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JHEQX vs. SPQH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHEQX vs. SPQH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Hedged Equity Fund Class I (JHEQX) and Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE). The values are adjusted to include any dividend payments, if applicable.

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JHEQX vs. SPQH.DE - Yearly Performance Comparison


2026 (YTD)202520242023
JHEQX
JPMorgan Hedged Equity Fund Class I
-4.94%7.49%18.23%12.05%
SPQH.DE
Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating
-3.14%7.92%14.91%11.29%
Different Trading Currencies

JHEQX is traded in USD, while SPQH.DE is traded in EUR. To make them comparable, the SPQH.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JHEQX achieves a -4.94% return, which is significantly lower than SPQH.DE's -3.14% return.


JHEQX

1D
0.75%
1M
-5.47%
YTD
-4.94%
6M
-2.73%
1Y
7.14%
3Y*
9.50%
5Y*
6.83%
10Y*
8.72%

SPQH.DE

1D
-0.69%
1M
-2.93%
YTD
-3.14%
6M
-0.23%
1Y
8.51%
3Y*
9.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHEQX vs. SPQH.DE - Expense Ratio Comparison

JHEQX has a 0.58% expense ratio, which is higher than SPQH.DE's 0.50% expense ratio.


Return for Risk

JHEQX vs. SPQH.DE — Risk / Return Rank

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

JHEQX
JHEQX Risk / Return Rank: 3434
Overall Rank
JHEQX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JHEQX Sortino Ratio Rank: 2929
Sortino Ratio Rank
JHEQX Omega Ratio Rank: 3333
Omega Ratio Rank
JHEQX Calmar Ratio Rank: 4040
Calmar Ratio Rank
JHEQX Martin Ratio Rank: 4242
Martin Ratio Rank

SPQH.DE
SPQH.DE Risk / Return Rank: 1313
Overall Rank
SPQH.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SPQH.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SPQH.DE Omega Ratio Rank: 1313
Omega Ratio Rank
SPQH.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPQH.DE Martin Ratio Rank: 1414
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.

JHEQX vs. SPQH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Hedged Equity Fund Class I (JHEQX) and Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.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.


JHEQXSPQH.DEDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.61

+0.11

Sortino ratio

Return per unit of downside risk

1.10

0.96

+0.15

Omega ratio

Gain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratio

Return relative to maximum drawdown

1.07

0.81

+0.26

Martin ratio

Return relative to average drawdown

4.43

5.04

-0.60

JHEQX vs. SPQH.DE - Sharpe Ratio Comparison

The current JHEQX Sharpe Ratio is 0.72, which is comparable to the SPQH.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of JHEQX and SPQH.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


JHEQXSPQH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.61

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.99

-0.15

Correlation

The correlation between JHEQX and SPQH.DE is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JHEQX vs. SPQH.DE - Dividend Comparison

JHEQX's dividend yield for the trailing twelve months is around 0.64%, while SPQH.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
JHEQX
JPMorgan Hedged Equity Fund Class I
0.64%0.65%0.75%0.98%0.99%0.71%1.11%1.11%1.13%0.99%1.35%1.21%
SPQH.DE
Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JHEQX vs. SPQH.DE - Drawdown Comparison

The maximum JHEQX drawdown since its inception was -18.85%, which is greater than SPQH.DE's maximum drawdown of -13.33%. Use the drawdown chart below to compare losses from any high point for JHEQX and SPQH.DE.


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Drawdown Indicators


JHEQXSPQH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.85%

-17.68%

-1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-10.50%

+3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-14.34%

Max Drawdown (10Y)

Largest decline over 10 years

-18.85%

Current Drawdown

Current decline from peak

-6.19%

-8.22%

+2.03%

Average Drawdown

Average peak-to-trough decline

-2.16%

-3.98%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

3.10%

-1.43%

Volatility

JHEQX vs. SPQH.DE - Volatility Comparison

JPMorgan Hedged Equity Fund Class I (JHEQX) and Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE) have volatilities of 2.81% and 2.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHEQXSPQH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

2.70%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

5.56%

5.21%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

10.23%

13.80%

-3.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.89%

9.85%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.41%

9.85%

-0.44%