JGHY.DE vs. JEQA.DE
JGHY.DE (JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc) and JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) are both exchange-traded funds - JGHY.DE is a High Yield Bonds 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, JGHY.DE returned 8.73% vs 25.11% for JEQA.DE. A 0.61 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
JGHY.DE vs. JEQA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JGHY.DE achieves a 4.92% return, which is significantly lower than JEQA.DE's 12.22% return.
JGHY.DE
- 1D
- -0.21%
- 1M
- 1.20%
- 6M
- 3.93%
- YTD
- 4.92%
- 1Y
- 8.73%
- 3Y*
- 7.91%
- 5Y*
- 4.39%
- 10Y*
- —
JEQA.DE
- 1D
- 0.00%
- 1M
- 1.11%
- 6M
- 11.21%
- YTD
- 12.22%
- 1Y
- 25.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGHY.DE vs. JEQA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JGHY.DE JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc | 4.92% | -0.68% | 2.45% |
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 12.22% | 1.90% | 6.05% |
Correlation
The correlation between JGHY.DE and JEQA.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.61 |
The correlation between JGHY.DE and JEQA.DE has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.
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Return for Risk
JGHY.DE vs. JEQA.DE — Risk / Return Rank
JGHY.DE
JEQA.DE
JGHY.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.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.
| JGHY.DE | JEQA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.36 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.15 | 4.40 | -0.25 |
| Martin ratioReturn relative to average drawdown | 13.75 | 14.98 | -1.23 |
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Drawdowns
JGHY.DE vs. JEQA.DE - Drawdown Comparison
The maximum JGHY.DE drawdown since its inception was -24.72%, roughly equal to the maximum JEQA.DE drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for JGHY.DE and JEQA.DE.
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Drawdown Indicators
| JGHY.DE | JEQA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.72% | -24.26% | -0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -2.32% | -5.73% | +3.41% |
Max Drawdown (3Y)Largest decline over 3 years | -10.49% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -10.49% | — | — |
Current DrawdownCurrent decline from peak | -0.52% | -0.83% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -5.54% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 1.68% | -0.98% |
Volatility
JGHY.DE vs. JEQA.DE - Volatility Comparison
The current volatility for JPM Global High Yield Corporate Bond Multi-Factor Active UCITS ETF USD Acc (JGHY.DE) is 1.21%, while JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) has a volatility of 4.73%. This indicates that JGHY.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
| JGHY.DE | JEQA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 4.73% | -3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 3.04% | 9.34% | -6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.63% | 13.10% | -8.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.57% | 16.52% | -9.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.78% | 16.52% | -7.74% |
JGHY.DE vs. JEQA.DE - Expense Ratio Comparison
Both JGHY.DE and JEQA.DE have an expense ratio of 0.35%.
Dividends
JGHY.DE vs. JEQA.DE - Dividend Comparison
Neither JGHY.DE nor JEQA.DE has paid dividends to shareholders.
Frequently Asked Questions
JGHY.DE and JEQA.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
JGHY.DE and JEQA.DE have the same expense ratio: 0.35% per year.
JGHY.DE is categorized as High Yield Bonds, while JEQA.DE is Nasdaq-100.
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