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SPQH.DE vs. JHEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPQH.DE vs. JHEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE) and JPMorgan Hedged Equity Fund Class I (JHEQX). The values are adjusted to include any dividend payments, if applicable.

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SPQH.DE vs. JHEQX - Yearly Performance Comparison


2026 (YTD)202520242023
SPQH.DE
Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating
-1.86%-4.41%21.88%6.82%
JHEQX
JPMorgan Hedged Equity Fund Class I
-3.37%-5.26%26.04%7.56%
Different Trading Currencies

SPQH.DE is traded in EUR, while JHEQX is traded in USD. To make them comparable, the JHEQX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPQH.DE achieves a -1.86% return, which is significantly higher than JHEQX's -3.37% return.


SPQH.DE

1D
-1.05%
1M
-2.14%
YTD
-1.86%
6M
0.93%
1Y
0.99%
3Y*
6.74%
5Y*
10Y*

JHEQX

1D
-0.07%
1M
-4.38%
YTD
-3.37%
6M
-1.24%
1Y
0.07%
3Y*
7.20%
5Y*
7.23%
10Y*
8.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPQH.DE vs. JHEQX - Expense Ratio Comparison

SPQH.DE has a 0.50% expense ratio, which is lower than JHEQX's 0.58% expense ratio.


Return for Risk

SPQH.DE vs. JHEQX — Risk / Return Rank

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

SPQH.DE
SPQH.DE Risk / Return Rank: 1313
Overall Rank
SPQH.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SPQH.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SPQH.DE Omega Ratio Rank: 1313
Omega Ratio Rank
SPQH.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPQH.DE Martin Ratio Rank: 1414
Martin Ratio Rank

JHEQX
JHEQX Risk / Return Rank: 3434
Overall Rank
JHEQX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
JHEQX Sortino Ratio Rank: 2929
Sortino Ratio Rank
JHEQX Omega Ratio Rank: 3333
Omega Ratio Rank
JHEQX Calmar Ratio Rank: 4040
Calmar Ratio Rank
JHEQX Martin Ratio Rank: 4242
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.

SPQH.DE vs. JHEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE) and JPMorgan Hedged Equity Fund Class I (JHEQX). 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.


SPQH.DEJHEQXDifference

Sharpe ratio

Return per unit of total volatility

0.07

0.04

+0.03

Sortino ratio

Return per unit of downside risk

0.20

0.14

+0.05

Omega ratio

Gain probability vs. loss probability

1.03

1.02

+0.01

Calmar ratio

Return relative to maximum drawdown

0.12

0.07

+0.05

Martin ratio

Return relative to average drawdown

0.42

0.28

+0.13

SPQH.DE vs. JHEQX - Sharpe Ratio Comparison

The current SPQH.DE Sharpe Ratio is 0.07, which is higher than the JHEQX Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of SPQH.DE and JHEQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPQH.DEJHEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

0.04

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.78

-0.18

Correlation

The correlation between SPQH.DE and JHEQX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPQH.DE vs. JHEQX - Dividend Comparison

SPQH.DE has not paid dividends to shareholders, while JHEQX's dividend yield for the trailing twelve months is around 0.64%.


TTM20252024202320222021202020192018201720162015
SPQH.DE
Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JHEQX
JPMorgan Hedged Equity Fund Class I
0.64%0.65%0.75%0.98%0.99%0.71%1.11%1.11%1.13%0.99%1.35%1.21%

Drawdowns

SPQH.DE vs. JHEQX - Drawdown Comparison

The maximum SPQH.DE drawdown since its inception was -17.68%, smaller than the maximum JHEQX drawdown of -20.17%. Use the drawdown chart below to compare losses from any high point for SPQH.DE and JHEQX.


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Drawdown Indicators


SPQH.DEJHEQXDifference

Max Drawdown

Largest peak-to-trough decline

-17.68%

-18.85%

+1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.50%

-6.92%

-3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-14.34%

Max Drawdown (10Y)

Largest decline over 10 years

-18.85%

Current Drawdown

Current decline from peak

-8.22%

-6.19%

-2.03%

Average Drawdown

Average peak-to-trough decline

-3.98%

-2.16%

-1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

1.67%

+1.43%

Volatility

SPQH.DE vs. JHEQX - Volatility Comparison

Global X S&P 500 Quarterly Tail Hedge UCITS ETF USD Accumulating (SPQH.DE) and JPMorgan Hedged Equity Fund Class I (JHEQX) have volatilities of 2.16% and 2.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPQH.DEJHEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

2.26%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

5.38%

6.55%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

14.87%

13.65%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.03%

10.62%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.03%

11.43%

-0.40%