JEQP.L vs. EQSG.L
JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) and EQSG.L (Invesco Nasdaq-100 Swap UCITS ETF Acc) are both Nasdaq-100 funds. JEQP.L is actively managed, while EQSG.L is passively managed. Over the past year, JEQP.L returned 29.63% vs 41.07% for EQSG.L. Their correlation of 0.87 suggests significant overlap in exposure. JEQP.L charges 0.35%/yr vs 0.20%/yr for EQSG.L.
Performance
JEQP.L vs. EQSG.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEQP.L achieves a 8.97% return, which is significantly lower than EQSG.L's 19.91% return.
JEQP.L
- 1D
- -0.35%
- 1M
- 4.24%
- YTD
- 8.97%
- 6M
- 8.46%
- 1Y
- 29.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EQSG.L
- 1D
- -0.75%
- 1M
- 8.13%
- YTD
- 19.91%
- 6M
- 17.66%
- 1Y
- 41.07%
- 3Y*
- 24.92%
- 5Y*
- 19.08%
- 10Y*
- —
JEQP.L vs. EQSG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 8.97% | 6.58% | 5.67% |
EQSG.L Invesco Nasdaq-100 Swap UCITS ETF Acc | 19.91% | 11.73% | 6.05% |
Correlation
The correlation between JEQP.L and EQSG.L is 0.84, 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 | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.87 |
The correlation between JEQP.L and EQSG.L has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.
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Return for Risk
JEQP.L vs. EQSG.L — Risk / Return Rank
JEQP.L
EQSG.L
JEQP.L vs. EQSG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) and Invesco Nasdaq-100 Swap UCITS ETF Acc (EQSG.L). 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.L | EQSG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.47 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 5.23 | 1.36 | +3.87 |
| Martin ratioReturn relative to average drawdown | 19.59 | 2.21 | +17.38 |
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.L | EQSG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | 0.94 | +1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.55 | +0.38 |
Drawdowns
JEQP.L vs. EQSG.L - Drawdown Comparison
The maximum JEQP.L drawdown since its inception was -22.00%, smaller than the maximum EQSG.L drawdown of -31.87%. Use the drawdown chart below to compare losses from any high point for JEQP.L and EQSG.L.
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Drawdown Indicators
| JEQP.L | EQSG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.00% | -31.87% | +9.87% |
Max Drawdown (1Y)Largest decline over 1 year | -5.64% | -30.73% | +25.09% |
Max Drawdown (3Y)Largest decline over 3 years | — | -31.87% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.87% | — |
Current DrawdownCurrent decline from peak | -0.35% | -10.55% | +10.20% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -13.16% | +8.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 18.86% | -17.35% |
Volatility
JEQP.L vs. EQSG.L - Volatility Comparison
The current volatility for JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) is 1.57%, while Invesco Nasdaq-100 Swap UCITS ETF Acc (EQSG.L) has a volatility of 4.19%. This indicates that JEQP.L experiences smaller price fluctuations and is considered to be less risky than EQSG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEQP.L | EQSG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 4.19% | -2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 10.27% | -2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.20% | 44.57% | -33.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 35.45% | -20.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 34.99% | -20.11% |
JEQP.L vs. EQSG.L - Expense Ratio Comparison
JEQP.L has a 0.35% expense ratio, which is higher than EQSG.L's 0.20% expense ratio.
Dividends
JEQP.L vs. EQSG.L - Dividend Comparison
JEQP.L's dividend yield for the trailing twelve months is around 10.21%, while EQSG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EQSG.L Invesco Nasdaq-100 Swap UCITS ETF Acc | 0.00% | 0.00% | 0.00% |
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 10.21% | 10.04% | 0.73% |
Frequently Asked Questions
JEQP.L and EQSG.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EQSG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQSG.L is cheaper with a 0.20% expense ratio, compared with 0.35% for JEQP.L.
They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.35% for JEQP.L and 0.20% for EQSG.L.
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