividends

JEQP.DE vs. TRET.DE - Dividend Comparison

JEQP.DE's dividend yield for the trailing twelve months is around 9.93%, more than TRET.DE's 3.26% yield.


PositionTTM20252024202320222021202020192018
JEQP.DE
JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)
9.93%10.43%0.73%0.00%0.00%0.00%0.00%0.00%0.00%
TRET.DE
VanEck Global Real Estate UCITS ETF
3.26%3.66%3.44%3.66%4.69%1.78%4.45%3.31%1.39%

Frequently Asked Questions


JEQP.DE and TRET.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRET.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRET.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for JEQP.DE.

JEQP.DE is categorized as Nasdaq-100, while TRET.DE is REIT. They also come from different issuers: JPMorgan and VanEck. Their fees differ too: 0.35% for JEQP.DE and 0.25% for TRET.DE.

Portfolio Optimizer

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