JREU.DE vs. JEQA.DE
JREU.DE (JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) and JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) are both exchange-traded funds - JREU.DE is a Large Cap Blend Equities fund tracking the JP Morgan US Research Enhanced Index Equity (ESG), while JEQA.DE is a Nasdaq-100 fund actively managed by JPMorgan. JREU.DE is passively managed, while JEQA.DE is actively managed. Over the past year, JREU.DE returned 24.47% vs 26.19% for JEQA.DE. Their correlation of 0.89 suggests significant overlap in exposure. JREU.DE charges 0.20%/yr vs 0.35%/yr for JEQA.DE.
Performance
JREU.DE vs. JEQA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREU.DE achieves a 10.64% return, which is significantly higher than JEQA.DE's 9.86% return.
JREU.DE
- 1D
- -0.14%
- 1M
- 3.76%
- YTD
- 10.64%
- 6M
- 10.24%
- 1Y
- 24.47%
- 3Y*
- 18.34%
- 5Y*
- 14.71%
- 10Y*
- —
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREU.DE vs. JEQA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 10.64% | 3.77% | 1.95% |
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 9.86% | 1.90% | 5.22% |
Correlation
The correlation between JREU.DE and JEQA.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.89 |
The correlation between JREU.DE and JEQA.DE has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.
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Return for Risk
JREU.DE vs. JEQA.DE — Risk / Return Rank
JREU.DE
JEQA.DE
JREU.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.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.
| JREU.DE | JEQA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.43 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 4.62 | -1.03 |
| Martin ratioReturn relative to average drawdown | 13.47 | 16.56 | -3.09 |
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
| JREU.DE | JEQA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 2.24 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.67 | +0.23 |
Drawdowns
JREU.DE vs. JEQA.DE - Drawdown Comparison
The maximum JREU.DE drawdown since its inception was -34.39%, 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 JREU.DE and JEQA.DE.
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Drawdown Indicators
| JREU.DE | JEQA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.39% | -24.26% | -10.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.81% | -5.73% | -1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -23.38% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | — | — |
Current DrawdownCurrent decline from peak | -0.49% | -0.39% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -5.85% | +1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.60% | +0.22% |
Volatility
JREU.DE vs. JEQA.DE - Volatility Comparison
JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREU.DE) has a higher volatility of 2.53% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) at 1.37%. This indicates that JREU.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
| JREU.DE | JEQA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 1.37% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 8.09% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.42% | 11.82% | -0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.28% | 16.42% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 16.42% | +0.81% |
JREU.DE vs. JEQA.DE - Expense Ratio Comparison
JREU.DE has a 0.20% expense ratio, which is lower than JEQA.DE's 0.35% expense ratio.
Dividends
JREU.DE vs. JEQA.DE - Dividend Comparison
Neither JREU.DE nor JEQA.DE has paid dividends to shareholders.
Frequently Asked Questions
JREU.DE and JEQA.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREU.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREU.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JEQA.DE.
JREU.DE is categorized as Large Cap Blend Equities, while JEQA.DE is Nasdaq-100. Their fees differ too: 0.20% for JREU.DE and 0.35% for JEQA.DE.
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