NQSE.DE vs. JEQA.DE
NQSE.DE (iShares NASDAQ 100 UCITS ETF) and JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) are both Nasdaq-100 funds. NQSE.DE is passively managed, while JEQA.DE is actively managed. Over the past year, NQSE.DE returned 35.67% vs 26.19% for JEQA.DE. A 0.73 correlation means they provide meaningful diversification when combined. NQSE.DE charges 0.33%/yr vs 0.35%/yr for JEQA.DE.
Performance
NQSE.DE vs. JEQA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, NQSE.DE achieves a 17.82% return, which is significantly higher than JEQA.DE's 9.86% return.
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NQSE.DE vs. JEQA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 0.78% |
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 9.86% | 1.90% | 5.22% |
Correlation
The correlation between NQSE.DE and JEQA.DE is 0.73, 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 | 0.73 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.73 |
The correlation between NQSE.DE and JEQA.DE has been stable across timeframes, ranging from 0.73 to 0.73 - a consistent structural relationship.
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Return for Risk
NQSE.DE vs. JEQA.DE — Risk / Return Rank
NQSE.DE
JEQA.DE
NQSE.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF (NQSE.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.
| NQSE.DE | JEQA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.43 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 4.62 | -1.54 |
| Martin ratioReturn relative to average drawdown | 10.77 | 16.56 | -5.79 |
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
| NQSE.DE | JEQA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.24 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.67 | +0.14 |
Drawdowns
NQSE.DE vs. JEQA.DE - Drawdown Comparison
The maximum NQSE.DE drawdown since its inception was -37.67%, which is greater than JEQA.DE's maximum drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for NQSE.DE and JEQA.DE.
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Drawdown Indicators
| NQSE.DE | JEQA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.67% | -24.26% | -13.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -5.73% | -6.14% |
Max Drawdown (3Y)Largest decline over 3 years | -22.40% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -37.67% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | -0.39% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -5.85% | -2.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 1.60% | +1.80% |
Volatility
NQSE.DE vs. JEQA.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a higher volatility of 4.75% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) at 1.37%. This indicates that NQSE.DE's price experiences larger fluctuations and is considered to be riskier 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
| NQSE.DE | JEQA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 1.37% | +3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.99% | 8.09% | +3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 11.82% | +4.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.91% | 16.42% | +4.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 16.42% | +5.12% |
NQSE.DE vs. JEQA.DE - Expense Ratio Comparison
NQSE.DE has a 0.33% expense ratio, which is lower than JEQA.DE's 0.35% expense ratio.
Dividends
NQSE.DE vs. JEQA.DE - Dividend Comparison
Neither NQSE.DE nor JEQA.DE has paid dividends to shareholders.
Frequently Asked Questions
NQSE.DE and JEQA.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NQSE.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NQSE.DE is cheaper with a 0.33% expense ratio, compared with 0.35% for JEQA.DE.
They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.33% for NQSE.DE and 0.35% for JEQA.DE.
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