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JPVA.DE vs. JEQP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPVA.DE vs. JEQP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan US Value Active UCITS ETF USD (Acc) (JPVA.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPVA.DE achieves a 9.76% return, which is significantly higher than JEQP.DE's 8.94% return.


JPVA.DE

1D
0.75%
1M
2.96%
YTD
9.76%
6M
9.73%
1Y
23.55%
3Y*
5Y*
10Y*

JEQP.DE

1D
-0.38%
1M
3.80%
YTD
8.94%
6M
8.34%
1Y
23.89%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPVA.DE vs. JEQP.DE - Yearly Performance Comparison


Correlation

The correlation between JPVA.DE and JEQP.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2024

0.55

The correlation between JPVA.DE and JEQP.DE has been stable across timeframes, ranging from 0.49 to 0.55 - a consistent structural relationship.

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Return for Risk

JPVA.DE vs. JEQP.DE — Risk / Return Rank

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

JPVA.DE
JPVA.DE Risk / Return Rank: 7070
Overall Rank
JPVA.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
JPVA.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
JPVA.DE Omega Ratio Rank: 6363
Omega Ratio Rank
JPVA.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
JPVA.DE Martin Ratio Rank: 7777
Martin Ratio Rank

JEQP.DE
JEQP.DE Risk / Return Rank: 6767
Overall Rank
JEQP.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
JEQP.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
JEQP.DE Omega Ratio Rank: 6161
Omega Ratio Rank
JEQP.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
JEQP.DE Martin Ratio Rank: 7575
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.

JPVA.DE vs. JEQP.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 (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.


JPVA.DEJEQP.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

4.58

4.09

+0.50

Martin ratioReturn relative to average drawdown

14.35

14.09

+0.25

JPVA.DE vs. JEQP.DE - Sharpe Ratio Comparison

The current JPVA.DE Sharpe Ratio is 2.06, which is comparable to the JEQP.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of JPVA.DE and JEQP.DE, 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


JPVA.DEJEQP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

1.99

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.45

+0.50

Drawdowns

JPVA.DE vs. JEQP.DE - Drawdown Comparison

The maximum JPVA.DE drawdown since its inception was -21.80%, smaller than the maximum JEQP.DE drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for JPVA.DE and JEQP.DE.


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Drawdown Indicators


JPVA.DEJEQP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.80%

-24.10%

+2.30%

Max Drawdown (1Y)

Largest decline over 1 year

-5.03%

-5.85%

+0.82%

Current Drawdown

Current decline from peak

0.00%

-0.38%

+0.38%

Average Drawdown

Average peak-to-trough decline

-5.34%

-6.27%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.70%

-0.09%

Volatility

JPVA.DE vs. JEQP.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 (Dist) (JEQP.DE) at 1.57%. This indicates that JPVA.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


JPVA.DEJEQP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

1.57%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

7.25%

8.52%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

11.18%

12.02%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

16.60%

-2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.96%

16.60%

-2.64%

JPVA.DE vs. JEQP.DE - Expense Ratio Comparison

JPVA.DE has a 0.50% expense ratio, which is higher than JEQP.DE's 0.35% expense ratio.


Dividends

JPVA.DE vs. JEQP.DE - Dividend Comparison

JPVA.DE has not paid dividends to shareholders, while JEQP.DE's dividend yield for the trailing twelve months is around 8.74%.


Frequently Asked Questions


JPVA.DE and JEQP.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JEQP.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JEQP.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 JEQP.DE is Nasdaq-100. Their fees differ too: 0.50% for JPVA.DE and 0.35% for JEQP.DE.

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