SXRH.DE vs. JEQP.DE
SXRH.DE (iShares USD TIPS 0-5 UCITS ETF USD (Dist)) and JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - SXRH.DE is a Inflation-Protected Bonds fund tracking the ICE US Treasury Inflation-Linked Bond 0-5 Years, while JEQP.DE is a Nasdaq-100 fund actively managed by JPMorgan. SXRH.DE is passively managed, while JEQP.DE is actively managed. Over the past year, SXRH.DE returned 2.26% vs 23.89% for JEQP.DE. At a 0.28 correlation, their price movements are largely independent. SXRH.DE charges 0.10%/yr vs 0.35%/yr for JEQP.DE.
Performance
SXRH.DE vs. JEQP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRH.DE achieves a 2.67% return, which is significantly lower than JEQP.DE's 8.94% return.
SXRH.DE
- 1D
- -0.22%
- 1M
- 0.62%
- YTD
- 2.67%
- 6M
- 1.53%
- 1Y
- 2.26%
- 3Y*
- 4.59%
- 5Y*
- 5.69%
- 10Y*
- —
JEQP.DE
- 1D
- -0.38%
- 1M
- 3.80%
- YTD
- 8.94%
- 6M
- 8.34%
- 1Y
- 23.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRH.DE vs. JEQP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SXRH.DE iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 2.67% | -5.76% | 4.50% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.94% | 0.68% | 2.17% |
Correlation
The correlation between SXRH.DE and JEQP.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.28 |
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Return for Risk
SXRH.DE vs. JEQP.DE — Risk / Return Rank
SXRH.DE
JEQP.DE
SXRH.DE vs. JEQP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.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.
| SXRH.DE | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.37 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 4.09 | -3.54 |
| Martin ratioReturn relative to average drawdown | 1.37 | 14.09 | -12.72 |
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
| SXRH.DE | JEQP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 1.99 | -1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.45 | +0.06 |
Drawdowns
SXRH.DE vs. JEQP.DE - Drawdown Comparison
The maximum SXRH.DE drawdown since its inception was -13.17%, smaller than the maximum JEQP.DE drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for SXRH.DE and JEQP.DE.
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Drawdown Indicators
| SXRH.DE | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.17% | -24.10% | +10.93% |
Max Drawdown (1Y)Largest decline over 1 year | -3.74% | -5.85% | +2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -10.08% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -12.14% | — | — |
Current DrawdownCurrent decline from peak | -5.64% | -0.38% | -5.26% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -6.27% | +1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 1.70% | -0.21% |
Volatility
SXRH.DE vs. JEQP.DE - Volatility Comparison
iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) has a higher volatility of 3.06% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) at 1.57%. This indicates that SXRH.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
| SXRH.DE | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 1.57% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 4.92% | 8.52% | -3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.56% | 12.02% | -5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.19% | 16.60% | -8.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.46% | 16.60% | -9.14% |
SXRH.DE vs. JEQP.DE - Expense Ratio Comparison
SXRH.DE has a 0.10% expense ratio, which is lower than JEQP.DE's 0.35% expense ratio.
Dividends
SXRH.DE vs. JEQP.DE - Dividend Comparison
SXRH.DE's dividend yield for the trailing twelve months is around 5.13%, less than JEQP.DE's 8.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.74% | 9.22% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SXRH.DE iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 5.13% | 6.14% | 9.84% | 8.76% | 0.72% | 0.78% | 4.65% | 6.24% | 2.28% | 0.77% |
Frequently Asked Questions
SXRH.DE and JEQP.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRH.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRH.DE is cheaper with a 0.10% expense ratio, compared with 0.35% for JEQP.DE.
SXRH.DE is categorized as Inflation-Protected Bonds, while JEQP.DE is Nasdaq-100. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.10% for SXRH.DE and 0.35% for JEQP.DE.
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