YYYY.DE vs. JEQA.DE
YYYY.DE (YieldMax Big Tech Option Income UCITS ETF) and JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) are both exchange-traded funds - YYYY.DE is a Derivative Income fund actively managed by YieldMax, while JEQA.DE is a Nasdaq-100 fund actively managed by JPMorgan. Both are actively managed. Over the past year, YYYY.DE returned 12.37% vs 26.19% for JEQA.DE. A 0.73 correlation means they provide meaningful diversification when combined. YYYY.DE charges 0.99%/yr vs 0.35%/yr for JEQA.DE.
Performance
YYYY.DE vs. JEQA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, YYYY.DE achieves a 7.15% return, which is significantly lower than JEQA.DE's 9.86% return.
YYYY.DE
- 1D
- -0.62%
- 1M
- 5.89%
- YTD
- 7.15%
- 6M
- 4.37%
- 1Y
- 12.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.23%
- YTD
- 9.86%
- 6M
- 9.54%
- 1Y
- 26.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YYYY.DE vs. JEQA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YYYY.DE YieldMax Big Tech Option Income UCITS ETF | 7.15% | 8.81% |
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 9.86% | 11.35% |
Correlation
The correlation between YYYY.DE and JEQA.DE is 0.73, 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 | 0.73 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2025 | 0.73 |
The correlation between YYYY.DE and JEQA.DE has been stable across timeframes, ranging from 0.73 to 0.73 - a consistent structural relationship.
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Return for Risk
YYYY.DE vs. JEQA.DE — Risk / Return Rank
YYYY.DE
JEQA.DE
YYYY.DE vs. JEQA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax Big Tech Option Income UCITS ETF (YYYY.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.
| YYYY.DE | JEQA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.43 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 4.62 | -4.01 |
| Martin ratioReturn relative to average drawdown | 1.36 | 16.56 | -15.20 |
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
| YYYY.DE | JEQA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 2.24 | -1.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.67 | -0.04 |
Drawdowns
YYYY.DE vs. JEQA.DE - Drawdown Comparison
The maximum YYYY.DE drawdown since its inception was -20.48%, smaller than the maximum JEQA.DE drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for YYYY.DE and JEQA.DE.
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Drawdown Indicators
| YYYY.DE | JEQA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.48% | -24.26% | +3.78% |
Max Drawdown (1Y)Largest decline over 1 year | -20.48% | -5.73% | -14.75% |
Current DrawdownCurrent decline from peak | -2.06% | -0.39% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -6.54% | -5.85% | -0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.23% | 1.60% | +7.63% |
Volatility
YYYY.DE vs. JEQA.DE - Volatility Comparison
YieldMax Big Tech Option Income UCITS ETF (YYYY.DE) has a higher volatility of 5.74% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) at 1.37%. This indicates that YYYY.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
| YYYY.DE | JEQA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 1.37% | +4.37% |
Volatility (6M)Calculated over the trailing 6-month period | 13.66% | 8.09% | +5.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 11.82% | +6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.99% | 16.42% | +5.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.99% | 16.42% | +5.57% |
YYYY.DE vs. JEQA.DE - Expense Ratio Comparison
YYYY.DE has a 0.99% expense ratio, which is higher than JEQA.DE's 0.35% expense ratio.
Dividends
YYYY.DE vs. JEQA.DE - Dividend Comparison
YYYY.DE's dividend yield for the trailing twelve months is around 24.86%, while JEQA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 0.00% | 0.00% |
YYYY.DE YieldMax Big Tech Option Income UCITS ETF | 24.86% | 17.28% |
Frequently Asked Questions
YYYY.DE and JEQA.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEQA.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEQA.DE is cheaper with a 0.35% expense ratio, compared with 0.99% for YYYY.DE.
YYYY.DE is categorized as Derivative Income, while JEQA.DE is Nasdaq-100. They also come from different issuers: YieldMax and JPMorgan. Their fees differ too: 0.99% for YYYY.DE and 0.35% for JEQA.DE.
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