GLDI vs. JEPQ
Compare and contrast key facts about Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
GLDI and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLDI is a passively managed fund by Credit Suisse that tracks the performance of the Credit Suisse NASDAQ Gold FLOWS 103 Index. It was launched on Jan 29, 2013. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022. Both GLDI and JEPQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GLDI vs. JEPQ - Performance Comparison
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GLDI vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GLDI Credit Suisse X-Links Gold Shares Covered Call ETN | 1.47% | 34.25% | 17.76% | 8.93% | -2.55% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -2.87% | 15.18% | 24.85% | 36.28% | -12.89% |
Returns By Period
In the year-to-date period, GLDI achieves a 1.47% return, which is significantly higher than JEPQ's -2.87% return.
GLDI
- 1D
- 3.40%
- 1M
- -7.27%
- YTD
- 1.47%
- 6M
- 9.54%
- 1Y
- 25.68%
- 3Y*
- 19.06%
- 5Y*
- 12.36%
- 10Y*
- 9.15%
JEPQ
- 1D
- 3.25%
- 1M
- -3.50%
- YTD
- -2.87%
- 6M
- 1.65%
- 1Y
- 19.82%
- 3Y*
- 19.06%
- 5Y*
- —
- 10Y*
- —
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GLDI vs. JEPQ - Expense Ratio Comparison
GLDI has a 0.65% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Return for Risk
GLDI vs. JEPQ — Risk / Return Rank
GLDI
JEPQ
GLDI vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.
| GLDI | JEPQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 1.07 | +0.79 |
Sortino ratioReturn per unit of downside risk | 2.39 | 1.64 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.27 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.70 | +0.17 |
Martin ratioReturn relative to average drawdown | 10.83 | 8.45 | +2.38 |
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
| GLDI | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.07 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.82 | -0.45 |
Correlation
The correlation between GLDI and JEPQ is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GLDI vs. JEPQ - Dividend Comparison
GLDI's dividend yield for the trailing twelve months is around 20.58%, more than JEPQ's 11.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLDI Credit Suisse X-Links Gold Shares Covered Call ETN | 20.58% | 16.15% | 10.45% | 10.02% | 13.73% | 10.65% | 14.25% | 7.25% | 5.33% | 7.77% | 17.26% | 10.07% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.10% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GLDI vs. JEPQ - Drawdown Comparison
The maximum GLDI drawdown since its inception was -32.26%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for GLDI and JEPQ.
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Drawdown Indicators
| GLDI | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.26% | -20.07% | -12.19% |
Max Drawdown (1Y)Largest decline over 1 year | -13.73% | -11.58% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -14.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -14.94% | — | — |
Current DrawdownCurrent decline from peak | -7.90% | -5.85% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -3.55% | -10.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.34% | +0.03% |
Volatility
GLDI vs. JEPQ - Volatility Comparison
Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) has a higher volatility of 9.68% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.02%. This indicates that GLDI's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLDI | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.68% | 6.02% | +3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 11.89% | 10.47% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.84% | 18.52% | -4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.97% | 16.91% | -5.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.23% | 16.91% | -5.68% |