JUHE.DE vs. JEQP.DE
JUHE.DE (JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc) and JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - JUHE.DE is a Large Cap Blend Equities 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, JUHE.DE returned 17.77% vs 25.32% for JEQP.DE. A 0.66 correlation means they provide meaningful diversification when combined. JUHE.DE charges 0.20%/yr vs 0.35%/yr for JEQP.DE.
Performance
JUHE.DE vs. JEQP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JUHE.DE achieves a 7.89% return, which is significantly lower than JEQP.DE's 12.05% return.
JUHE.DE
- 1D
- 0.12%
- 1M
- 0.05%
- 6M
- 8.27%
- YTD
- 7.89%
- 1Y
- 17.77%
- 3Y*
- 17.13%
- 5Y*
- —
- 10Y*
- —
JEQP.DE
- 1D
- 0.00%
- 1M
- 1.09%
- 6M
- 10.81%
- YTD
- 12.05%
- 1Y
- 25.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JUHE.DE vs. JEQP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JUHE.DE JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc | 7.89% | 14.34% | 2.11% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 12.05% | 1.98% | 2.22% |
Correlation
The correlation between JUHE.DE and JEQP.DE is 0.64, 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 | 0.64 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2024 | 0.66 |
The correlation between JUHE.DE and JEQP.DE has been stable across timeframes, ranging from 0.64 to 0.66 - a consistent structural relationship.
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Return for Risk
JUHE.DE vs. JEQP.DE — Risk / Return Rank
JUHE.DE
JEQP.DE
JUHE.DE vs. JEQP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.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.
| JUHE.DE | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.36 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 4.57 | -2.37 |
| Martin ratioReturn relative to average drawdown | 8.94 | 15.18 | -6.24 |
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Drawdowns
JUHE.DE vs. JEQP.DE - Drawdown Comparison
The maximum JUHE.DE drawdown since its inception was -23.01%, roughly equal to the maximum JEQP.DE drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for JUHE.DE and JEQP.DE.
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Drawdown Indicators
| JUHE.DE | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.01% | -24.03% | +1.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -5.56% | -3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -19.02% | — | — |
Current DrawdownCurrent decline from peak | -0.72% | -1.05% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -5.54% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.67% | +0.44% |
Volatility
JUHE.DE vs. JEQP.DE - Volatility Comparison
The current volatility for JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc (JUHE.DE) is 2.70%, while JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) has a volatility of 4.76%. This indicates that JUHE.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
| JUHE.DE | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 4.76% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 9.57% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 13.11% | -1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.09% | 16.63% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 16.63% | -0.54% |
JUHE.DE vs. JEQP.DE - Expense Ratio Comparison
JUHE.DE has a 0.20% expense ratio, which is lower than JEQP.DE's 0.35% expense ratio.
Dividends
JUHE.DE vs. JEQP.DE - Dividend Comparison
JUHE.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% |
JUHE.DE JPM US Research Enhanced Index Equity Active UCITS ETF EUR Hedged Acc | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JUHE.DE and JEQP.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JUHE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JUHE.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JEQP.DE.
JUHE.DE is categorized as Large Cap Blend Equities, while JEQP.DE is Nasdaq-100. Their fees differ too: 0.20% for JUHE.DE and 0.35% for JEQP.DE.
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