JEPG.L vs. AMDI.L

Last updated Jun 26, 2026

JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) and AMDI.L (IncomeShares AMD Options ETP) are both Derivative Income funds. Both are actively managed. At a correlation of -0.12, they often move in opposite directions. JEPG.L charges 0.35%/yr vs 0.55%/yr for AMDI.L.

Performance

JEPG.L vs. AMDI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) and IncomeShares AMD Options ETP (AMDI.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JEPG.L achieves a -2.40% return, which is significantly lower than AMDI.L's 101.27% return.

JEPG.L

• 1D: -0.04%
• 1M: -0.71%
• YTD: -2.40%
• 6M: -1.92%
• 1Y: 1.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AMDI.L

• 1D: 0.00%
• 1M: 7.94%
• YTD: 101.27%
• 6M: 102.44%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JEPG.L vs. AMDI.L - Yearly Performance Comparison

	2026 (YTD)	2025
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist)	-2.40%	3.62%
AMDI.L IncomeShares AMD Options ETP	101.27%	12,701.59%

Correlation

The correlation between JEPG.L and AMDI.L is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 7, 2025	-0.12

Return for Risk

JEPG.L vs. AMDI.L — Risk / Return Rank

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

JEPG.L

JEPG.L Risk / Return Rank: 11
JEPG.L Sharpe Ratio Rank: 12
JEPG.L Sortino Ratio Rank: 10
JEPG.L Omega Ratio Rank: 10
JEPG.L Calmar Ratio Rank: 11
JEPG.L Martin Ratio Rank: 11

AMDI.L

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

JEPG.L vs. AMDI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) and IncomeShares AMD Options ETP (AMDI.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.

	JEPG.L	AMDI.L	Difference
Sharpe ratio: Return per unit of total volatility	0.18	—	—
Sortino ratio: Return per unit of downside risk	0.32	—	—
Omega ratio: Gain probability vs. loss probability	1.04	—	—
Calmar ratio: Return relative to maximum drawdown	0.19	—	—
Martin ratio: Return relative to average drawdown	0.45	—	—

Drawdowns

JEPG.L vs. AMDI.L - Drawdown Comparison

The maximum JEPG.L drawdown since its inception was -8.74%, smaller than the maximum AMDI.L drawdown of -47.34%. Use the drawdown chart below to compare losses from any high point for JEPG.L and AMDI.L.

Drawdown Indicators

	JEPG.L	AMDI.L	Difference
Max Drawdown Largest peak-to-trough decline	-8.74%	-47.34%	+38.60%
Max Drawdown (1Y) Largest decline over 1 year	-8.74%	—	—
Current Drawdown Current decline from peak	-7.73%	-3.23%	-4.50%
Average Drawdown Average peak-to-trough decline	-1.82%	-21.96%	+20.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.68%	—	—

Volatility

Volatility by Period

	JEPG.L	AMDI.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.23%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.98%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	9.15%	10,082.75%	-10,073.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.95%	10,082.75%	-10,071.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.95%	10,082.75%	-10,071.80%

JEPG.L vs. AMDI.L - Expense Ratio Comparison

JEPG.L has a 0.35% expense ratio, which is lower than AMDI.L's 0.55% expense ratio.

Dividends

JEPG.L vs. AMDI.L - Dividend Comparison

JEPG.L's dividend yield for the trailing twelve months is around 8.33%, less than AMDI.L's 37.87% yield.

Position	TTM	2025	2024
AMDI.L IncomeShares AMD Options ETP	37.87%	8.85%	0.00%
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist)	8.33%	7.86%	6.50%

Frequently Asked Questions

Can I hold both JEPG.L and AMDI.L in my portfolio?

JEPG.L and AMDI.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.

Which ETF is better, JEPG.L or AMDI.L?

On fees, JEPG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JEPG.L or AMDI.L?

JEPG.L is cheaper with a 0.35% expense ratio, compared with 0.55% for AMDI.L.

What is the main difference between JEPG.L and AMDI.L?

They also come from different issuers: JPMorgan and Leverage Shares. Their fees differ too: 0.35% for JEPG.L and 0.55% for AMDI.L.