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JPEQ.AX vs. RSPA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPEQ.AX vs. RSPA - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in JPMorgan US 100Q Equity Premium Income Active ETF (JPEQ.AX) and Invesco S&P 500 Equal Weight Income Advantage ETF (RSPA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JPEQ.AX is traded in AUD, while RSPA is traded in USD. To make them comparable, the RSPA values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JPEQ.AX achieves a 1.25% return, which is significantly lower than RSPA's 1.81% return.


JPEQ.AX

1D
0.03%
1M
4.55%
YTD
1.25%
6M
1.22%
1Y
14.54%
3Y*
15.67%
5Y*
10Y*

RSPA

1D
0.84%
1M
3.91%
YTD
1.81%
6M
1.41%
1Y
8.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPEQ.AX vs. RSPA - Yearly Performance Comparison


Correlation

The correlation between JPEQ.AX and RSPA is 0.08, 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

0.08

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2024

0.07

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Return for Risk

JPEQ.AX vs. RSPA — Risk / Return Rank

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

JPEQ.AX
JPEQ.AX Risk / Return Rank: 3434
Overall Rank
JPEQ.AX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
JPEQ.AX Sortino Ratio Rank: 3636
Sortino Ratio Rank
JPEQ.AX Omega Ratio Rank: 3838
Omega Ratio Rank
JPEQ.AX Calmar Ratio Rank: 3131
Calmar Ratio Rank
JPEQ.AX Martin Ratio Rank: 2929
Martin Ratio Rank

RSPA
RSPA Risk / Return Rank: 6464
Overall Rank
RSPA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
RSPA Sortino Ratio Rank: 6464
Sortino Ratio Rank
RSPA Omega Ratio Rank: 6262
Omega Ratio Rank
RSPA Calmar Ratio Rank: 6262
Calmar Ratio Rank
RSPA Martin Ratio Rank: 6868
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.

JPEQ.AX vs. RSPA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US 100Q Equity Premium Income Active ETF (JPEQ.AX) and Invesco S&P 500 Equal Weight Income Advantage ETF (RSPA). 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.


JPEQ.AXRSPADifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.24

1.17

+0.07

Calmar ratioReturn relative to maximum drawdown

1.50

1.10

+0.40

Martin ratioReturn relative to average drawdown

4.05

2.89

+1.16

JPEQ.AX vs. RSPA - Sharpe Ratio Comparison

The current JPEQ.AX Sharpe Ratio is 1.32, which is higher than the RSPA Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of JPEQ.AX and RSPA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JPEQ.AXRSPADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.94

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.76

+0.33

Drawdowns

JPEQ.AX vs. RSPA - Drawdown Comparison

The maximum JPEQ.AX drawdown since its inception was -18.42%, which is greater than RSPA's maximum drawdown of -13.05%. Use the drawdown chart below to compare losses from any high point for JPEQ.AX and RSPA.


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Drawdown Indicators


JPEQ.AXRSPADifference

Max Drawdown

Largest peak-to-trough decline

-18.42%

-13.05%

-5.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-7.79%

-1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-18.42%

Current Drawdown

Current decline from peak

0.00%

-0.72%

+0.72%

Average Drawdown

Average peak-to-trough decline

-3.03%

-2.94%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

2.97%

+0.60%

Volatility

JPEQ.AX vs. RSPA - Volatility Comparison

The current volatility for JPMorgan US 100Q Equity Premium Income Active ETF (JPEQ.AX) is 1.55%, while Invesco S&P 500 Equal Weight Income Advantage ETF (RSPA) has a volatility of 1.69%. This indicates that JPEQ.AX experiences smaller price fluctuations and is considered to be less risky than RSPA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JPEQ.AXRSPADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

1.69%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

6.83%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

9.20%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.04%

12.31%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.04%

12.31%

+2.73%

Dividends

JPEQ.AX vs. RSPA - Dividend Comparison

JPEQ.AX's dividend yield for the trailing twelve months is around 8.92%, which matches RSPA's 8.93% yield.


PositionTTM202520242023
JPEQ.AX
JPMorgan US 100Q Equity Premium Income Active ETF
8.92%9.00%7.40%4.88%
RSPA
Invesco S&P 500 Equal Weight Income Advantage ETF
8.93%9.14%4.03%0.00%

Frequently Asked Questions


JPEQ.AX and RSPA have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPEQ.AX is categorized as Derivative Income, while RSPA is S&P 500. They also come from different issuers: JPMorgan and Invesco.

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