XNAS.DE vs. JEQP.DE
XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) and JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both Nasdaq-100 funds. XNAS.DE is passively managed, while JEQP.DE is actively managed. Over the past year, XNAS.DE returned 37.85% vs 24.01% for JEQP.DE. Their correlation of 0.85 suggests significant overlap in exposure. XNAS.DE charges 0.20%/yr vs 0.35%/yr for JEQP.DE.
Performance
XNAS.DE vs. JEQP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XNAS.DE achieves a 20.53% return, which is significantly higher than JEQP.DE's 8.94% return.
XNAS.DE
- 1D
- -0.83%
- 1M
- 9.23%
- YTD
- 20.53%
- 6M
- 19.39%
- 1Y
- 37.85%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
JEQP.DE
- 1D
- -0.38%
- 1M
- 3.66%
- YTD
- 8.94%
- 6M
- 9.05%
- 1Y
- 24.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XNAS.DE vs. JEQP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 10.71% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.94% | 0.68% | 2.17% |
Correlation
The correlation between XNAS.DE and JEQP.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024 | 0.85 |
The correlation between XNAS.DE and JEQP.DE has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
XNAS.DE vs. JEQP.DE — Risk / Return Rank
XNAS.DE
JEQP.DE
XNAS.DE vs. JEQP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE). 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.
| XNAS.DE | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 4.09 | -0.32 |
| Martin ratioReturn relative to average drawdown | 11.16 | 14.09 | -2.93 |
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
| XNAS.DE | JEQP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 1.99 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.45 | +0.45 |
Drawdowns
XNAS.DE vs. JEQP.DE - Drawdown Comparison
The maximum XNAS.DE drawdown since its inception was -31.25%, which is greater than JEQP.DE's maximum drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for XNAS.DE and JEQP.DE.
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Drawdown Indicators
| XNAS.DE | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.25% | -24.10% | -7.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.00% | -5.85% | -4.15% |
Max Drawdown (3Y)Largest decline over 3 years | -26.72% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.25% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | -0.38% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -6.27% | -1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 1.70% | +1.68% |
Volatility
XNAS.DE vs. JEQP.DE - Volatility Comparison
Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a higher volatility of 4.31% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE) at 1.57%. This indicates that XNAS.DE's price experiences larger fluctuations and is considered to be riskier than JEQP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XNAS.DE | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 1.57% | +2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.91% | 8.52% | +2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 12.02% | +3.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.88% | 16.60% | +3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 16.60% | +3.24% |
XNAS.DE vs. JEQP.DE - Expense Ratio Comparison
XNAS.DE has a 0.20% expense ratio, which is lower than JEQP.DE's 0.35% expense ratio.
Dividends
XNAS.DE vs. JEQP.DE - Dividend Comparison
XNAS.DE has not paid dividends to shareholders, while JEQP.DE's dividend yield for the trailing twelve months is around 8.74%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 8.74% | 9.22% | 0.69% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XNAS.DE and JEQP.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XNAS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNAS.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for JEQP.DE.
They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.20% for XNAS.DE and 0.35% for JEQP.DE.
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