JRUE.DE vs. JEQA.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) are both exchange-traded funds - JRUE.DE is a Corporate Bonds fund actively managed by JPMorgan, while JEQA.DE is a Nasdaq-100 fund actively managed by JPMorgan. Both are actively managed. Over the past year, JRUE.DE returned 3.03% vs 25.11% for JEQA.DE. At a 0.13 correlation, their price movements are largely independent. JRUE.DE charges 0.04%/yr vs 0.35%/yr for JEQA.DE.
Performance
JRUE.DE vs. JEQA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JRUE.DE achieves a -0.85% return, which is significantly lower than JEQA.DE's 12.22% return.
JRUE.DE
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
JEQA.DE
- 1D
- 0.00%
- 1M
- 1.11%
- 6M
- 11.21%
- YTD
- 12.22%
- 1Y
- 25.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRUE.DE vs. JEQA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | -0.85% | 5.79% | -0.18% |
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 12.22% | 1.90% | 6.05% |
Correlation
The correlation between JRUE.DE and JEQA.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.13 |
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Return for Risk
JRUE.DE vs. JEQA.DE — Risk / Return Rank
JRUE.DE
JEQA.DE
JRUE.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JRUE.DE | JEQA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.36 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 4.40 | -3.40 |
| Martin ratioReturn relative to average drawdown | 2.54 | 14.98 | -12.44 |
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Drawdowns
JRUE.DE vs. JEQA.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, roughly equal to the maximum JEQA.DE drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and JEQA.DE.
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Drawdown Indicators
| JRUE.DE | JEQA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -24.26% | +0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -5.73% | +2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | — | — |
Current DrawdownCurrent decline from peak | -9.83% | -0.83% | -9.00% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -5.54% | -7.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 1.68% | -0.44% |
Volatility
JRUE.DE vs. JEQA.DE - Volatility Comparison
The current volatility for JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc (JRUE.DE) is 1.11%, while JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) has a volatility of 4.73%. This indicates that JRUE.DE experiences smaller price fluctuations and is considered to be less risky 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
| JRUE.DE | JEQA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 4.73% | -3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 9.34% | -6.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 13.10% | -8.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 16.52% | -8.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 16.52% | -8.72% |
JRUE.DE vs. JEQA.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than JEQA.DE's 0.35% expense ratio.
Dividends
JRUE.DE vs. JEQA.DE - Dividend Comparison
Neither JRUE.DE nor JEQA.DE has paid dividends to shareholders.
Frequently Asked Questions
JRUE.DE and JEQA.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JRUE.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JRUE.DE is cheaper with a 0.04% expense ratio, compared with 0.35% for JEQA.DE.
JRUE.DE is categorized as Corporate Bonds, while JEQA.DE is Nasdaq-100. Their fees differ too: 0.04% for JRUE.DE and 0.35% for JEQA.DE.
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