JREZ.DE vs. JEQA.DE
JREZ.DE (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) are both exchange-traded funds - JREZ.DE is a Europe Equities fund tracking the JP Morgan Eurozone Research Enhanced Index Equity (ESG), while JEQA.DE is a Nasdaq-100 fund actively managed by JPMorgan. JREZ.DE is passively managed, while JEQA.DE is actively managed. Over the past year, JREZ.DE returned 18.39% vs 26.19% for JEQA.DE. At a 0.50 correlation, their price movements are largely independent. JREZ.DE charges 0.25%/yr vs 0.35%/yr for JEQA.DE.
Performance
JREZ.DE vs. JEQA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JREZ.DE achieves a 8.95% return, which is significantly lower than JEQA.DE's 9.86% return.
JREZ.DE
- 1D
- 0.54%
- 1M
- 4.51%
- YTD
- 8.95%
- 6M
- 10.66%
- 1Y
- 18.39%
- 3Y*
- 15.63%
- 5Y*
- —
- 10Y*
- —
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREZ.DE vs. JEQA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JREZ.DE JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 8.95% | 23.99% | 0.45% |
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 9.86% | 1.90% | 5.22% |
Correlation
The correlation between JREZ.DE and JEQA.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 8, 2024 | 0.50 |
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Return for Risk
JREZ.DE vs. JEQA.DE — Risk / Return Rank
JREZ.DE
JEQA.DE
JREZ.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREZ.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.
| JREZ.DE | JEQA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.43 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 4.62 | -2.83 |
| Martin ratioReturn relative to average drawdown | 6.49 | 16.56 | -10.07 |
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
| JREZ.DE | JEQA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.24 | -1.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.67 | +0.29 |
Drawdowns
JREZ.DE vs. JEQA.DE - Drawdown Comparison
The maximum JREZ.DE drawdown since its inception was -14.86%, smaller than the maximum JEQA.DE drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for JREZ.DE and JEQA.DE.
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Drawdown Indicators
| JREZ.DE | JEQA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.86% | -24.26% | +9.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -5.73% | -4.47% |
Max Drawdown (3Y)Largest decline over 3 years | -14.81% | — | — |
Current DrawdownCurrent decline from peak | -0.54% | -0.39% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -5.85% | +2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 1.60% | +1.23% |
Volatility
JREZ.DE vs. JEQA.DE - Volatility Comparison
JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) (JREZ.DE) has a higher volatility of 4.64% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) at 1.37%. This indicates that JREZ.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
| JREZ.DE | JEQA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 1.37% | +3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 8.09% | +4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 11.82% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.44% | 16.42% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.44% | 16.42% | -0.98% |
JREZ.DE vs. JEQA.DE - Expense Ratio Comparison
JREZ.DE has a 0.25% expense ratio, which is lower than JEQA.DE's 0.35% expense ratio.
Dividends
JREZ.DE vs. JEQA.DE - Dividend Comparison
Neither JREZ.DE nor JEQA.DE has paid dividends to shareholders.
Frequently Asked Questions
JREZ.DE and JEQA.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, JREZ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREZ.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for JEQA.DE.
JREZ.DE is categorized as Europe Equities, while JEQA.DE is Nasdaq-100. Their fees differ too: 0.25% for JREZ.DE and 0.35% for JEQA.DE.
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