XNDX.DE vs. JEQP.DE
XNDX.DE (Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD) and JEQP.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both Nasdaq-100 funds. XNDX.DE is passively managed, while JEQP.DE is actively managed. Over the past year, XNDX.DE returned 11.18% vs 23.11% for JEQP.DE. A 0.75 correlation means they provide meaningful diversification when combined. XNDX.DE charges 0.18%/yr vs 0.35%/yr for JEQP.DE.
Performance
XNDX.DE vs. JEQP.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 JEQP.DE's 11.04% return.
XNDX.DE
- 1D
- 0.00%
- 1M
- -1.63%
- 6M
- 16.17%
- YTD
- 18.01%
- 1Y
- 11.18%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEQP.DE
- 1D
- 0.00%
- 1M
- 0.01%
- 6M
- 8.54%
- YTD
- 11.04%
- 1Y
- 23.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XNDX.DE vs. JEQP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XNDX.DE Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD | 18.01% | -4.86% |
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 11.04% | 12.56% |
Correlation
The correlation between XNDX.DE and JEQP.DE is 0.76, 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 | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025 | 0.75 |
The correlation between XNDX.DE and JEQP.DE has been stable across timeframes, ranging from 0.75 to 0.76 - a consistent structural relationship.
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Return for Risk
XNDX.DE vs. JEQP.DE — Risk / Return Rank
XNDX.DE
JEQP.DE
XNDX.DE vs. JEQP.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 (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.
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 | JEQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.33 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 4.17 | -3.62 |
| Martin ratioReturn relative to average drawdown | 0.96 | 13.80 | -12.84 |
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Drawdowns
XNDX.DE vs. JEQP.DE - Drawdown Comparison
The maximum XNDX.DE drawdown since its inception was -20.10%, smaller than the maximum JEQP.DE drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for XNDX.DE and JEQP.DE.
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Drawdown Indicators
| XNDX.DE | JEQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.10% | -24.03% | +3.93% |
Max Drawdown (1Y)Largest decline over 1 year | -20.10% | -5.56% | -14.54% |
Current DrawdownCurrent decline from peak | -3.50% | -1.94% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -9.61% | -5.52% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.68% | 1.68% | +10.00% |
Volatility
XNDX.DE vs. JEQP.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 (Dist) (JEQP.DE) at 4.71%. This indicates that XNDX.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
| XNDX.DE | JEQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 4.71% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 9.52% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.87% | 13.10% | +17.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.69% | 16.60% | +14.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.69% | 16.60% | +14.09% |
XNDX.DE vs. JEQP.DE - Expense Ratio Comparison
XNDX.DE has a 0.18% expense ratio, which is lower than JEQP.DE's 0.35% expense ratio.
Dividends
XNDX.DE vs. JEQP.DE - Dividend Comparison
XNDX.DE's dividend yield for the trailing twelve months is around 0.10%, less than JEQP.DE's 10.02% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEQP.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.02% | 10.43% | 0.73% |
XNDX.DE Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD | 0.10% | 0.00% | 0.00% |
Frequently Asked Questions
XNDX.DE and JEQP.DE have a correlation of 0.76, 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 JEQP.DE.
They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.18% for XNDX.DE and 0.35% for JEQP.DE.
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