JEIP.DE vs. YYYY.DE
JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) and YYYY.DE (YieldMax Big Tech Option Income UCITS ETF) are both Derivative Income funds. Both are actively managed. Over the past year, JEIP.DE returned 6.67% vs 12.54% for YYYY.DE. At a 0.38 correlation, their price movements are largely independent. JEIP.DE charges 0.35%/yr vs 0.99%/yr for YYYY.DE.
Performance
JEIP.DE vs. YYYY.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JEIP.DE achieves a 1.23% return, which is significantly lower than YYYY.DE's 7.15% return.
JEIP.DE
- 1D
- 0.31%
- 1M
- -0.31%
- YTD
- 1.23%
- 6M
- 1.31%
- 1Y
- 6.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YYYY.DE
- 1D
- -0.62%
- 1M
- 6.87%
- YTD
- 7.15%
- 6M
- 4.27%
- 1Y
- 12.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEIP.DE vs. YYYY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.23% | -0.81% |
YYYY.DE YieldMax Big Tech Option Income UCITS ETF | 7.15% | 8.81% |
Correlation
The correlation between JEIP.DE and YYYY.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2025 | 0.38 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JEIP.DE vs. YYYY.DE — Risk / Return Rank
JEIP.DE
YYYY.DE
JEIP.DE vs. YYYY.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 YieldMax Big Tech Option Income UCITS ETF (YYYY.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.DE | YYYY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.13 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 0.61 | +0.75 |
| Martin ratioReturn relative to average drawdown | 3.69 | 1.36 | +2.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JEIP.DE | YYYY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.68 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.31 | 0.63 | -0.95 |
Drawdowns
JEIP.DE vs. YYYY.DE - Drawdown Comparison
The maximum JEIP.DE drawdown since its inception was -19.56%, roughly equal to the maximum YYYY.DE drawdown of -20.48%. Use the drawdown chart below to compare losses from any high point for JEIP.DE and YYYY.DE.
Loading charts...
Drawdown Indicators
| JEIP.DE | YYYY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -20.48% | +0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -4.88% | -20.48% | +15.60% |
Current DrawdownCurrent decline from peak | -7.15% | -2.06% | -5.09% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -6.54% | -1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 9.23% | -7.43% |
Volatility
JEIP.DE vs. YYYY.DE - Volatility Comparison
The current volatility for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) is 2.47%, while YieldMax Big Tech Option Income UCITS ETF (YYYY.DE) has a volatility of 5.74%. This indicates that JEIP.DE experiences smaller price fluctuations and is considered to be less risky than YYYY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JEIP.DE | YYYY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 5.74% | -3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 5.52% | 13.66% | -8.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.16% | 18.44% | -10.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.09% | 21.99% | -8.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.09% | 21.99% | -8.90% |
JEIP.DE vs. YYYY.DE - Expense Ratio Comparison
JEIP.DE has a 0.35% expense ratio, which is lower than YYYY.DE's 0.99% expense ratio.
Dividends
JEIP.DE vs. YYYY.DE - Dividend Comparison
JEIP.DE's dividend yield for the trailing twelve months is around 8.31%, less than YYYY.DE's 24.86% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.31% | 7.31% | 0.61% |
YYYY.DE YieldMax Big Tech Option Income UCITS ETF | 24.86% | 17.28% | 0.00% |
Frequently Asked Questions
JEIP.DE and YYYY.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEIP.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEIP.DE is cheaper with a 0.35% expense ratio, compared with 0.99% for YYYY.DE.
They also come from different issuers: JPMorgan and YieldMax. Their fees differ too: 0.35% for JEIP.DE and 0.99% for YYYY.DE.
Find the right allocation for JEIP.DE and YYYY.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer