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JEGA.L vs. QYLD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEGA.L vs. QYLD.L - 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.L) and Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist) (QYLD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JEGA.L achieves a 1.26% return, which is significantly lower than QYLD.L's 4.44% return.


JEGA.L

1D
0.00%
1M
2.97%
6M
0.09%
YTD
1.26%
1Y
6.69%
3Y*
5Y*
10Y*
ALL TIME*
8.90%

QYLD.L

1D
0.18%
1M
-1.38%
6M
2.86%
YTD
4.44%
1Y
15.77%
3Y*
11.72%
5Y*
10Y*
ALL TIME*
14.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$41.78K$174.21K$183.86K
$797.81K$826.27K$901.55K

JEGA.L vs. QYLD.L - Yearly Performance Comparison


Correlation

The correlation between JEGA.L and QYLD.L is 0.12, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2023

0.15

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Return for Risk

JEGA.L vs. QYLD.L — Risk / Return Rank

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

JEGA.L
JEGA.L Risk / Return Rank: 2828
Overall Rank
JEGA.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
JEGA.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
JEGA.L Omega Ratio Rank: 3131
Omega Ratio Rank
JEGA.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
JEGA.L Martin Ratio Rank: 2222
Martin Ratio Rank

QYLD.L
QYLD.L Risk / Return Rank: 7676
Overall Rank
QYLD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
QYLD.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
QYLD.L Omega Ratio Rank: 7474
Omega Ratio Rank
QYLD.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
QYLD.L Martin Ratio Rank: 8888
Martin Ratio Rank
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.L vs. QYLD.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 Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist) (QYLD.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.LQYLD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.15

1.31

-0.16

Calmar ratioReturn relative to maximum drawdown

0.81

3.35

-2.54

Martin ratioReturn relative to average drawdown

1.68

12.95

-11.27

JEGA.L vs. QYLD.L - Sharpe Ratio Comparison

The current JEGA.L Sharpe Ratio is 0.83, which is lower than the QYLD.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of JEGA.L and QYLD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JEGA.L vs. QYLD.L - Drawdown Comparison

The maximum JEGA.L drawdown since its inception was -8.25%, smaller than the maximum QYLD.L drawdown of -21.59%. Use the drawdown chart below to compare losses from any high point for JEGA.L and QYLD.L.


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Drawdown Indicators


JEGA.LQYLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.25%

-21.59%

+13.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-4.68%

-3.57%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

Current Drawdown

Current decline from peak

-4.13%

-4.05%

-0.08%

Average Drawdown

Average peak-to-trough decline

-1.82%

-2.77%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

1.21%

+2.78%

Volatility

JEGA.L vs. QYLD.L - Volatility Comparison

The current volatility for JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L) is 2.87%, while Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist) (QYLD.L) has a volatility of 5.01%. This indicates that JEGA.L experiences smaller price fluctuations and is considered to be less risky than QYLD.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.LQYLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

5.01%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

6.38%

8.56%

-2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

8.24%

10.13%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.38%

16.25%

-6.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.38%

16.25%

-6.87%

JEGA.L vs. QYLD.L - Expense Ratio Comparison

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


Dividends

JEGA.L vs. QYLD.L - Dividend Comparison

JEGA.L has not paid dividends to shareholders, while QYLD.L's dividend yield for the trailing twelve months is around 11.88%.


PositionTTM202520242023
JEGA.L
JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%
QYLD.L
Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist)
11.88%11.41%12.28%10.67%

Frequently Asked Questions


JEGA.L and QYLD.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 0.45% for QYLD.L.

JEGA.L is categorized as Derivative Income, while QYLD.L is Nasdaq-100. They also come from different issuers: JPMorgan and Global X. Their fees differ too: 0.35% for JEGA.L and 0.45% for QYLD.L.

Portfolio Optimizer

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