N1ES.DE vs. JEQP.DE
N1ES.DE (Invesco Nasdaq-100 ESG UCITS ETF Acc) and JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both Nasdaq-100 funds. N1ES.DE is passively managed, while JEQP.DE is actively managed. Over the past year, N1ES.DE returned 39.34% vs 23.89% for JEQP.DE. Their correlation of 0.84 suggests significant overlap in exposure. N1ES.DE charges 0.25%/yr vs 0.35%/yr for JEQP.DE.
Performance
N1ES.DE vs. JEQP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, N1ES.DE achieves a 21.31% return, which is significantly higher than JEQP.DE's 8.94% return.
N1ES.DE
- 1D
- -0.74%
- 1M
- 8.84%
- YTD
- 21.31%
- 6M
- 19.74%
- 1Y
- 39.34%
- 3Y*
- 25.46%
- 5Y*
- —
- 10Y*
- —
JEQP.DE
- 1D
- -0.38%
- 1M
- 3.80%
- YTD
- 8.94%
- 6M
- 8.34%
- 1Y
- 23.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
N1ES.DE vs. JEQP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
N1ES.DE Invesco Nasdaq-100 ESG UCITS ETF Acc | 21.31% | 8.26% | 10.16% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.94% | 0.68% | 2.17% |
Correlation
The correlation between N1ES.DE and JEQP.DE is 0.81, 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 | 0.81 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.84 |
The correlation between N1ES.DE and JEQP.DE has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.
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Return for Risk
N1ES.DE vs. JEQP.DE — Risk / Return Rank
N1ES.DE
JEQP.DE
N1ES.DE vs. JEQP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.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.
| N1ES.DE | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.69 | 4.09 | -0.40 |
| Martin ratioReturn relative to average drawdown | 10.62 | 14.09 | -3.48 |
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
| N1ES.DE | JEQP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 1.99 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.45 | +0.36 |
Drawdowns
N1ES.DE vs. JEQP.DE - Drawdown Comparison
The maximum N1ES.DE drawdown since its inception was -29.96%, 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 N1ES.DE and JEQP.DE.
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Drawdown Indicators
| N1ES.DE | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.96% | -24.10% | -5.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.86% | -5.85% | -5.01% |
Max Drawdown (3Y)Largest decline over 3 years | -26.65% | — | — |
Current DrawdownCurrent decline from peak | -0.74% | -0.38% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -8.51% | -6.27% | -2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 1.70% | +2.08% |
Volatility
N1ES.DE vs. JEQP.DE - Volatility Comparison
Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) has a higher volatility of 4.64% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) at 1.57%. This indicates that N1ES.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
| N1ES.DE | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 1.57% | +3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 8.52% | +3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.59% | 12.02% | +4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.73% | 16.60% | +4.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.73% | 16.60% | +4.13% |
N1ES.DE vs. JEQP.DE - Expense Ratio Comparison
N1ES.DE has a 0.25% expense ratio, which is lower than JEQP.DE's 0.35% expense ratio.
Dividends
N1ES.DE vs. JEQP.DE - Dividend Comparison
N1ES.DE has not paid dividends to shareholders, while JEQP.DE's dividend yield for the trailing twelve months is around 8.74%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.74% | 9.22% | 0.69% |
N1ES.DE Invesco Nasdaq-100 ESG UCITS ETF Acc | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
N1ES.DE and JEQP.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, N1ES.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
N1ES.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for JEQP.DE.
They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.25% for N1ES.DE and 0.35% for JEQP.DE.
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