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WDTE.DE vs. JEPQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDTE.DE vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, WDTE.DE achieves a 18.32% return, which is significantly higher than JEPQ's 10.67% return.


WDTE.DE

1D
-2.54%
1M
12.94%
YTD
18.32%
6M
18.30%
1Y
36.88%
3Y*
25.83%
5Y*
10Y*

JEPQ

1D
-0.25%
1M
4.48%
YTD
10.67%
6M
9.87%
1Y
26.43%
3Y*
17.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDTE.DE vs. JEPQ - Yearly Performance Comparison


2026 (YTD)202520242023
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
18.32%6.19%42.11%32.17%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
10.67%1.51%33.09%18.76%

Correlation

The correlation between WDTE.DE and JEPQ is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.58

The correlation between WDTE.DE and JEPQ has been stable across timeframes, ranging from 0.58 to 0.59 - a consistent structural relationship.

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Return for Risk

WDTE.DE vs. JEPQ — Risk / Return Rank

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

WDTE.DE
WDTE.DE Risk / Return Rank: 5050
Overall Rank
WDTE.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 4040
Martin Ratio Rank

JEPQ
JEPQ Risk / Return Rank: 7676
Overall Rank
JEPQ Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 7373
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 8181
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 6666
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.

WDTE.DE vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) 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.


WDTE.DEJEPQDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.32

1.41

-0.09

Calmar ratioReturn relative to maximum drawdown

2.33

4.29

-1.97

Martin ratioReturn relative to average drawdown

6.14

16.95

-10.81

WDTE.DE vs. JEPQ - Sharpe Ratio Comparison

The current WDTE.DE Sharpe Ratio is 1.88, which is comparable to the JEPQ Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of WDTE.DE and JEPQ, 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


WDTE.DEJEPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.13

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

0.83

+0.61

Drawdowns

WDTE.DE vs. JEPQ - Drawdown Comparison

The maximum WDTE.DE drawdown since its inception was -28.19%, which is greater than JEPQ's maximum drawdown of -24.78%. Use the drawdown chart below to compare losses from any high point for WDTE.DE and JEPQ.


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Drawdown Indicators


WDTE.DEJEPQDifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-24.78%

-3.41%

Max Drawdown (1Y)

Largest decline over 1 year

-15.79%

-6.18%

-9.61%

Max Drawdown (3Y)

Largest decline over 3 years

-28.19%

-24.78%

-3.41%

Current Drawdown

Current decline from peak

-3.63%

-0.25%

-3.38%

Average Drawdown

Average peak-to-trough decline

-4.97%

-5.18%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.99%

1.56%

+4.43%

Volatility

WDTE.DE vs. JEPQ - Volatility Comparison

Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a higher volatility of 8.26% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 1.11%. This indicates that WDTE.DE's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDTE.DEJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

1.11%

+7.15%

Volatility (6M)

Calculated over the trailing 6-month period

15.09%

8.82%

+6.27%

Volatility (1Y)

Calculated over the trailing 1-year period

19.51%

12.44%

+7.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.74%

16.92%

+4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.74%

16.92%

+4.82%

WDTE.DE vs. JEPQ - Expense Ratio Comparison

WDTE.DE has a 0.18% expense ratio, which is lower than JEPQ's 0.35% expense ratio.


Dividends

WDTE.DE vs. JEPQ - Dividend Comparison

WDTE.DE has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 10.08%.


PositionTTM2025202420232022
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
10.08%10.53%9.65%10.03%9.44%
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WDTE.DE and JEPQ have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WDTE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WDTE.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for JEPQ.

WDTE.DE is categorized as Technology Equities, while JEPQ is Nasdaq-100. WDTE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Information Technology, while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: Invesco and JPMorgan. Their fees differ too: 0.18% for WDTE.DE and 0.35% for JEPQ.

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