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JPCT.DE vs. QDTE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPCT.DE vs. QDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). The values are adjusted to include any dividend payments, if applicable.

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JPCT.DE vs. QDTE - Yearly Performance Comparison


Different Trading Currencies

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

Returns By Period

In the year-to-date period, JPCT.DE achieves a -3.66% return, which is significantly lower than QDTE's -2.44% return.


JPCT.DE

1D
2.31%
1M
-3.96%
YTD
-3.66%
6M
0.00%
1Y
10.02%
3Y*
13.10%
5Y*
9.71%
10Y*

QDTE

1D
0.00%
1M
-2.99%
YTD
-2.44%
6M
1.25%
1Y
12.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPCT.DE vs. QDTE - Expense Ratio Comparison

JPCT.DE has a 0.19% expense ratio, which is lower than QDTE's 0.95% expense ratio.


Return for Risk

JPCT.DE vs. QDTE — Risk / Return Rank

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

JPCT.DE
JPCT.DE Risk / Return Rank: 3434
Overall Rank
JPCT.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JPCT.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
JPCT.DE Omega Ratio Rank: 3131
Omega Ratio Rank
JPCT.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
JPCT.DE Martin Ratio Rank: 4141
Martin Ratio Rank

QDTE
QDTE Risk / Return Rank: 4747
Overall Rank
QDTE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QDTE Sortino Ratio Rank: 4646
Sortino Ratio Rank
QDTE Omega Ratio Rank: 4848
Omega Ratio Rank
QDTE Calmar Ratio Rank: 4545
Calmar Ratio Rank
QDTE Martin Ratio Rank: 4747
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.

JPCT.DE vs. QDTE - 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 Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). 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.DEQDTEDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.58

+0.01

Sortino ratio

Return per unit of downside risk

0.92

0.86

+0.05

Omega ratio

Gain probability vs. loss probability

1.13

1.13

0.00

Calmar ratio

Return relative to maximum drawdown

1.11

0.67

+0.44

Martin ratio

Return relative to average drawdown

4.26

2.85

+1.40

JPCT.DE vs. QDTE - Sharpe Ratio Comparison

The current JPCT.DE Sharpe Ratio is 0.60, which is comparable to the QDTE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of JPCT.DE and QDTE, 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


JPCT.DEQDTEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.58

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.58

+0.24

Correlation

The correlation between JPCT.DE and QDTE is 0.58, 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

JPCT.DE vs. QDTE - Dividend Comparison

JPCT.DE has not paid dividends to shareholders, while QDTE's dividend yield for the trailing twelve months is around 51.75%.


Drawdowns

JPCT.DE vs. QDTE - Drawdown Comparison

The maximum JPCT.DE drawdown since its inception was -22.18%, smaller than the maximum QDTE drawdown of -30.16%. Use the drawdown chart below to compare losses from any high point for JPCT.DE and QDTE.


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Drawdown Indicators


JPCT.DEQDTEDifference

Max Drawdown

Largest peak-to-trough decline

-22.18%

-22.86%

+0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.35%

-10.20%

-3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

Current Drawdown

Current decline from peak

-5.97%

-7.96%

+1.99%

Average Drawdown

Average peak-to-trough decline

-4.23%

-3.31%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

3.71%

-1.37%

Volatility

JPCT.DE vs. QDTE - Volatility Comparison

JPMorgan Carbon Transition Global Equity UCITS ETF USD (acc) (JPCT.DE) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) have volatilities of 4.84% and 4.77%, 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


JPCT.DEQDTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.84%

4.77%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.93%

12.51%

-3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

16.78%

22.07%

-5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.10%

20.45%

-6.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.96%

20.45%

-6.49%