JRUD.DE vs. JEQP.DE
JRUD.DE (JPMorgan US 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 - JRUD.DE is a Large Cap Blend Equities fund tracking the JP Morgan US Research Enhanced Index Equity (ESG), while JEQP.DE is a Nasdaq-100 fund actively managed by JPMorgan. JRUD.DE is passively managed, while JEQP.DE is actively managed. Over the past year, JRUD.DE returned 24.35% vs 23.89% for JEQP.DE. Their correlation of 0.83 suggests significant overlap in exposure. JRUD.DE charges 0.20%/yr vs 0.35%/yr for JEQP.DE.
Performance
JRUD.DE vs. JEQP.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JRUD.DE achieves a 10.50% return, which is significantly higher than JEQP.DE's 8.94% return.
JRUD.DE
- 1D
- -0.13%
- 1M
- 3.79%
- YTD
- 10.50%
- 6M
- 10.16%
- 1Y
- 24.35%
- 3Y*
- 18.26%
- 5Y*
- 14.63%
- 10Y*
- —
JEQP.DE
- 1D
- -0.38%
- 1M
- 3.80%
- YTD
- 8.94%
- 6M
- 8.34%
- 1Y
- 23.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRUD.DE vs. JEQP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 10.50% | 3.71% | 7.29% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.94% | 0.68% | 2.17% |
Correlation
The correlation between JRUD.DE and JEQP.DE is 0.80, 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 | 0.80 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.83 |
The correlation between JRUD.DE and JEQP.DE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JRUD.DE vs. JEQP.DE — Risk / Return Rank
JRUD.DE
JEQP.DE
JRUD.DE vs. JEQP.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 (dist) (JRUD.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.
| JRUD.DE | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 4.09 | -0.54 |
| Martin ratioReturn relative to average drawdown | 13.27 | 14.09 | -0.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JRUD.DE | JEQP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.99 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.45 | +0.38 |
Drawdowns
JRUD.DE vs. JEQP.DE - Drawdown Comparison
The maximum JRUD.DE drawdown since its inception was -34.16%, which is greater than JEQP.DE's maximum drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for JRUD.DE and JEQP.DE.
Loading charts...
Drawdown Indicators
| JRUD.DE | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -24.10% | -10.06% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -5.85% | -1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -23.42% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.42% | — | — |
Current DrawdownCurrent decline from peak | -0.48% | -0.38% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -6.27% | +1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 1.70% | +0.14% |
Volatility
JRUD.DE vs. JEQP.DE - Volatility Comparison
JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) (JRUD.DE) has a higher volatility of 2.56% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) at 1.57%. This indicates that JRUD.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.
Loading charts...
Volatility by Period
| JRUD.DE | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 1.57% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 8.52% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 12.02% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 16.60% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 16.60% | +1.16% |
JRUD.DE vs. JEQP.DE - Expense Ratio Comparison
JRUD.DE has a 0.20% expense ratio, which is lower than JEQP.DE's 0.35% expense ratio.
Dividends
JRUD.DE vs. JEQP.DE - Dividend Comparison
JRUD.DE's dividend yield for the trailing twelve months is around 0.58%, less than JEQP.DE's 8.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.74% | 9.22% | 0.69% | 0.00% | 0.00% | 0.00% |
JRUD.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.58% | 0.57% | 0.44% | 0.78% | 0.88% | 0.65% |
Frequently Asked Questions
JRUD.DE and JEQP.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUD.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUD.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JEQP.DE.
JRUD.DE is categorized as Large Cap Blend Equities, while JEQP.DE is Nasdaq-100. Their fees differ too: 0.20% for JRUD.DE and 0.35% for JEQP.DE.
Find the right allocation for JRUD.DE and JEQP.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer