JRUE.DE vs. JEQP.DE
JRUE.DE (JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc) and JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JRUE.DE is a Corporate Bonds fund actively managed by JPMorgan, while JEQP.DE is a Nasdaq-100 fund actively managed by JPMorgan. Both are actively managed. Over the past year, JRUE.DE returned 3.03% vs 25.32% for JEQP.DE. At a 0.15 correlation, their price movements are largely independent. JRUE.DE charges 0.04%/yr vs 0.35%/yr for JEQP.DE.
Performance
JRUE.DE vs. JEQP.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 JEQP.DE's 12.05% return.
JRUE.DE
- 1D
- 0.17%
- 1M
- -0.76%
- 6M
- -0.95%
- YTD
- -0.85%
- 1Y
- 3.03%
- 3Y*
- 2.98%
- 5Y*
- —
- 10Y*
- —
JEQP.DE
- 1D
- 0.00%
- 1M
- 1.09%
- 6M
- 10.81%
- YTD
- 12.05%
- 1Y
- 25.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JRUE.DE vs. JEQP.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% | -0.37% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 12.05% | 1.98% | 2.22% |
Correlation
The correlation between JRUE.DE and JEQP.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 4, 2024 | 0.15 |
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Return for Risk
JRUE.DE vs. JEQP.DE — Risk / Return Rank
JRUE.DE
JEQP.DE
JRUE.DE vs. JEQP.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 (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.
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 | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.36 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 4.57 | -3.57 |
| Martin ratioReturn relative to average drawdown | 2.54 | 15.18 | -12.64 |
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Drawdowns
JRUE.DE vs. JEQP.DE - Drawdown Comparison
The maximum JRUE.DE drawdown since its inception was -23.48%, roughly equal to the maximum JEQP.DE drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for JRUE.DE and JEQP.DE.
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Drawdown Indicators
| JRUE.DE | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.48% | -24.03% | +0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -3.14% | -5.56% | +2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | — | — |
Current DrawdownCurrent decline from peak | -9.83% | -1.05% | -8.78% |
Average DrawdownAverage peak-to-trough decline | -13.52% | -5.54% | -7.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 1.67% | -0.43% |
Volatility
JRUE.DE vs. JEQP.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 (Dist) (JEQP.DE) has a volatility of 4.76%. This indicates that JRUE.DE experiences smaller price fluctuations and is considered to be less risky 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
| JRUE.DE | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 4.76% | -3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 9.57% | -6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 13.11% | -8.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.80% | 16.63% | -8.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.80% | 16.63% | -8.83% |
JRUE.DE vs. JEQP.DE - Expense Ratio Comparison
JRUE.DE has a 0.04% expense ratio, which is lower than JEQP.DE's 0.35% expense ratio.
Dividends
JRUE.DE vs. JEQP.DE - Dividend Comparison
JRUE.DE has not paid dividends to shareholders, while JEQP.DE's dividend yield for the trailing twelve months is around 9.93%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 9.93% | 10.43% | 0.73% |
JRUE.DE JPM USD IG Corporate Bond Active UCITS ETF EUR Hedged Acc | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRUE.DE and JEQP.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 JEQP.DE.
JRUE.DE is categorized as Corporate Bonds, while JEQP.DE is Nasdaq-100. Their fees differ too: 0.04% for JRUE.DE and 0.35% for JEQP.DE.
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