JEPG.L vs. GOOI.L
JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) and GOOI.L (IncomeShares Alphabet (GOOG) Options ETP) are both Derivative Income funds. Both are actively managed. Over the past year, JEPG.L returned 1.67% vs 63.86% for GOOI.L. At a 0.07 correlation, their price movements are largely independent. JEPG.L charges 0.35%/yr vs 0.55%/yr for GOOI.L.
Performance
JEPG.L vs. GOOI.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEPG.L achieves a -2.40% return, which is significantly lower than GOOI.L's 5.15% return.
JEPG.L
- 1D
- -0.04%
- 1M
- -0.71%
- YTD
- -2.40%
- 6M
- -1.92%
- 1Y
- 1.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GOOI.L
- 1D
- 0.00%
- 1M
- -8.04%
- YTD
- 5.15%
- 6M
- 4.57%
- 1Y
- 63.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPG.L vs. GOOI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | -2.40% | 12.42% | -2.76% |
GOOI.L IncomeShares Alphabet (GOOG) Options ETP | 5.15% | 45.15% | 16.36% |
Correlation
The correlation between JEPG.L and GOOI.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2024 | 0.07 |
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Return for Risk
JEPG.L vs. GOOI.L — Risk / Return Rank
JEPG.L
GOOI.L
JEPG.L vs. GOOI.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 Alphabet (GOOG) Options ETP (GOOI.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 | GOOI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.30 | ||
| Sortino ratioReturn per unit of downside risk | -2.93 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.40 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 3.84 | -3.65 |
| Martin ratioReturn relative to average drawdown | 0.45 | 11.97 | -11.52 |
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Drawdowns
JEPG.L vs. GOOI.L - Drawdown Comparison
The maximum JEPG.L drawdown since its inception was -8.74%, smaller than the maximum GOOI.L drawdown of -26.69%. Use the drawdown chart below to compare losses from any high point for JEPG.L and GOOI.L.
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Drawdown Indicators
| JEPG.L | GOOI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.74% | -26.69% | +17.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -16.53% | +7.79% |
Current DrawdownCurrent decline from peak | -7.73% | -10.88% | +3.15% |
Average DrawdownAverage peak-to-trough decline | -1.82% | -6.34% | +4.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 5.32% | -1.64% |
Volatility
JEPG.L vs. GOOI.L - Volatility Comparison
The current volatility for JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) is 3.23%, while IncomeShares Alphabet (GOOG) Options ETP (GOOI.L) has a volatility of 10.91%. This indicates that JEPG.L experiences smaller price fluctuations and is considered to be less risky than GOOI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPG.L | GOOI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 10.91% | -7.68% |
Volatility (6M)Calculated over the trailing 6-month period | 6.98% | 18.18% | -11.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.15% | 25.67% | -16.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.95% | 26.73% | -15.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.95% | 26.73% | -15.78% |
JEPG.L vs. GOOI.L - Expense Ratio Comparison
JEPG.L has a 0.35% expense ratio, which is lower than GOOI.L's 0.55% expense ratio.
Dividends
JEPG.L vs. GOOI.L - Dividend Comparison
JEPG.L's dividend yield for the trailing twelve months is around 8.33%, less than GOOI.L's 23.19% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GOOI.L IncomeShares Alphabet (GOOG) Options ETP | 23.19% | 11.19% | 2.00% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.33% | 7.86% | 6.50% |
Frequently Asked Questions
JEPG.L and GOOI.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
JEPG.L is cheaper with a 0.35% expense ratio, compared with 0.55% for GOOI.L.
They also come from different issuers: JPMorgan and Leverage Shares. Their fees differ too: 0.35% for JEPG.L and 0.55% for GOOI.L.
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