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JER5.DE vs. JEQP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JER5.DE vs. JEQP.DE

Last updated Apr 16, 2026

JER5.DE (JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF) and JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds — JER5.DE is a European Corporate Bonds fund tracking the JP Morgan EUR Corporate Bond 1-5 Research Enhanced Index (ESG), while JEQP.DE is a Nasdaq-100 fund actively managed by JPMorgan. JER5.DE is passively managed, while JEQP.DE is actively managed. Over the past year, JER5.DE returned 2.38% vs 22.78% for JEQP.DE. At 0.24, their price movements are largely independent. JER5.DE charges 0.04%/yr vs 0.35%/yr for JEQP.DE.

Performance

JER5.DE vs. JEQP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JER5.DE achieves a 0.02% return, which is significantly lower than JEQP.DE's 1.51% return.

JER5.DE

1D
0.06%
1M
0.34%
YTD
0.02%
6M
-0.01%
1Y
2.38%
3Y*
4.30%
5Y*
1.05%
10Y*
—

JEQP.DE

1D
0.27%
1M
0.06%
YTD
1.51%
6M
4.78%
1Y
22.78%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

JER5.DE vs. JEQP.DE - Yearly Performance Comparison

2026 (YTD)20252024
JER5.DE
JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF		0.02%3.43%0.92%
JEQP.DE
JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)		1.51%0.68%2.17%

Correlation

The correlation between JER5.DE and JEQP.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.23

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2024

0.24

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF

JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)

Often compared with JER5.DE:
JER5.DE vs. ERNA.LJER5.DE vs. ECR3.DEJER5.DE vs. SUA0.DEJER5.DE vs. ECR1.DEJER5.DE vs. IE1A.DEJER5.DE vs. SYBQ.DEJER5.DE vs. LCVB.DE
Often compared with JEQP.DE:
JEQP.DE vs. JEPQJEQP.DE vs. UDIV.DEJEQP.DE vs. JEQP.LJEQP.DE vs. OAMZ.DEJEQP.DE vs. VDIV.DEJEQP.DE vs. TROWJEQP.DE vs. FUSD.L

Return for Risk

JER5.DE vs. JEQP.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JER5.DE
JER5.DE Risk / Return Rank: 2626
Overall Rank
JER5.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
JER5.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
JER5.DE Omega Ratio Rank: 2929
Omega Ratio Rank
JER5.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
JER5.DE Martin Ratio Rank: 2525
Martin Ratio Rank
JEQP.DE
JEQP.DE Risk / Return Rank: 4949
Overall Rank
JEQP.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
JEQP.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
JEQP.DE Omega Ratio Rank: 3939
Omega Ratio Rank
JEQP.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
JEQP.DE Martin Ratio Rank: 6060
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.

JER5.DE vs. JEQP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.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.

JER5.DEJEQP.DEDifference

Sharpe ratio

Return per unit of total volatility

1.28

1.71

-0.43

Sortino ratio

Return per unit of downside risk

1.95

2.48

-0.53

Omega ratio

Gain probability vs. loss probability

1.26

1.32

-0.06

Calmar ratio

Return relative to maximum drawdown

1.31

4.07

-2.77

Martin ratio

Return relative to average drawdown

5.55

13.27

-7.72

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JER5.DE vs. JEQP.DE - Sharpe Ratio Comparison

The current JER5.DE Sharpe Ratio is 1.28, which is comparable to the JEQP.DE Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of JER5.DE and JEQP.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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Sharpe Ratios by Period

JER5.DEJEQP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.71

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.18

+0.20

Drawdowns

JER5.DE vs. JEQP.DE - Drawdown Comparison

The maximum JER5.DE drawdown since its inception was -10.17%, smaller than the maximum JEQP.DE drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for JER5.DE and JEQP.DE.

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Drawdown Indicators

JER5.DEJEQP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.17%

-24.10%

+13.93%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-5.85%

+3.87%

Max Drawdown (5Y)

Largest decline over 5 years

-10.17%

—

—

Current Drawdown

Current decline from peak

-0.91%

-1.05%

+0.14%

Average Drawdown

Average peak-to-trough decline

-2.28%

-6.86%

+4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

1.80%

-1.33%

Volatility

JER5.DE vs. JEQP.DE - Volatility Comparison

The current volatility for JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF (JER5.DE) is 1.17%, while JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) has a volatility of 4.91%. This indicates that JER5.DE experiences smaller price fluctuations and is considered to be less risky than JEQP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JER5.DEJEQP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

4.91%

-3.74%

Volatility (6M)

Calculated over the trailing 6-month period

1.61%

10.20%

-8.59%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

13.39%

-11.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.52%

17.28%

-14.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.11%

17.28%

-14.17%

JER5.DE vs. JEQP.DE - Expense Ratio Comparison

JER5.DE has a 0.04% expense ratio, which is lower than JEQP.DE's 0.35% expense ratio.

Dividends

JER5.DE vs. JEQP.DE - Dividend Comparison

JER5.DE has not paid dividends to shareholders, while JEQP.DE's dividend yield for the trailing twelve months is around 9.37%.

TTM20252024
JER5.DE
JPMorgan EUR Corporate Bond 1-5 yr Research Enhanced Index (ESG) UCITS ETF		0.00%0.00%0.00%
JEQP.DE
JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)		9.37%9.22%0.69%