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TDAX vs. JEPQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDAX vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TDAQ Lift ETF (TDAX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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TDAX vs. JEPQ - Yearly Performance Comparison


Returns By Period


TDAX

1D
3.56%
1M
-7.09%
YTD
6M
1Y
3Y*
5Y*
10Y*

JEPQ

1D
3.25%
1M
-3.50%
YTD
-2.87%
6M
1.65%
1Y
19.82%
3Y*
19.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDAX vs. JEPQ - Expense Ratio Comparison

TDAX has a 0.98% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


Return for Risk

TDAX vs. JEPQ — Risk / Return Rank

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

TDAX

JEPQ
JEPQ Risk / Return Rank: 7272
Overall Rank
JEPQ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 7575
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 7272
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 8282
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.

TDAX vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TDAQ Lift ETF (TDAX) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TDAX vs. JEPQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TDAXJEPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.67

0.82

-2.49

Correlation

The correlation between TDAX and JEPQ is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TDAX vs. JEPQ - Dividend Comparison

TDAX's dividend yield for the trailing twelve months is around 5.15%, less than JEPQ's 11.10% yield.


TTM2025202420232022
TDAX
TDAQ Lift ETF
5.15%0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.10%10.53%9.65%10.03%9.44%

Drawdowns

TDAX vs. JEPQ - Drawdown Comparison

The maximum TDAX drawdown since its inception was -14.69%, smaller than the maximum JEPQ drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for TDAX and JEPQ.


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Drawdown Indicators


TDAXJEPQDifference

Max Drawdown

Largest peak-to-trough decline

-14.69%

-20.07%

+5.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

Current Drawdown

Current decline from peak

-11.65%

-5.85%

-5.80%

Average Drawdown

Average peak-to-trough decline

-5.11%

-3.55%

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

Volatility

TDAX vs. JEPQ - Volatility Comparison


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Volatility by Period


TDAXJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.47%

Volatility (1Y)

Calculated over the trailing 1-year period

24.13%

18.52%

+5.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.13%

16.91%

+7.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.13%

16.91%

+7.22%