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JEQP.L vs. NQSE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEQP.L vs. NQSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) and iShares NASDAQ 100 UCITS ETF (NQSE.DE). The values are adjusted to include any dividend payments, if applicable.

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JEQP.L vs. NQSE.DE - Yearly Performance Comparison


2026 (YTD)20252024
JEQP.L
JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP
-0.85%6.86%4.36%
NQSE.DE
iShares NASDAQ 100 UCITS ETF
-6.42%24.31%0.14%
Different Trading Currencies

JEQP.L is traded in GBp, while NQSE.DE is traded in EUR. To make them comparable, the NQSE.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEQP.L achieves a -0.85% return, which is significantly higher than NQSE.DE's -6.42% return.


JEQP.L

1D
0.33%
1M
-0.70%
YTD
-0.85%
6M
3.61%
1Y
17.57%
3Y*
5Y*
10Y*

NQSE.DE

1D
-0.26%
1M
-2.17%
YTD
-6.42%
6M
-4.20%
1Y
25.93%
3Y*
20.23%
5Y*
10.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEQP.L vs. NQSE.DE - Expense Ratio Comparison

JEQP.L has a 0.35% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.


Return for Risk

JEQP.L vs. NQSE.DE — Risk / Return Rank

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

JEQP.L
JEQP.L Risk / Return Rank: 7373
Overall Rank
JEQP.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
JEQP.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
JEQP.L Omega Ratio Rank: 6060
Omega Ratio Rank
JEQP.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
JEQP.L Martin Ratio Rank: 9292
Martin Ratio Rank

NQSE.DE
NQSE.DE Risk / Return Rank: 6060
Overall Rank
NQSE.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
NQSE.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
NQSE.DE Omega Ratio Rank: 5151
Omega Ratio Rank
NQSE.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
NQSE.DE Martin Ratio Rank: 6666
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.L vs. NQSE.DE - 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 iShares NASDAQ 100 UCITS ETF (NQSE.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.


JEQP.LNQSE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.32

-0.18

Sortino ratio

Return per unit of downside risk

1.64

2.00

-0.36

Omega ratio

Gain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratio

Return relative to maximum drawdown

4.07

2.33

+1.74

Martin ratio

Return relative to average drawdown

14.53

7.91

+6.62

JEQP.L vs. NQSE.DE - Sharpe Ratio Comparison

The current JEQP.L Sharpe Ratio is 1.15, which is comparable to the NQSE.DE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of JEQP.L and NQSE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEQP.LNQSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.32

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.66

-0.18

Correlation

The correlation between JEQP.L and NQSE.DE is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JEQP.L vs. NQSE.DE - Dividend Comparison

JEQP.L's dividend yield for the trailing twelve months is around 11.00%, while NQSE.DE has not paid dividends to shareholders.


Drawdowns

JEQP.L vs. NQSE.DE - Drawdown Comparison

The maximum JEQP.L drawdown since its inception was -21.99%, smaller than the maximum NQSE.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for JEQP.L and NQSE.DE.


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Drawdown Indicators


JEQP.LNQSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.99%

-37.67%

+15.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.85%

-11.87%

+6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-37.67%

Current Drawdown

Current decline from peak

-2.51%

-8.83%

+6.32%

Average Drawdown

Average peak-to-trough decline

-5.45%

-8.72%

+3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

3.31%

-1.73%

Volatility

JEQP.L vs. NQSE.DE - Volatility Comparison

The current volatility for JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) is 4.27%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 5.55%. This indicates that JEQP.L experiences smaller price fluctuations and is considered to be less risky than NQSE.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.LNQSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

5.55%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

12.20%

-2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.28%

19.55%

-4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.66%

20.87%

-5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

21.49%

-5.83%