JEGA.L vs. XYLU.L
JEGA.L (JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc)) and XYLU.L (Global X S&P 500 Covered Call UCITS ETF USD) are both Derivative Income funds. JEGA.L is actively managed, while XYLU.L is passively managed. Over the past year, JEGA.L returned 6.69% vs 17.96% for XYLU.L. Their 0.21 correlation means their historical movements had little consistent relationship. JEGA.L charges 0.35%/yr vs 0.45%/yr for XYLU.L.
Performance
JEGA.L vs. XYLU.L - Performance Comparison
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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 XYLU.L's 8.52% 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%
XYLU.L
- 1D
- 0.00%
- 1M
- 3.00%
- 6M
- 7.00%
- YTD
- 8.52%
- 1Y
- 17.96%
- 3Y*
- 11.34%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $41.78K | $174.21K | $183.86K | |
| $196.14K | $234.50K | $262.11K |
JEGA.L vs. XYLU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JEGA.L JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) | 1.26% | 12.42% | 7.86% | 2.17% |
XYLU.L Global X S&P 500 Covered Call UCITS ETF USD | 8.52% | 7.85% | 18.11% | 2.32% |
Correlation
The correlation between JEGA.L and XYLU.L is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.21 |
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Return for Risk
JEGA.L vs. XYLU.L — Risk / Return Rank
JEGA.L
XYLU.L
JEGA.L vs. XYLU.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 USD (XYLU.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 | XYLU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.44 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 3.47 | -2.66 |
| Martin ratioReturn relative to average drawdown | 1.68 | 17.37 | -15.70 |
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Drawdowns
JEGA.L vs. XYLU.L - Drawdown Comparison
The maximum JEGA.L drawdown since its inception was -8.25%, smaller than the maximum XYLU.L drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for JEGA.L and XYLU.L.
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Drawdown Indicators
| JEGA.L | XYLU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.25% | -17.20% | +8.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.25% | -5.17% | -3.08% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.20% | — |
Current DrawdownCurrent decline from peak | -4.13% | -0.74% | -3.39% |
Average DrawdownAverage peak-to-trough decline | -1.82% | -1.95% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 1.03% | +2.96% |
Volatility
JEGA.L vs. XYLU.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 USD (XYLU.L) at 2.50%. This indicates that JEGA.L's price experiences larger fluctuations and is considered to be riskier than XYLU.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 | XYLU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 2.50% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 6.38% | 6.66% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.24% | 7.93% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.38% | 10.36% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.38% | 10.36% | -0.98% |
JEGA.L vs. XYLU.L - Expense Ratio Comparison
JEGA.L has a 0.35% expense ratio, which is lower than XYLU.L's 0.45% expense ratio.
Dividends
JEGA.L vs. XYLU.L - Dividend Comparison
JEGA.L has not paid dividends to shareholders, while XYLU.L's dividend yield for the trailing twelve months is around 11.75%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JEGA.L JPMorgan Global Equity Premium Income Active UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
XYLU.L Global X S&P 500 Covered Call UCITS ETF USD | 11.75% | 10.48% | 7.24% | 3.88% |
Frequently Asked Questions
JEGA.L and XYLU.L have a correlation of 0.18, 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 XYLU.L.
They also come from different issuers: JPMorgan and Global X. Their fees differ too: 0.35% for JEGA.L and 0.45% for XYLU.L.
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