JEST.DE vs. JEQA.DE
JEST.DE (JPM EUR Ultra-Short Income Active UCITS ETF EUR Acc) and JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) are both exchange-traded funds - JEST.DE is a Ultrashort Bond fund actively managed by JPMorgan, while JEQA.DE is a Nasdaq-100 fund actively managed by JPMorgan. Both are actively managed. Over the past year, JEST.DE returned 2.14% vs 25.11% for JEQA.DE. At a 0.05 correlation, their price movements are largely independent. JEST.DE charges 0.18%/yr vs 0.35%/yr for JEQA.DE.
Performance
JEST.DE vs. JEQA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JEST.DE achieves a 1.16% return, which is significantly lower than JEQA.DE's 12.22% return.
JEST.DE
- 1D
- -0.00%
- 1M
- 0.20%
- 6M
- 1.04%
- YTD
- 1.16%
- 1Y
- 2.14%
- 3Y*
- 3.28%
- 5Y*
- 2.04%
- 10Y*
- —
JEQA.DE
- 1D
- 0.00%
- 1M
- 1.11%
- 6M
- 11.21%
- YTD
- 12.22%
- 1Y
- 25.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEST.DE vs. JEQA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEST.DE JPM EUR Ultra-Short Income Active UCITS ETF EUR Acc | 1.16% | 2.61% | 0.50% |
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 12.22% | 1.90% | 6.05% |
Correlation
The correlation between JEST.DE and JEQA.DE is -0.01, 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 | -0.01 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.05 |
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Return for Risk
JEST.DE vs. JEQA.DE — Risk / Return Rank
JEST.DE
JEQA.DE
JEST.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM EUR Ultra-Short Income Active UCITS ETF EUR Acc (JEST.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.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.
| JEST.DE | JEQA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.55 | ||
| Sortino ratioReturn per unit of downside risk | +3.32 | ||
| Omega ratioGain probability vs. loss probability | 1.84 | 1.36 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 5.65 | 4.40 | +1.25 |
| Martin ratioReturn relative to average drawdown | 29.32 | 14.98 | +14.34 |
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Drawdowns
JEST.DE vs. JEQA.DE - Drawdown Comparison
The maximum JEST.DE drawdown since its inception was -2.16%, smaller than the maximum JEQA.DE drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for JEST.DE and JEQA.DE.
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Drawdown Indicators
| JEST.DE | JEQA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.16% | -24.26% | +22.10% |
Max Drawdown (1Y)Largest decline over 1 year | -0.37% | -5.73% | +5.36% |
Max Drawdown (3Y)Largest decline over 3 years | -0.37% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -1.32% | — | — |
Current DrawdownCurrent decline from peak | -0.04% | -0.83% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -0.42% | -5.54% | +5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 1.68% | -1.61% |
Volatility
JEST.DE vs. JEQA.DE - Volatility Comparison
The current volatility for JPM EUR Ultra-Short Income Active UCITS ETF EUR Acc (JEST.DE) is 0.14%, while JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) has a volatility of 4.73%. This indicates that JEST.DE experiences smaller price fluctuations and is considered to be less risky than JEQA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEST.DE | JEQA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.14% | 4.73% | -4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 0.55% | 9.34% | -8.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.61% | 13.10% | -12.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.48% | 16.52% | -16.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.70% | 16.52% | -15.82% |
JEST.DE vs. JEQA.DE - Expense Ratio Comparison
JEST.DE has a 0.18% expense ratio, which is lower than JEQA.DE's 0.35% expense ratio.
Dividends
JEST.DE vs. JEQA.DE - Dividend Comparison
Neither JEST.DE nor JEQA.DE has paid dividends to shareholders.
Frequently Asked Questions
JEST.DE and JEQA.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEST.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEST.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for JEQA.DE.
JEST.DE is categorized as Ultrashort Bond, while JEQA.DE is Nasdaq-100. Their fees differ too: 0.18% for JEST.DE and 0.35% for JEQA.DE.
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