WTEE.DE vs. JEPQ
WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - WTEE.DE is a Europe Equities fund tracking the WisdomTree Europe Equity Income, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. Both are passively managed. Over the past 3 years, WTEE.DE returned 17.15%/yr vs 17.60%/yr for JEPQ. At a 0.13 correlation, their price movements are largely independent. WTEE.DE charges 0.29%/yr vs 0.35%/yr for JEPQ.
Performance
WTEE.DE vs. JEPQ - Performance Comparison
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Different Trading Currencies
WTEE.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, WTEE.DE achieves a 13.70% return, which is significantly higher than JEPQ's 10.67% return.
WTEE.DE
- 1D
- -0.26%
- 1M
- 1.18%
- YTD
- 13.70%
- 6M
- 16.39%
- 1Y
- 25.85%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
JEPQ
- 1D
- -0.25%
- 1M
- 4.48%
- YTD
- 10.67%
- 6M
- 9.87%
- 1Y
- 26.43%
- 3Y*
- 17.60%
- 5Y*
- —
- 10Y*
- —
WTEE.DE vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 13.70% | 28.40% | 2.20% | 15.07% | -2.50% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.67% | 1.51% | 33.09% | 32.20% | -13.53% |
Correlation
The correlation between WTEE.DE and JEPQ is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 5, 2022 | 0.13 |
The correlation between WTEE.DE and JEPQ shifts across timeframes, from 0.09 (3 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WTEE.DE vs. JEPQ — Risk / Return Rank
WTEE.DE
JEPQ
WTEE.DE vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Equity Income UCITS ETF (WTEE.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.
| WTEE.DE | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.41 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 4.29 | -0.49 |
| Martin ratioReturn relative to average drawdown | 14.72 | 16.95 | -2.23 |
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
| WTEE.DE | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | 2.13 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.83 | +0.25 |
Drawdowns
WTEE.DE vs. JEPQ - Drawdown Comparison
The maximum WTEE.DE drawdown since its inception was -16.45%, smaller than the maximum JEPQ drawdown of -24.78%. Use the drawdown chart below to compare losses from any high point for WTEE.DE and JEPQ.
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Drawdown Indicators
| WTEE.DE | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.45% | -24.78% | +8.33% |
Max Drawdown (1Y)Largest decline over 1 year | -6.78% | -6.18% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -14.12% | -24.78% | +10.66% |
Max Drawdown (5Y)Largest decline over 5 years | -16.45% | — | — |
Current DrawdownCurrent decline from peak | -1.96% | -0.25% | -1.71% |
Average DrawdownAverage peak-to-trough decline | -2.65% | -5.18% | +2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.56% | +0.19% |
Volatility
WTEE.DE vs. JEPQ - Volatility Comparison
WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) has a higher volatility of 3.73% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 1.11%. This indicates that WTEE.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
| WTEE.DE | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 1.11% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.73% | 8.82% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.94% | 12.44% | -1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.50% | 16.92% | -2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 16.92% | -1.93% |
WTEE.DE vs. JEPQ - Expense Ratio Comparison
WTEE.DE has a 0.29% expense ratio, which is lower than JEPQ's 0.35% expense ratio.
Dividends
WTEE.DE vs. JEPQ - Dividend Comparison
WTEE.DE's dividend yield for the trailing twelve months is around 4.55%, less than JEPQ's 10.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.08% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% |
Frequently Asked Questions
WTEE.DE and JEPQ have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEE.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEE.DE is cheaper with a 0.29% expense ratio, compared with 0.35% for JEPQ.
WTEE.DE is categorized as Europe Equities, while JEPQ is Nasdaq-100. WTEE.DE tracks WisdomTree Europe Equity Income, while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: WisdomTree and JPMorgan. Their fees differ too: 0.29% for WTEE.DE and 0.35% for JEPQ.
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