XNDX.DE vs. JEQA.DE
XNDX.DE (Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD) and JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) are both Nasdaq-100 funds. XNDX.DE is passively managed, while JEQA.DE is actively managed. Over the past year, XNDX.DE returned 11.18% vs 23.20% for JEQA.DE. Their correlation of 0.81 suggests significant overlap in exposure. XNDX.DE charges 0.18%/yr vs 0.35%/yr for JEQA.DE.
Performance
XNDX.DE vs. JEQA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XNDX.DE achieves a 18.01% return, which is significantly higher than JEQA.DE's 10.98% return.
XNDX.DE
- 1D
- 0.00%
- 1M
- -1.63%
- 6M
- 16.17%
- YTD
- 18.01%
- 1Y
- 11.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEQA.DE
- 1D
- 0.00%
- 1M
- 0.30%
- 6M
- 8.55%
- YTD
- 10.98%
- 1Y
- 23.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XNDX.DE vs. JEQA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XNDX.DE Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD | 18.01% | -4.86% |
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 10.98% | 12.80% |
Correlation
The correlation between XNDX.DE and JEQA.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 Jul 14, 2025 | 0.81 |
The correlation between XNDX.DE and JEQA.DE has been stable across timeframes, ranging from 0.81 to 0.82 - a consistent structural relationship.
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Return for Risk
XNDX.DE vs. JEQA.DE — Risk / Return Rank
XNDX.DE
JEQA.DE
XNDX.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.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.
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.
| XNDX.DE | JEQA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.34 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 4.06 | -3.51 |
| Martin ratioReturn relative to average drawdown | 0.96 | 13.78 | -12.83 |
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Drawdowns
XNDX.DE vs. JEQA.DE - Drawdown Comparison
The maximum XNDX.DE drawdown since its inception was -20.10%, smaller than the maximum JEQA.DE drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for XNDX.DE and JEQA.DE.
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Drawdown Indicators
| XNDX.DE | JEQA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.10% | -24.26% | +4.16% |
Max Drawdown (1Y)Largest decline over 1 year | -20.10% | -5.73% | -14.37% |
Current DrawdownCurrent decline from peak | -3.50% | -1.93% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -9.61% | -5.52% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.68% | 1.69% | +9.99% |
Volatility
XNDX.DE vs. JEQA.DE - Volatility Comparison
Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.DE) has a higher volatility of 5.56% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) at 4.48%. This indicates that XNDX.DE's price experiences larger fluctuations and is considered to be riskier than JEQA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XNDX.DE | JEQA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 4.48% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 9.27% | +3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.87% | 13.03% | +17.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.69% | 16.49% | +14.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.69% | 16.49% | +14.20% |
XNDX.DE vs. JEQA.DE - Expense Ratio Comparison
XNDX.DE has a 0.18% expense ratio, which is lower than JEQA.DE's 0.35% expense ratio.
Dividends
XNDX.DE vs. JEQA.DE - Dividend Comparison
XNDX.DE's dividend yield for the trailing twelve months is around 0.10%, while JEQA.DE has not paid dividends to shareholders.
| Position | TTM |
|---|---|
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 0.00% |
XNDX.DE Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD | 0.10% |
Frequently Asked Questions
XNDX.DE and JEQA.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, XNDX.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNDX.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for JEQA.DE.
They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.18% for XNDX.DE and 0.35% for JEQA.DE.
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