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WDTE.DE vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WDTE.DEJEPQ
YTD Return41.01%23.36%
1Y Return46.04%29.05%
Sharpe Ratio2.162.38
Sortino Ratio2.773.11
Omega Ratio1.371.49
Calmar Ratio2.732.71
Martin Ratio8.7511.74
Ulcer Index5.23%2.48%
Daily Std Dev20.99%12.20%
Max Drawdown-16.75%-16.82%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.6

The correlation between WDTE.DE and JEPQ is 0.62, 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.

Performance

WDTE.DE vs. JEPQ - Performance Comparison

In the year-to-date period, WDTE.DE achieves a 41.01% return, which is significantly higher than JEPQ's 23.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
16.20%
10.50%
WDTE.DE
JEPQ

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for WDTE.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

WDTE.DE vs. JEPQ - Risk-Adjusted Performance 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.DE
Sharpe ratio
The chart of Sharpe ratio for WDTE.DE, currently valued at 2.00, compared to the broader market-2.000.002.004.006.002.00
Sortino ratio
The chart of Sortino ratio for WDTE.DE, currently valued at 2.66, compared to the broader market-2.000.002.004.006.008.0010.0012.002.66
Omega ratio
The chart of Omega ratio for WDTE.DE, currently valued at 1.35, compared to the broader market1.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for WDTE.DE, currently valued at 2.63, compared to the broader market0.005.0010.0015.002.63
Martin ratio
The chart of Martin ratio for WDTE.DE, currently valued at 8.80, compared to the broader market0.0020.0040.0060.0080.00100.008.80
JEPQ
Sharpe ratio
The chart of Sharpe ratio for JEPQ, currently valued at 2.26, compared to the broader market-2.000.002.004.006.002.26
Sortino ratio
The chart of Sortino ratio for JEPQ, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.0010.0012.002.96
Omega ratio
The chart of Omega ratio for JEPQ, currently valued at 1.47, compared to the broader market1.001.502.002.503.001.47
Calmar ratio
The chart of Calmar ratio for JEPQ, currently valued at 2.57, compared to the broader market0.005.0010.0015.002.57
Martin ratio
The chart of Martin ratio for JEPQ, currently valued at 11.08, compared to the broader market0.0020.0040.0060.0080.00100.0011.08

WDTE.DE vs. JEPQ - Sharpe Ratio Comparison

The current WDTE.DE Sharpe Ratio is 2.16, which is comparable to the JEPQ Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of WDTE.DE and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.00
2.26
WDTE.DE
JEPQ

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 9.35%.


TTM20232022
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.35%10.02%9.44%

Drawdowns

WDTE.DE vs. JEPQ - Drawdown Comparison

The maximum WDTE.DE drawdown since its inception was -16.75%, roughly equal to the maximum JEPQ drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for WDTE.DE and JEPQ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.46%
0
WDTE.DE
JEPQ

Volatility

WDTE.DE vs. JEPQ - Volatility Comparison

Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a higher volatility of 5.89% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.39%. 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.89%
3.39%
WDTE.DE
JEPQ