JEGA.L vs. METY.L
JEGA.L (JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc)) and METY.L (IncomeShares META Options ETP) are both Derivative Income funds. Both are actively managed. Over the past year, JEGA.L returned 1.72% vs -33.97% for METY.L. At a 0.10 correlation, their price movements are largely independent. JEGA.L charges 0.35%/yr vs 0.55%/yr for METY.L.
Performance
JEGA.L vs. METY.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEGA.L achieves a -2.58% return, which is significantly higher than METY.L's -27.52% return.
JEGA.L
- 1D
- 0.00%
- 1M
- -0.78%
- YTD
- -2.58%
- 6M
- -2.23%
- 1Y
- 1.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
METY.L
- 1D
- 0.00%
- 1M
- -8.57%
- YTD
- -27.52%
- 6M
- -27.10%
- 1Y
- -33.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEGA.L vs. METY.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEGA.L JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) | -2.58% | 12.42% | -2.54% |
METY.L IncomeShares META Options ETP | -27.52% | 6.34% | 0.58% |
Correlation
The correlation between JEGA.L and METY.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2024 | 0.10 |
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Return for Risk
JEGA.L vs. METY.L — Risk / Return Rank
JEGA.L
METY.L
JEGA.L vs. METY.L - 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.L) and IncomeShares META Options ETP (METY.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.
| JEGA.L | METY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.80 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | -0.83 | +1.04 |
| Martin ratioReturn relative to average drawdown | 0.47 | -1.47 | +1.95 |
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Drawdowns
JEGA.L vs. METY.L - Drawdown Comparison
The maximum JEGA.L drawdown since its inception was -8.25%, smaller than the maximum METY.L drawdown of -40.70%. Use the drawdown chart below to compare losses from any high point for JEGA.L and METY.L.
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Drawdown Indicators
| JEGA.L | METY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.25% | -40.70% | +32.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.25% | -40.70% | +32.45% |
Current DrawdownCurrent decline from peak | -7.76% | -40.22% | +32.46% |
Average DrawdownAverage peak-to-trough decline | -1.69% | -15.49% | +13.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 23.04% | -19.40% |
Volatility
JEGA.L vs. METY.L - Volatility Comparison
The current volatility for JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L) is 2.15%, while IncomeShares META Options ETP (METY.L) has a volatility of 10.22%. This indicates that JEGA.L experiences smaller price fluctuations and is considered to be less risky than METY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEGA.L | METY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.15% | 10.22% | -8.07% |
Volatility (6M)Calculated over the trailing 6-month period | 5.96% | 24.00% | -18.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.89% | 30.27% | -22.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.37% | 30.85% | -21.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.37% | 30.85% | -21.48% |
JEGA.L vs. METY.L - Expense Ratio Comparison
JEGA.L has a 0.35% expense ratio, which is lower than METY.L's 0.55% expense ratio.
Dividends
JEGA.L vs. METY.L - Dividend Comparison
JEGA.L has not paid dividends to shareholders, while METY.L's dividend yield for the trailing twelve months is around 21.26%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEGA.L JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
METY.L IncomeShares META Options ETP | 21.26% | 19.94% | 3.15% |
Frequently Asked Questions
JEGA.L and METY.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, JEGA.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEGA.L is cheaper with a 0.35% expense ratio, compared with 0.55% for METY.L.
They also come from different issuers: JPMorgan and Leverage Shares. Their fees differ too: 0.35% for JEGA.L and 0.55% for METY.L.
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