JPSC.DE vs. JEQP.DE
JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) and JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JPSC.DE is a Small Cap Blend Equities fund tracking the Morningstar US Small Cap Target Market Exposure, while JEQP.DE is a Nasdaq-100 fund actively managed by JPMorgan. JPSC.DE is passively managed, while JEQP.DE is actively managed. Over the past year, JPSC.DE returned 31.93% vs 24.01% for JEQP.DE. A 0.63 correlation means they provide meaningful diversification when combined. JPSC.DE charges 0.14%/yr vs 0.35%/yr for JEQP.DE.
Performance
JPSC.DE vs. JEQP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JPSC.DE achieves a 16.44% return, which is significantly higher than JEQP.DE's 8.94% return.
JPSC.DE
- 1D
- 0.23%
- 1M
- 4.19%
- YTD
- 16.44%
- 6M
- 16.38%
- 1Y
- 31.93%
- 3Y*
- 15.99%
- 5Y*
- —
- 10Y*
- —
JEQP.DE
- 1D
- -0.38%
- 1M
- 3.66%
- YTD
- 8.94%
- 6M
- 9.05%
- 1Y
- 24.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPSC.DE vs. JEQP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 16.44% | 0.02% | 6.82% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.94% | 0.68% | 2.17% |
Correlation
The correlation between JPSC.DE and JEQP.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 5, 2024 | 0.63 |
The correlation between JPSC.DE and JEQP.DE has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.
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Return for Risk
JPSC.DE vs. JEQP.DE — Risk / Return Rank
JPSC.DE
JEQP.DE
JPSC.DE vs. JEQP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.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.
| JPSC.DE | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 5.00 | 4.09 | +0.91 |
| Martin ratioReturn relative to average drawdown | 14.78 | 14.09 | +0.69 |
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
| JPSC.DE | JEQP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.99 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.45 | +0.02 |
Drawdowns
JPSC.DE vs. JEQP.DE - Drawdown Comparison
The maximum JPSC.DE drawdown since its inception was -30.63%, which is greater than JEQP.DE's maximum drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for JPSC.DE and JEQP.DE.
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Drawdown Indicators
| JPSC.DE | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.63% | -24.10% | -6.53% |
Max Drawdown (1Y)Largest decline over 1 year | -6.36% | -5.85% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -30.63% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.38% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -8.19% | -6.27% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 1.70% | +0.45% |
Volatility
JPSC.DE vs. JEQP.DE - Volatility Comparison
JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) has a higher volatility of 3.96% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) at 1.57%. This indicates that JPSC.DE's price experiences larger fluctuations and is considered to be riskier than JEQP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPSC.DE | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 1.57% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 8.52% | +1.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 12.02% | +3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.93% | 16.60% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 16.60% | +2.33% |
JPSC.DE vs. JEQP.DE - Expense Ratio Comparison
JPSC.DE has a 0.14% expense ratio, which is lower than JEQP.DE's 0.35% expense ratio.
Dividends
JPSC.DE vs. JEQP.DE - Dividend Comparison
JPSC.DE has not paid dividends to shareholders, while JEQP.DE's dividend yield for the trailing twelve months is around 8.74%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.74% | 9.22% | 0.69% |
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JPSC.DE and JEQP.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.
On fees, JPSC.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPSC.DE is cheaper with a 0.14% expense ratio, compared with 0.35% for JEQP.DE.
JPSC.DE is categorized as Small Cap Blend Equities, while JEQP.DE is Nasdaq-100. Their fees differ too: 0.14% for JPSC.DE and 0.35% for JEQP.DE.
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