SXRV.DE vs. JEQA.DE
SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) and JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) are both Nasdaq-100 funds. SXRV.DE is passively managed, while JEQA.DE is actively managed. Over the past year, SXRV.DE returned 37.06% vs 26.19% for JEQA.DE. Their correlation of 0.90 suggests significant overlap in exposure. SXRV.DE charges 0.36%/yr vs 0.35%/yr for JEQA.DE.
Performance
SXRV.DE vs. JEQA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRV.DE achieves a 20.57% return, which is significantly higher than JEQA.DE's 9.86% return.
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRV.DE vs. JEQA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 4.38% |
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 9.86% | 1.90% | 5.22% |
Correlation
The correlation between SXRV.DE and JEQA.DE is 0.90, 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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.90 |
The correlation between SXRV.DE and JEQA.DE has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.
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Return for Risk
SXRV.DE vs. JEQA.DE — Risk / Return Rank
SXRV.DE
JEQA.DE
SXRV.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.
| SXRV.DE | JEQA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.43 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | 4.62 | -0.87 |
| Martin ratioReturn relative to average drawdown | 11.16 | 16.56 | -5.40 |
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
| SXRV.DE | JEQA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.24 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.67 | +0.23 |
Drawdowns
SXRV.DE vs. JEQA.DE - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -32.80%, 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 SXRV.DE and JEQA.DE.
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Drawdown Indicators
| SXRV.DE | JEQA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.80% | -24.26% | -8.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -5.73% | -4.30% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.33% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.33% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | -0.39% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -5.85% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 1.60% | +1.78% |
Volatility
SXRV.DE vs. JEQA.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a higher volatility of 4.26% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) at 1.37%. This indicates that SXRV.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
| SXRV.DE | JEQA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 1.37% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 8.09% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 11.82% | +3.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 16.42% | +3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 16.42% | +3.23% |
SXRV.DE vs. JEQA.DE - Expense Ratio Comparison
SXRV.DE has a 0.36% expense ratio, which is higher than JEQA.DE's 0.35% expense ratio.
Dividends
SXRV.DE vs. JEQA.DE - Dividend Comparison
Neither SXRV.DE nor JEQA.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, SXRV.DE and JEQA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, JEQA.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEQA.DE is cheaper with a 0.35% expense ratio, compared with 0.36% for SXRV.DE.
They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.36% for SXRV.DE and 0.35% for JEQA.DE.
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