WITS.AS vs. JEPQ

Last updated Jul 21, 2026

WITS.AS (iShares MSCI World Information Technology Sector ESG UCITS ETF) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - WITS.AS is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. Both are passively managed. Over the past 3 years, WITS.AS returned 26.43%/yr vs 18.32%/yr for JEPQ. A 0.56 correlation means they provide meaningful diversification when combined. WITS.AS charges 0.25%/yr vs 0.35%/yr for JEPQ.

Performance

WITS.AS vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WITS.AS achieves a 15.82% return, which is significantly higher than JEPQ's 6.67% return.

WITS.AS

• 1D: 0.56%
• 1M: -4.71%
• 6M: 18.11%
• YTD: 15.82%
• 1Y: 27.84%
• 3Y*: 26.43%
• 5Y*: 16.96%
• 10Y*: —
• ALL TIME*: 23.02%

JEPQ

• 1D: 0.14%
• 1M: -3.48%
• 6M: 5.22%
• YTD: 6.67%
• 1Y: 19.31%
• 3Y*: 18.32%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WITS.AS vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF	15.82%	22.44%	27.56%	60.71%	-15.50%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	6.67%	15.18%	24.85%	36.28%	-11.16%

Correlation

The correlation between WITS.AS and JEPQ is 0.63, 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	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (All Time) Calculated using the full available price history since May 4, 2022	0.56

The correlation between WITS.AS and JEPQ has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.

Return for Risk

WITS.AS vs. JEPQ — Risk / Return Rank

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

WITS.AS

WITS.AS Risk / Return Rank: 46
WITS.AS Sharpe Ratio Rank: 49
WITS.AS Sortino Ratio Rank: 50
WITS.AS Omega Ratio Rank: 46
WITS.AS Calmar Ratio Rank: 44
WITS.AS Martin Ratio Rank: 41

JEPQ

JEPQ Risk / Return Rank: 59
JEPQ Sharpe Ratio Rank: 55
JEPQ Sortino Ratio Rank: 51
JEPQ Omega Ratio Rank: 57
JEPQ Calmar Ratio Rank: 58
JEPQ Martin Ratio Rank: 74

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.

WITS.AS vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WITS.AS	JEPQ	Difference
Sharpe ratio: Return per unit of total volatility	1.29	1.40	-0.11
Sortino ratio: Return per unit of downside risk	1.89	1.92	-0.03
Omega ratio: Gain probability vs. loss probability	1.23	1.27	-0.04
Calmar ratio: Return relative to maximum drawdown	1.71	2.20	-0.49
Martin ratio: Return relative to average drawdown	4.87	9.95	-5.09

WITS.AS vs. JEPQ - Sharpe Ratio Comparison

The current WITS.AS Sharpe Ratio is 1.29, which is comparable to the JEPQ Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of WITS.AS 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.

Drawdowns

WITS.AS vs. JEPQ - Drawdown Comparison

The maximum WITS.AS drawdown since its inception was -39.11%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for WITS.AS and JEPQ.

Drawdown Indicators

	WITS.AS	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-39.11%	-20.07%	-19.04%
Max Drawdown (1Y) Largest decline over 1 year	-16.06%	-8.82%	-7.24%
Max Drawdown (3Y) Largest decline over 3 years	-25.21%	-20.07%	-5.14%
Max Drawdown (5Y) Largest decline over 5 years	-39.11%	—	—
Current Drawdown Current decline from peak	-8.32%	-3.67%	-4.65%
Average Drawdown Average peak-to-trough decline	-8.37%	-3.37%	-5.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.68%	1.94%	+3.74%

Volatility

WITS.AS vs. JEPQ - Volatility Comparison

iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) has a higher volatility of 7.42% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 5.83%. This indicates that WITS.AS'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.

Volatility by Period

	WITS.AS	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.42%	5.83%	+1.59%
Volatility (6M) Calculated over the trailing 6-month period	17.46%	11.47%	+5.99%
Volatility (1Y) Calculated over the trailing 1-year period	21.38%	13.92%	+7.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.07%	16.82%	+7.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.50%	16.82%	+7.68%

WITS.AS vs. JEPQ - Expense Ratio Comparison

WITS.AS has a 0.25% expense ratio, which is lower than JEPQ's 0.35% expense ratio.

Dividends

WITS.AS vs. JEPQ - Dividend Comparison

WITS.AS's dividend yield for the trailing twelve months is around 0.26%, less than JEPQ's 10.69% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.69%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF	0.26%	0.31%	0.38%	0.46%	0.81%	0.41%	0.62%	0.12%

Frequently Asked Questions

Can I hold both WITS.AS and JEPQ in my portfolio?

WITS.AS and JEPQ have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WITS.AS or JEPQ?

On fees, WITS.AS is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WITS.AS or JEPQ?

WITS.AS is cheaper with a 0.25% expense ratio, compared with 0.35% for JEPQ.

What is the main difference between WITS.AS and JEPQ?

WITS.AS is categorized as Technology Equities, while JEPQ is Nasdaq-100. WITS.AS tracks MSCI World/Information Tech NR USD, while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.25% for WITS.AS and 0.35% for JEPQ.