JPCT.DE vs. JEQA.DE
JPCT.DE (JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc)) and JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) are both exchange-traded funds - JPCT.DE is a Global Equities fund tracking the Solactive JP Morgan Asset Management Carbon Transition Global Equity, while JEQA.DE is a Nasdaq-100 fund actively managed by JPMorgan. JPCT.DE is passively managed, while JEQA.DE is actively managed. Over the past year, JPCT.DE returned 18.55% vs 26.19% for JEQA.DE. Their correlation of 0.83 suggests significant overlap in exposure. JPCT.DE charges 0.19%/yr vs 0.35%/yr for JEQA.DE.
Performance
JPCT.DE vs. JEQA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPCT.DE achieves a 7.39% return, which is significantly lower than JEQA.DE's 9.86% return.
JPCT.DE
- 1D
- 0.24%
- 1M
- 3.19%
- YTD
- 7.39%
- 6M
- 7.37%
- 1Y
- 18.55%
- 3Y*
- 15.09%
- 5Y*
- 11.53%
- 10Y*
- —
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPCT.DE vs. JEQA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPCT.DE JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) | 7.39% | 6.84% | 2.43% |
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 9.86% | 1.90% | 5.22% |
Correlation
The correlation between JPCT.DE and JEQA.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.83 |
The correlation between JPCT.DE and JEQA.DE has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.
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Return for Risk
JPCT.DE vs. JEQA.DE — Risk / Return Rank
JPCT.DE
JEQA.DE
JPCT.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.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.
| JPCT.DE | JEQA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.43 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | 4.62 | -2.51 |
| Martin ratioReturn relative to average drawdown | 8.45 | 16.56 | -8.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPCT.DE | JEQA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 2.24 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.67 | +0.29 |
Drawdowns
JPCT.DE vs. JEQA.DE - Drawdown Comparison
The maximum JPCT.DE drawdown since its inception was -22.18%, smaller than the maximum JEQA.DE drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for JPCT.DE and JEQA.DE.
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Drawdown Indicators
| JPCT.DE | JEQA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.18% | -24.26% | +2.08% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -5.73% | -3.05% |
Max Drawdown (3Y)Largest decline over 3 years | -22.18% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.18% | — | — |
Current DrawdownCurrent decline from peak | -0.17% | -0.39% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -5.85% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.60% | +0.60% |
Volatility
JPCT.DE vs. JEQA.DE - Volatility Comparison
JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) has a higher volatility of 2.80% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) at 1.37%. This indicates that JPCT.DE's price experiences larger fluctuations and is considered to be riskier 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
| JPCT.DE | JEQA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 1.37% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.42% | 8.09% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.67% | 11.82% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 16.42% | -2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.89% | 16.42% | -2.53% |
JPCT.DE vs. JEQA.DE - Expense Ratio Comparison
JPCT.DE has a 0.19% expense ratio, which is lower than JEQA.DE's 0.35% expense ratio.
Dividends
JPCT.DE vs. JEQA.DE - Dividend Comparison
Neither JPCT.DE nor JEQA.DE has paid dividends to shareholders.
Frequently Asked Questions
JPCT.DE and JEQA.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPCT.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPCT.DE is cheaper with a 0.19% expense ratio, compared with 0.35% for JEQA.DE.
JPCT.DE is categorized as Global Equities, while JEQA.DE is Nasdaq-100. Their fees differ too: 0.19% for JPCT.DE and 0.35% for JEQA.DE.
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