JPVA.DE vs. JEQA.DE
JPVA.DE (JPMorgan US Value Active UCITS ETF USD (Acc)) and JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) are both exchange-traded funds - JPVA.DE is a Large Cap Value Equities fund actively managed by JPMorgan, while JEQA.DE is a Nasdaq-100 fund actively managed by JPMorgan. Both are actively managed. Over the past year, JPVA.DE returned 23.17% vs 26.19% for JEQA.DE. A 0.60 correlation means they provide meaningful diversification when combined. JPVA.DE charges 0.50%/yr vs 0.35%/yr for JEQA.DE.
Performance
JPVA.DE vs. JEQA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with JPVA.DE having a 9.76% return and JEQA.DE slightly higher at 9.86%.
JPVA.DE
- 1D
- 0.75%
- 1M
- 3.79%
- YTD
- 9.76%
- 6M
- 10.26%
- 1Y
- 23.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JPVA.DE vs. JEQA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JPVA.DE JPMorgan US Value Active UCITS ETF USD (Acc) | 9.76% | 1.79% | -1.37% |
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 9.86% | 1.90% | 5.22% |
Correlation
The correlation between JPVA.DE and JEQA.DE is 0.54, 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 | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.60 |
The correlation between JPVA.DE and JEQA.DE has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.
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Return for Risk
JPVA.DE vs. JEQA.DE — Risk / Return Rank
JPVA.DE
JEQA.DE
JPVA.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.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.
| JPVA.DE | JEQA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.43 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.58 | 4.62 | -0.04 |
| Martin ratioReturn relative to average drawdown | 14.35 | 16.56 | -2.21 |
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
| JPVA.DE | JEQA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 2.24 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.67 | +0.28 |
Drawdowns
JPVA.DE vs. JEQA.DE - Drawdown Comparison
The maximum JPVA.DE drawdown since its inception was -21.80%, smaller than the maximum JEQA.DE drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for JPVA.DE and JEQA.DE.
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Drawdown Indicators
| JPVA.DE | JEQA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.80% | -24.26% | +2.46% |
Max Drawdown (1Y)Largest decline over 1 year | -5.03% | -5.73% | +0.70% |
Current DrawdownCurrent decline from peak | 0.00% | -0.39% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -5.85% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.60% | +0.01% |
Volatility
JPVA.DE vs. JEQA.DE - Volatility Comparison
JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) has a higher volatility of 2.22% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) at 1.37%. This indicates that JPVA.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
| JPVA.DE | JEQA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 1.37% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 8.09% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.18% | 11.82% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 16.42% | -2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.96% | 16.42% | -2.46% |
JPVA.DE vs. JEQA.DE - Expense Ratio Comparison
JPVA.DE has a 0.50% expense ratio, which is higher than JEQA.DE's 0.35% expense ratio.
Dividends
JPVA.DE vs. JEQA.DE - Dividend Comparison
Neither JPVA.DE nor JEQA.DE has paid dividends to shareholders.
Frequently Asked Questions
JPVA.DE and JEQA.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEQA.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEQA.DE is cheaper with a 0.35% expense ratio, compared with 0.50% for JPVA.DE.
JPVA.DE is categorized as Large Cap Value Equities, while JEQA.DE is Nasdaq-100. Their fees differ too: 0.50% for JPVA.DE and 0.35% for JEQA.DE.
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