AMDI.L vs. JEPG.L
AMDI.L (IncomeShares AMD Options ETP) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) are both Derivative Income funds. Both are actively managed. Over the past year, AMDI.L returned 141.43% vs 5.60% for JEPG.L. At a correlation of -0.13, they often move in opposite directions. AMDI.L charges 0.55%/yr vs 0.35%/yr for JEPG.L.
Performance
AMDI.L vs. JEPG.L - Performance Comparison
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Returns By Period
In the year-to-date period, AMDI.L achieves a 116.03% return, which is significantly higher than JEPG.L's 0.31% return.
AMDI.L
- 1D
- 0.00%
- 1M
- 4.13%
- 6M
- 109.68%
- YTD
- 116.03%
- 1Y
- 141.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPG.L
- 1D
- 0.04%
- 1M
- 1.61%
- 6M
- 0.13%
- YTD
- 0.31%
- 1Y
- 5.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AMDI.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AMDI.L IncomeShares AMD Options ETP | 116.03% | 12,701.59% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 0.31% | 3.62% |
Correlation
The correlation between AMDI.L and JEPG.L is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2025 | -0.13 |
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Return for Risk
AMDI.L vs. JEPG.L — Risk / Return Rank
AMDI.L
JEPG.L
AMDI.L vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares AMD Options ETP (AMDI.L) and JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.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.
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.
| AMDI.L | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.29 | ||
| Sortino ratioReturn per unit of downside risk | +1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.11 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 0.64 | +2.35 |
| Martin ratioReturn relative to average drawdown | 5.10 | 1.43 | +3.67 |
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Drawdowns
AMDI.L vs. JEPG.L - Drawdown Comparison
The maximum AMDI.L drawdown since its inception was -47.34%, which is greater than JEPG.L's maximum drawdown of -8.74%. Use the drawdown chart below to compare losses from any high point for AMDI.L and JEPG.L.
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Drawdown Indicators
| AMDI.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.34% | -8.74% | -38.60% |
Max Drawdown (1Y)Largest decline over 1 year | -47.34% | -8.74% | -38.60% |
Current DrawdownCurrent decline from peak | -1.23% | -5.17% | +3.94% |
Average DrawdownAverage peak-to-trough decline | -21.07% | -1.90% | -19.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.75% | 3.91% | +23.84% |
Volatility
AMDI.L vs. JEPG.L - Volatility Comparison
IncomeShares AMD Options ETP (AMDI.L) has a higher volatility of 23.14% compared to JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) at 2.53%. This indicates that AMDI.L's price experiences larger fluctuations and is considered to be riskier than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMDI.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.14% | 2.53% | +20.61% |
Volatility (6M)Calculated over the trailing 6-month period | 45.81% | 7.06% | +38.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 74.61% | 9.25% | +65.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9,806.47% | 10.90% | +9,795.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9,806.47% | 10.90% | +9,795.57% |
AMDI.L vs. JEPG.L - Expense Ratio Comparison
AMDI.L has a 0.55% expense ratio, which is higher than JEPG.L's 0.35% expense ratio.
Dividends
AMDI.L vs. JEPG.L - Dividend Comparison
AMDI.L's dividend yield for the trailing twelve months is around 44.56%, more than JEPG.L's 8.16% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AMDI.L IncomeShares AMD Options ETP | 44.56% | 8.85% | 0.00% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.16% | 7.86% | 6.50% |
Frequently Asked Questions
AMDI.L and JEPG.L have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPG.L is cheaper with a 0.35% expense ratio, compared with 0.55% for AMDI.L.
They also come from different issuers: Leverage Shares and JPMorgan. Their fees differ too: 0.55% for AMDI.L and 0.35% for JEPG.L.
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