JEPG.L vs. QQQY.L
JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) and QQQY.L (IncomeShares Nasdaq 100 Options (0DTE) ETP) are both exchange-traded funds - JEPG.L is a Derivative Income fund actively managed by JPMorgan, while QQQY.L is a Nasdaq-100 fund actively managed by Leverage Shares. Both are actively managed. Over the past year, JEPG.L returned 1.67% vs 23.58% for QQQY.L. At a 0.08 correlation, their price movements are largely independent. JEPG.L charges 0.35%/yr vs 0.45%/yr for QQQY.L.
Performance
JEPG.L vs. QQQY.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 QQQY.L's 10.62% return.
JEPG.L
- 1D
- -0.04%
- 1M
- -0.71%
- YTD
- -2.40%
- 6M
- -1.92%
- 1Y
- 1.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQQY.L
- 1D
- -0.57%
- 1M
- -3.16%
- YTD
- 10.62%
- 6M
- 10.11%
- 1Y
- 23.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPG.L vs. QQQY.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | -2.40% | 12.42% | -2.31% |
QQQY.L IncomeShares Nasdaq 100 Options (0DTE) ETP | 10.62% | 14.17% | -2.12% |
Correlation
The correlation between JEPG.L and QQQY.L is 0.05, 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 | 0.05 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2024 | 0.08 |
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Return for Risk
JEPG.L vs. QQQY.L — Risk / Return Rank
JEPG.L
QQQY.L
JEPG.L vs. QQQY.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 Nasdaq 100 Options (0DTE) ETP (QQQY.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 | QQQY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.30 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 3.22 | -3.03 |
| Martin ratioReturn relative to average drawdown | 0.45 | 10.76 | -10.31 |
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Drawdowns
JEPG.L vs. QQQY.L - Drawdown Comparison
The maximum JEPG.L drawdown since its inception was -8.74%, smaller than the maximum QQQY.L drawdown of -19.38%. Use the drawdown chart below to compare losses from any high point for JEPG.L and QQQY.L.
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Drawdown Indicators
| JEPG.L | QQQY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.74% | -19.38% | +10.64% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -7.29% | -1.45% |
Current DrawdownCurrent decline from peak | -7.73% | -4.92% | -2.81% |
Average DrawdownAverage peak-to-trough decline | -1.82% | -3.84% | +2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 2.19% | +1.49% |
Volatility
JEPG.L vs. QQQY.L - Volatility Comparison
The current volatility for JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) is 3.23%, while IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) has a volatility of 5.82%. This indicates that JEPG.L experiences smaller price fluctuations and is considered to be less risky than QQQY.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 | QQQY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 5.82% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 6.98% | 11.54% | -4.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.15% | 14.04% | -4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.95% | 21.90% | -10.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.95% | 21.90% | -10.95% |
JEPG.L vs. QQQY.L - Expense Ratio Comparison
JEPG.L has a 0.35% expense ratio, which is lower than QQQY.L's 0.45% expense ratio.
Dividends
JEPG.L vs. QQQY.L - Dividend Comparison
JEPG.L's dividend yield for the trailing twelve months is around 8.33%, less than QQQY.L's 70.49% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.33% | 7.86% | 6.50% |
QQQY.L IncomeShares Nasdaq 100 Options (0DTE) ETP | 70.49% | 120.63% | 8.51% |
Frequently Asked Questions
JEPG.L and QQQY.L have a correlation of 0.05, 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 0.45% for QQQY.L.
JEPG.L is categorized as Derivative Income, while QQQY.L is Nasdaq-100. They also come from different issuers: JPMorgan and Leverage Shares. Their fees differ too: 0.35% for JEPG.L and 0.45% for QQQY.L.
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