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JEIP.DE vs. XY7D.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEIP.DE vs. XY7D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) and Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE). The values are adjusted to include any dividend payments, if applicable.

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JEIP.DE vs. XY7D.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JEIP.DE achieves a 1.27% return, which is significantly higher than XY7D.DE's -0.53% return.


JEIP.DE

1D
0.36%
1M
-3.36%
YTD
1.27%
6M
4.52%
1Y
0.85%
3Y*
5Y*
10Y*

XY7D.DE

1D
0.95%
1M
-1.31%
YTD
-0.53%
6M
4.38%
1Y
0.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEIP.DE vs. XY7D.DE - Expense Ratio Comparison

JEIP.DE has a 0.35% expense ratio, which is lower than XY7D.DE's 0.45% expense ratio.


Return for Risk

JEIP.DE vs. XY7D.DE — Risk / Return Rank

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

JEIP.DE
JEIP.DE Risk / Return Rank: 1313
Overall Rank
JEIP.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
JEIP.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
JEIP.DE Omega Ratio Rank: 1212
Omega Ratio Rank
JEIP.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
JEIP.DE Martin Ratio Rank: 1515
Martin Ratio Rank

XY7D.DE
XY7D.DE Risk / Return Rank: 1313
Overall Rank
XY7D.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XY7D.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
XY7D.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XY7D.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
XY7D.DE Martin Ratio Rank: 1515
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.

JEIP.DE vs. XY7D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) and Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.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.


JEIP.DEXY7D.DEDifference

Sharpe ratio

Return per unit of total volatility

0.06

0.06

0.00

Sortino ratio

Return per unit of downside risk

0.17

0.18

-0.01

Omega ratio

Gain probability vs. loss probability

1.03

1.03

0.00

Calmar ratio

Return relative to maximum drawdown

0.12

0.13

-0.01

Martin ratio

Return relative to average drawdown

0.50

0.52

-0.01

JEIP.DE vs. XY7D.DE - Sharpe Ratio Comparison

The current JEIP.DE Sharpe Ratio is 0.06, which is comparable to the XY7D.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of JEIP.DE and XY7D.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEIP.DEXY7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

0.06

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.59

-0.70

Correlation

The correlation between JEIP.DE and XY7D.DE is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JEIP.DE vs. XY7D.DE - Dividend Comparison

JEIP.DE's dividend yield for the trailing twelve months is around 7.56%, less than XY7D.DE's 8.09% yield.


Drawdowns

JEIP.DE vs. XY7D.DE - Drawdown Comparison

The maximum JEIP.DE drawdown since its inception was -18.69%, smaller than the maximum XY7D.DE drawdown of -20.79%. Use the drawdown chart below to compare losses from any high point for JEIP.DE and XY7D.DE.


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Drawdown Indicators


JEIP.DEXY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.69%

-20.79%

+2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.46%

-11.49%

-0.97%

Current Drawdown

Current decline from peak

-6.10%

-9.66%

+3.56%

Average Drawdown

Average peak-to-trough decline

-7.39%

-5.63%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

1.85%

+0.33%

Volatility

JEIP.DE vs. XY7D.DE - Volatility Comparison

JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) and Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) have volatilities of 2.63% and 2.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEIP.DEXY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

2.71%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

5.61%

6.39%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

13.35%

14.99%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.89%

12.25%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.89%

12.25%

+0.64%