JREZ.DE vs. JEQP.DE
JREZ.DE (JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc)) and JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JREZ.DE is a Europe Equities fund tracking the JP Morgan Eurozone Research Enhanced Index Equity (ESG), while JEQP.DE is a Nasdaq-100 fund actively managed by JPMorgan. JREZ.DE is passively managed, while JEQP.DE is actively managed. Over the past year, JREZ.DE returned 18.03% vs 23.89% for JEQP.DE. At a 0.49 correlation, their price movements are largely independent. JREZ.DE charges 0.25%/yr vs 0.35%/yr for JEQP.DE.
Performance
JREZ.DE vs. JEQP.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with JREZ.DE having a 8.95% return and JEQP.DE slightly lower at 8.94%.
JREZ.DE
- 1D
- 0.54%
- 1M
- 1.81%
- YTD
- 8.95%
- 6M
- 10.72%
- 1Y
- 18.03%
- 3Y*
- 15.63%
- 5Y*
- —
- 10Y*
- —
JEQP.DE
- 1D
- -0.38%
- 1M
- 3.80%
- YTD
- 8.94%
- 6M
- 8.34%
- 1Y
- 23.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JREZ.DE vs. JEQP.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% | 0.28% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.94% | 0.68% | 2.17% |
Correlation
The correlation between JREZ.DE and JEQP.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.49 |
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Return for Risk
JREZ.DE vs. JEQP.DE — Risk / Return Rank
JREZ.DE
JEQP.DE
JREZ.DE vs. JEQP.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 (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.
| JREZ.DE | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 4.09 | -2.29 |
| Martin ratioReturn relative to average drawdown | 6.49 | 14.09 | -7.61 |
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 | JEQP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.99 | -0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.45 | +0.51 |
Drawdowns
JREZ.DE vs. JEQP.DE - Drawdown Comparison
The maximum JREZ.DE drawdown since its inception was -14.86%, smaller than the maximum JEQP.DE drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for JREZ.DE and JEQP.DE.
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Drawdown Indicators
| JREZ.DE | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.86% | -24.10% | +9.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -5.85% | -4.35% |
Max Drawdown (3Y)Largest decline over 3 years | -14.81% | — | — |
Current DrawdownCurrent decline from peak | -0.54% | -0.38% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -6.27% | +3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 1.70% | +1.13% |
Volatility
JREZ.DE vs. JEQP.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 (Dist) (JEQP.DE) at 1.57%. This indicates that JREZ.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
| JREZ.DE | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 1.57% | +3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.16% | 8.52% | +3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 12.02% | +2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.44% | 16.60% | -1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.44% | 16.60% | -1.16% |
JREZ.DE vs. JEQP.DE - Expense Ratio Comparison
JREZ.DE has a 0.25% expense ratio, which is lower than JEQP.DE's 0.35% expense ratio.
Dividends
JREZ.DE vs. JEQP.DE - Dividend Comparison
JREZ.DE has not paid dividends to shareholders, while JEQP.DE's dividend yield for the trailing twelve months is around 8.74%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.74% | 9.22% | 0.69% |
JREZ.DE JPMorgan Eurozone Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JREZ.DE and JEQP.DE have a correlation of 0.45, 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 JEQP.DE.
JREZ.DE is categorized as Europe Equities, while JEQP.DE is Nasdaq-100. Their fees differ too: 0.25% for JREZ.DE and 0.35% for JEQP.DE.
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