JEQP.L vs. NESP.L
JEQP.L (JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP) and NESP.L (Invesco Nasdaq-100 ESG UCITS ETF Acc) are both Nasdaq-100 funds. JEQP.L is actively managed, while NESP.L is passively managed. Over the past year, JEQP.L returned 22.83% vs 31.08% for NESP.L. Their correlation of 0.87 suggests significant overlap in exposure. JEQP.L charges 0.35%/yr vs 0.25%/yr for NESP.L.
Performance
JEQP.L vs. NESP.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEQP.L achieves a 9.85% return, which is significantly lower than NESP.L's 18.42% return.
JEQP.L
- 1D
- 0.00%
- 1M
- 0.09%
- 6M
- 9.58%
- YTD
- 9.85%
- 1Y
- 22.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NESP.L
- 1D
- 0.00%
- 1M
- -2.03%
- 6M
- 18.65%
- YTD
- 18.42%
- 1Y
- 31.08%
- 3Y*
- 24.39%
- 5Y*
- —
- 10Y*
- —
JEQP.L vs. NESP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 9.85% | 6.86% | -16.74% |
NESP.L Invesco Nasdaq-100 ESG UCITS ETF Acc | 18.42% | 12.78% | 7.42% |
Correlation
The correlation between JEQP.L and NESP.L is 0.87, 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 | 0.87 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.87 |
The correlation between JEQP.L and NESP.L has been stable across timeframes, ranging from 0.87 to 0.87 - a consistent structural relationship.
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Return for Risk
JEQP.L vs. NESP.L — Risk / Return Rank
JEQP.L
NESP.L
JEQP.L vs. NESP.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 ESG UCITS ETF Acc (NESP.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.
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.L | NESP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.06 | 2.61 | +1.45 |
| Martin ratioReturn relative to average drawdown | 13.64 | 7.15 | +6.49 |
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Drawdowns
JEQP.L vs. NESP.L - Drawdown Comparison
The maximum JEQP.L drawdown since its inception was -99.02%, which is greater than NESP.L's maximum drawdown of -40.98%. Use the drawdown chart below to compare losses from any high point for JEQP.L and NESP.L.
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Drawdown Indicators
| JEQP.L | NESP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.02% | -40.98% | -58.04% |
Max Drawdown (1Y)Largest decline over 1 year | -5.64% | -11.96% | +6.32% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.75% | — |
Current DrawdownCurrent decline from peak | -2.26% | -3.11% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -15.66% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 4.36% | -2.68% |
Volatility
JEQP.L vs. NESP.L - Volatility Comparison
The current volatility for JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) is 5.11%, while Invesco Nasdaq-100 ESG UCITS ETF Acc (NESP.L) has a volatility of 6.70%. This indicates that JEQP.L experiences smaller price fluctuations and is considered to be less risky than NESP.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 | NESP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 6.70% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 13.39% | -3.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 17.50% | -4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6,013.84% | 23.55% | +5,990.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6,013.84% | 23.55% | +5,990.29% |
JEQP.L vs. NESP.L - Expense Ratio Comparison
JEQP.L has a 0.35% expense ratio, which is higher than NESP.L's 0.25% expense ratio.
Dividends
JEQP.L vs. NESP.L - Dividend Comparison
JEQP.L's dividend yield for the trailing twelve months is around 10.07%, while NESP.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP | 10.07% | 10.25% | 0.73% |
NESP.L Invesco Nasdaq-100 ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEQP.L and NESP.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NESP.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NESP.L is cheaper with a 0.25% 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 0.25% for NESP.L.
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