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

Performance

JEGA.L vs. XYLP.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 S&P 500 Covered Call UCITS ETF (XYLP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

JEGA.L is traded in USD, while XYLP.L is traded in GBP. To make them comparable, the XYLP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEGA.L achieves a 1.26% return, which is significantly lower than XYLP.L's 6.74% 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%

XYLP.L

1D
0.00%
1M
2.10%
6M
4.92%
YTD
6.74%
1Y
14.40%
3Y*
9.79%
5Y*
10Y*
ALL TIME*
1.15%
*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
$222.25K$225.59K$221.38K

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


2026 (YTD)202520242023
JEGA.L
JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc)
1.26%12.42%7.86%2.17%
XYLP.L
Global X S&P 500 Covered Call UCITS ETF
6.74%6.27%17.05%1.87%

Correlation

The correlation between JEGA.L and XYLP.L is 0.14, which is low. Their historical price movements had little consistent relationship.


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

0.14

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

0.16

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Return for Risk

JEGA.L vs. XYLP.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

XYLP.L
XYLP.L Risk / Return Rank: 8282
Overall Rank
XYLP.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XYLP.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
XYLP.L Omega Ratio Rank: 8181
Omega Ratio Rank
XYLP.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
XYLP.L Martin Ratio Rank: 8181
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. XYLP.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 S&P 500 Covered Call UCITS ETF (XYLP.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.LXYLP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.15

1.31

-0.16

Calmar ratioReturn relative to maximum drawdown

0.81

2.63

-1.81

Martin ratioReturn relative to average drawdown

1.68

11.42

-9.75

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

The current JEGA.L Sharpe Ratio is 0.83, which is lower than the XYLP.L Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of JEGA.L and XYLP.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. XYLP.L - Drawdown Comparison

The maximum JEGA.L drawdown since its inception was -8.25%, smaller than the maximum XYLP.L drawdown of -27.20%. Use the drawdown chart below to compare losses from any high point for JEGA.L and XYLP.L.


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Drawdown Indicators


JEGA.LXYLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.25%

-27.20%

+18.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-5.51%

-2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-16.11%

Current Drawdown

Current decline from peak

-4.13%

-0.80%

-3.33%

Average Drawdown

Average peak-to-trough decline

-1.82%

-12.93%

+11.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

1.26%

+2.73%

Volatility

JEGA.L vs. XYLP.L - Volatility Comparison

JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) (JEGA.L) has a higher volatility of 2.87% compared to Global X S&P 500 Covered Call UCITS ETF (XYLP.L) at 2.28%. This indicates that JEGA.L's price experiences larger fluctuations and is considered to be riskier than XYLP.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.LXYLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

2.28%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

6.38%

6.80%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

8.24%

8.30%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.38%

16.47%

-7.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.38%

16.47%

-7.09%

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

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


Dividends

JEGA.L vs. XYLP.L - Dividend Comparison

JEGA.L has not paid dividends to shareholders, while XYLP.L's dividend yield for the trailing twelve months is around 8.31%.


PositionTTM202520242023
JEGA.L
JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%
XYLP.L
Global X S&P 500 Covered Call UCITS ETF
8.31%9.01%6.22%3.98%

Frequently Asked Questions


JEGA.L and XYLP.L have a correlation of 0.14, 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 XYLP.L.

They also come from different issuers: JPMorgan and Global X. Their fees differ too: 0.35% for JEGA.L and 0.45% for XYLP.L.

Portfolio Optimizer

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