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JEGA.DE vs. SY7D.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEGA.DE vs. SY7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.DE) and Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE). The values are adjusted to include any dividend payments, if applicable.

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JEGA.DE vs. SY7D.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JEGA.DE achieves a 2.70% return, which is significantly higher than SY7D.DE's -2.55% return.


JEGA.DE

1D
1.02%
1M
-3.08%
YTD
2.70%
6M
4.31%
1Y
-2.84%
3Y*
5Y*
10Y*

SY7D.DE

1D
1.59%
1M
-4.02%
YTD
-2.55%
6M
2.24%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEGA.DE vs. SY7D.DE - Expense Ratio Comparison

JEGA.DE has a 0.35% expense ratio, which is lower than SY7D.DE's 0.45% expense ratio.


Return for Risk

JEGA.DE vs. SY7D.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEGA.DE
JEGA.DE Risk / Return Rank: 77
Overall Rank
JEGA.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JEGA.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
JEGA.DE Omega Ratio Rank: 77
Omega Ratio Rank
JEGA.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
JEGA.DE Martin Ratio Rank: 77
Martin Ratio Rank

SY7D.DE
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JEGA.DE vs. SY7D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.DE) and Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.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.


JEGA.DESY7D.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.25

Sortino ratio

Return per unit of downside risk

-0.25

Omega ratio

Gain probability vs. loss probability

0.96

Calmar ratio

Return relative to maximum drawdown

-0.28

Martin ratio

Return relative to average drawdown

-0.52

JEGA.DE vs. SY7D.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JEGA.DESY7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.67

-0.05

Correlation

The correlation between JEGA.DE and SY7D.DE is 0.19, 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

JEGA.DE vs. SY7D.DE - Dividend Comparison

JEGA.DE has not paid dividends to shareholders, while SY7D.DE's dividend yield for the trailing twelve months is around 9.09%.


Drawdowns

JEGA.DE vs. SY7D.DE - Drawdown Comparison

The maximum JEGA.DE drawdown since its inception was -12.37%, which is greater than SY7D.DE's maximum drawdown of -9.48%. Use the drawdown chart below to compare losses from any high point for JEGA.DE and SY7D.DE.


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Drawdown Indicators


JEGA.DESY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.37%

-9.48%

-2.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

Current Drawdown

Current decline from peak

-5.14%

-5.32%

+0.18%

Average Drawdown

Average peak-to-trough decline

-4.10%

-1.23%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

Volatility

JEGA.DE vs. SY7D.DE - Volatility Comparison


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Volatility by Period


JEGA.DESY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

Volatility (6M)

Calculated over the trailing 6-month period

5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

11.14%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.83%

11.14%

-1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.83%

11.14%

-1.31%