JREM.DE vs. JEQA.DE
Compare and contrast key facts about JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE).
JREM.DE and JEQA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JREM.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). It was launched on Dec 6, 2018. JEQA.DE is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024.
Performance
JREM.DE vs. JEQA.DE - Performance Comparison
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JREM.DE vs. JEQA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 8.08% | 19.77% | -2.98% |
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | -1.00% | 1.90% | 5.22% |
Returns By Period
In the year-to-date period, JREM.DE achieves a 8.08% return, which is significantly higher than JEQA.DE's -1.00% return.
JREM.DE
- 1D
- 3.73%
- 1M
- -5.07%
- YTD
- 8.08%
- 6M
- 11.86%
- 1Y
- 27.32%
- 3Y*
- 14.05%
- 5Y*
- 4.32%
- 10Y*
- —
JEQA.DE
- 1D
- 2.23%
- 1M
- -1.27%
- YTD
- -1.00%
- 6M
- 4.11%
- 1Y
- 12.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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JREM.DE vs. JEQA.DE - Expense Ratio Comparison
JREM.DE has a 0.30% expense ratio, which is lower than JEQA.DE's 0.35% expense ratio.
Return for Risk
JREM.DE vs. JEQA.DE — Risk / Return Rank
JREM.DE
JEQA.DE
JREM.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.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.
| JREM.DE | JEQA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 0.72 | +0.72 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.07 | +0.89 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.16 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.61 | 1.62 | +1.00 |
Martin ratioReturn relative to average drawdown | 9.27 | 6.56 | +2.72 |
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
| JREM.DE | JEQA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 0.72 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.25 | +0.17 |
Correlation
The correlation between JREM.DE and JEQA.DE is 0.62, 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
JREM.DE vs. JEQA.DE - Dividend Comparison
Neither JREM.DE nor JEQA.DE has paid dividends to shareholders.
Drawdowns
JREM.DE vs. JEQA.DE - Drawdown Comparison
The maximum JREM.DE drawdown since its inception was -30.28%, which is greater than JEQA.DE's maximum drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for JREM.DE and JEQA.DE.
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Drawdown Indicators
| JREM.DE | JEQA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.28% | -24.26% | -6.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -12.73% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -25.75% | — | — |
Current DrawdownCurrent decline from peak | -6.84% | -3.34% | -3.50% |
Average DrawdownAverage peak-to-trough decline | -10.90% | -6.53% | -4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 1.91% | +1.13% |
Volatility
JREM.DE vs. JEQA.DE - Volatility Comparison
JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) has a higher volatility of 7.90% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) at 4.45%. This indicates that JREM.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
| JREM.DE | JEQA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.90% | 4.45% | +3.45% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 10.04% | +3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 17.28% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 17.21% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 17.21% | +1.59% |