ZPRG.DE vs. JEPQ.L
ZPRG.DE (SPDR S&P Global Dividend Aristocrats UCITS) and JEPQ.L (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) are both exchange-traded funds - ZPRG.DE is a Global Equity Income fund tracking the S&P Global Dividend Aristocrats Quality Income Index, while JEPQ.L is a Nasdaq-100 fund actively managed by JPMorgan. ZPRG.DE is passively managed, while JEPQ.L is actively managed. Over the past year, ZPRG.DE returned 14.70% vs 23.13% for JEPQ.L. At a 0.33 correlation, their price movements are largely independent. ZPRG.DE charges 0.45%/yr vs 0.35%/yr for JEPQ.L.
Performance
ZPRG.DE vs. JEPQ.L - Performance Comparison
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Different Trading Currencies
ZPRG.DE is traded in EUR, while JEPQ.L is traded in USD. To make them comparable, the JEPQ.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with ZPRG.DE having a 7.85% return and JEPQ.L slightly lower at 7.54%.
ZPRG.DE
- 1D
- -0.09%
- 1M
- 1.55%
- YTD
- 7.85%
- 6M
- 8.79%
- 1Y
- 14.70%
- 3Y*
- 11.37%
- 5Y*
- 6.53%
- 10Y*
- 6.23%
JEPQ.L
- 1D
- -1.47%
- 1M
- 2.04%
- YTD
- 7.54%
- 6M
- 7.11%
- 1Y
- 23.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ZPRG.DE vs. JEPQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ZPRG.DE SPDR S&P Global Dividend Aristocrats UCITS | 7.85% | 5.03% | -1.94% |
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 7.54% | 1.16% | 8.36% |
Correlation
The correlation between ZPRG.DE and JEPQ.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.33 |
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Return for Risk
ZPRG.DE vs. JEPQ.L — Risk / Return Rank
ZPRG.DE
JEPQ.L
ZPRG.DE vs. JEPQ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L). 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.
| ZPRG.DE | JEPQ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.33 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 4.07 | -1.37 |
| Martin ratioReturn relative to average drawdown | 8.62 | 14.23 | -5.61 |
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
| ZPRG.DE | JEPQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.79 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.62 | -0.17 |
Drawdowns
ZPRG.DE vs. JEPQ.L - Drawdown Comparison
The maximum ZPRG.DE drawdown since its inception was -42.07%, which is greater than JEPQ.L's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for ZPRG.DE and JEPQ.L.
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Drawdown Indicators
| ZPRG.DE | JEPQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.07% | -23.93% | -18.14% |
Max Drawdown (1Y)Largest decline over 1 year | -5.42% | -5.68% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -17.07% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.48% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.07% | — | — |
Current DrawdownCurrent decline from peak | -0.80% | -3.18% | +2.38% |
Average DrawdownAverage peak-to-trough decline | -6.59% | -5.77% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 1.63% | +0.07% |
Volatility
ZPRG.DE vs. JEPQ.L - Volatility Comparison
The current volatility for SPDR S&P Global Dividend Aristocrats UCITS (ZPRG.DE) is 2.30%, while JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) has a volatility of 3.19%. This indicates that ZPRG.DE experiences smaller price fluctuations and is considered to be less risky than JEPQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZPRG.DE | JEPQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.30% | 3.19% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 9.47% | -2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.36% | 12.95% | -3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.40% | 17.50% | -5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 17.50% | -2.57% |
ZPRG.DE vs. JEPQ.L - Expense Ratio Comparison
ZPRG.DE has a 0.45% expense ratio, which is higher than JEPQ.L's 0.35% expense ratio.
Dividends
ZPRG.DE vs. JEPQ.L - Dividend Comparison
ZPRG.DE's dividend yield for the trailing twelve months is around 3.87%, less than JEPQ.L's 10.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.49% | 10.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZPRG.DE SPDR S&P Global Dividend Aristocrats UCITS | 3.87% | 4.25% | 3.73% | 4.22% | 4.49% | 3.58% | 3.98% | 3.44% | 3.95% | 3.36% | 3.62% | 3.80% |
Frequently Asked Questions
ZPRG.DE and JEPQ.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPQ.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPQ.L is cheaper with a 0.35% expense ratio, compared with 0.45% for ZPRG.DE.
ZPRG.DE is categorized as Global Equity Income, while JEPQ.L is Nasdaq-100. They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.45% for ZPRG.DE and 0.35% for JEPQ.L.
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