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QQQ3.L vs. JEQP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQ3.L vs. JEQP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QQQ3.L is traded in USD, while JEQP.L is traded in GBp. To make them comparable, the JEQP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QQQ3.L achieves a 56.06% return, which is significantly higher than JEQP.L's 8.70% return.


QQQ3.L

1D
-2.48%
1M
19.87%
YTD
56.06%
6M
50.04%
1Y
119.69%
3Y*
64.10%
5Y*
26.81%
10Y*
43.93%

JEQP.L

1D
-0.30%
1M
2.95%
YTD
8.70%
6M
9.21%
1Y
28.24%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ3.L vs. JEQP.L - Yearly Performance Comparison


Correlation

The correlation between QQQ3.L and JEQP.L is 0.80, 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

0.80

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2024

0.83

The correlation between QQQ3.L and JEQP.L has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

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Return for Risk

QQQ3.L vs. JEQP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QQQ3.L
QQQ3.L Risk / Return Rank: 6969
Overall Rank
QQQ3.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
QQQ3.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQ3.L Omega Ratio Rank: 6464
Omega Ratio Rank
QQQ3.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
QQQ3.L Martin Ratio Rank: 6060
Martin Ratio Rank

JEQP.L
JEQP.L Risk / Return Rank: 8484
Overall Rank
JEQP.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
JEQP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
JEQP.L Omega Ratio Rank: 8383
Omega Ratio Rank
JEQP.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
JEQP.L Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QQQ3.L vs. JEQP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). 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.


QQQ3.LJEQP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.38

1.46

-0.08

Calmar ratioReturn relative to maximum drawdown

3.44

3.28

+0.16

Martin ratioReturn relative to average drawdown

10.78

14.57

-3.79

QQQ3.L vs. JEQP.L - Sharpe Ratio Comparison

The current QQQ3.L Sharpe Ratio is 2.63, which is comparable to the JEQP.L Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of QQQ3.L and JEQP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QQQ3.LJEQP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

2.40

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.10

-0.28

Drawdowns

QQQ3.L vs. JEQP.L - Drawdown Comparison

The maximum QQQ3.L drawdown since its inception was -81.35%, which is greater than JEQP.L's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for QQQ3.L and JEQP.L.


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Drawdown Indicators


QQQ3.LJEQP.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.35%

-20.32%

-61.03%

Max Drawdown (1Y)

Largest decline over 1 year

-35.92%

-8.61%

-27.31%

Max Drawdown (3Y)

Largest decline over 3 years

-58.20%

Max Drawdown (5Y)

Largest decline over 5 years

-81.35%

Max Drawdown (10Y)

Largest decline over 10 years

-81.35%

Current Drawdown

Current decline from peak

-2.48%

-0.30%

-2.18%

Average Drawdown

Average peak-to-trough decline

-19.62%

-2.81%

-16.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.49%

1.94%

+9.55%

Volatility

QQQ3.L vs. JEQP.L - Volatility Comparison

WisdomTree NASDAQ 100 3x Daily Leveraged (QQQ3.L) has a higher volatility of 14.73% compared to JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) at 1.63%. This indicates that QQQ3.L's price experiences larger fluctuations and is considered to be riskier than JEQP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQ3.LJEQP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.73%

1.63%

+13.10%

Volatility (6M)

Calculated over the trailing 6-month period

34.78%

8.77%

+26.01%

Volatility (1Y)

Calculated over the trailing 1-year period

47.01%

11.76%

+35.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.24%

15.48%

+46.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.91%

15.48%

+44.43%

QQQ3.L vs. JEQP.L - Expense Ratio Comparison

QQQ3.L has a 0.75% expense ratio, which is higher than JEQP.L's 0.35% expense ratio.


Dividends

QQQ3.L vs. JEQP.L - Dividend Comparison

QQQ3.L has not paid dividends to shareholders, while JEQP.L's dividend yield for the trailing twelve months is around 10.21%.


Frequently Asked Questions


QQQ3.L and JEQP.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JEQP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JEQP.L is cheaper with a 0.35% expense ratio, compared with 0.75% for QQQ3.L.

They also come from different issuers: WisdomTree and JPMorgan. Their fees differ too: 0.75% for QQQ3.L and 0.35% for JEQP.L.

Portfolio Optimizer

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