JRGD.DE vs. JEQP.DE
JRGD.DE (JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)) and JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JRGD.DE is a Global Equities fund tracking the JP Morgan Global Research Enhanced Index Equity (ESG), while JEQP.DE is a Nasdaq-100 fund actively managed by JPMorgan. JRGD.DE is passively managed, while JEQP.DE is actively managed. Over the past year, JRGD.DE returned 22.73% vs 24.01% for JEQP.DE. A 0.79 correlation means they provide meaningful diversification when combined. JRGD.DE charges 0.25%/yr vs 0.35%/yr for JEQP.DE.
Performance
JRGD.DE vs. JEQP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRGD.DE achieves a 10.32% return, which is significantly higher than JEQP.DE's 8.94% return.
JRGD.DE
- 1D
- 0.00%
- 1M
- 4.30%
- YTD
- 10.32%
- 6M
- 10.92%
- 1Y
- 22.73%
- 3Y*
- 16.83%
- 5Y*
- —
- 10Y*
- —
JEQP.DE
- 1D
- -0.38%
- 1M
- 3.66%
- YTD
- 8.94%
- 6M
- 9.05%
- 1Y
- 24.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRGD.DE vs. JEQP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRGD.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.32% | 6.67% | 5.47% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.94% | 0.68% | 2.17% |
Correlation
The correlation between JRGD.DE and JEQP.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.79 |
The correlation between JRGD.DE and JEQP.DE has been stable across timeframes, ranging from 0.75 to 0.79 - a consistent structural relationship.
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Return for Risk
JRGD.DE vs. JEQP.DE — Risk / Return Rank
JRGD.DE
JEQP.DE
JRGD.DE vs. JEQP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.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.
| JRGD.DE | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 4.09 | -0.36 |
| Martin ratioReturn relative to average drawdown | 15.47 | 14.09 | +1.37 |
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
| JRGD.DE | JEQP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 1.99 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.45 | +0.40 |
Drawdowns
JRGD.DE vs. JEQP.DE - Drawdown Comparison
The maximum JRGD.DE drawdown since its inception was -21.56%, smaller than the maximum JEQP.DE drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for JRGD.DE and JEQP.DE.
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Drawdown Indicators
| JRGD.DE | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.56% | -24.10% | +2.54% |
Max Drawdown (1Y)Largest decline over 1 year | -6.06% | -5.85% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -21.56% | — | — |
Current DrawdownCurrent decline from peak | -0.35% | -0.38% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -6.27% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 1.70% | -0.23% |
Volatility
JRGD.DE vs. JEQP.DE - Volatility Comparison
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRGD.DE) has a higher volatility of 2.43% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) at 1.57%. This indicates that JRGD.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
| JRGD.DE | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 1.57% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 7.47% | 8.52% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.91% | 12.02% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.33% | 16.60% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.33% | 16.60% | -2.27% |
JRGD.DE vs. JEQP.DE - Expense Ratio Comparison
JRGD.DE has a 0.25% expense ratio, which is lower than JEQP.DE's 0.35% expense ratio.
Dividends
JRGD.DE vs. JEQP.DE - Dividend Comparison
JRGD.DE's dividend yield for the trailing twelve months is around 0.89%, less than JEQP.DE's 8.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.74% | 9.22% | 0.69% | 0.00% | 0.00% |
JRGD.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.89% | 0.89% | 0.91% | 0.85% | 1.44% |
Frequently Asked Questions
JRGD.DE and JEQP.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRGD.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRGD.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for JEQP.DE.
JRGD.DE is categorized as Global Equities, while JEQP.DE is Nasdaq-100. Their fees differ too: 0.25% for JRGD.DE and 0.35% for JEQP.DE.
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