JEPG.L vs. QYLD.L
JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) and QYLD.L (Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist)) are both exchange-traded funds - JEPG.L is a Derivative Income fund actively managed by JPMorgan, while QYLD.L is a Nasdaq-100 fund tracking the Cboe Nasdaq-100 BuyWrite v2 UCITS Index. JEPG.L is actively managed, while QYLD.L is passively managed. Over the past year, JEPG.L returned 4.62% vs 16.20% for QYLD.L. At a 0.16 correlation, their price movements are largely independent. JEPG.L charges 0.35%/yr vs 0.45%/yr for QYLD.L.
Performance
JEPG.L vs. QYLD.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEPG.L achieves a 0.47% return, which is significantly lower than QYLD.L's 4.70% return.
JEPG.L
- 1D
- 0.62%
- 1M
- 1.92%
- 6M
- 0.09%
- YTD
- 0.47%
- 1Y
- 4.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QYLD.L
- 1D
- -2.15%
- 1M
- -2.53%
- 6M
- 3.85%
- YTD
- 4.70%
- 1Y
- 16.20%
- 3Y*
- 11.90%
- 5Y*
- —
- 10Y*
- —
JEPG.L vs. QYLD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 0.47% | 12.42% | 7.80% | 2.18% |
QYLD.L Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist) | 4.70% | 5.36% | 24.77% | 2.87% |
Correlation
The correlation between JEPG.L and QYLD.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.16 |
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Return for Risk
JEPG.L vs. QYLD.L — Risk / Return Rank
JEPG.L
QYLD.L
JEPG.L vs. QYLD.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 Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist) (QYLD.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 | QYLD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.33 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 3.44 | -2.92 |
| Martin ratioReturn relative to average drawdown | 1.17 | 15.06 | -13.89 |
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Drawdowns
JEPG.L vs. QYLD.L - Drawdown Comparison
The maximum JEPG.L drawdown since its inception was -8.74%, smaller than the maximum QYLD.L drawdown of -21.59%. Use the drawdown chart below to compare losses from any high point for JEPG.L and QYLD.L.
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Drawdown Indicators
| JEPG.L | QYLD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.74% | -21.59% | +12.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -4.68% | -4.06% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.59% | — |
Current DrawdownCurrent decline from peak | -5.02% | -3.81% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -2.76% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 1.07% | +2.87% |
Volatility
JEPG.L vs. QYLD.L - Volatility Comparison
The current volatility for JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) is 2.23%, while Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist) (QYLD.L) has a volatility of 5.08%. This indicates that JEPG.L experiences smaller price fluctuations and is considered to be less risky than QYLD.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 | QYLD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.23% | 5.08% | -2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 7.10% | 8.46% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.17% | 9.99% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.90% | 16.29% | -5.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.90% | 16.29% | -5.39% |
JEPG.L vs. QYLD.L - Expense Ratio Comparison
JEPG.L has a 0.35% expense ratio, which is lower than QYLD.L's 0.45% expense ratio.
Dividends
JEPG.L vs. QYLD.L - Dividend Comparison
JEPG.L's dividend yield for the trailing twelve months is around 8.14%, less than QYLD.L's 11.85% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.14% | 7.86% | 6.50% | 0.00% |
QYLD.L Global X Nasdaq 100 Covered Call UCITS ETF USD (Dist) | 11.85% | 11.41% | 12.28% | 10.88% |
Frequently Asked Questions
JEPG.L and QYLD.L have a correlation of 0.11, 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 QYLD.L.
JEPG.L is categorized as Derivative Income, while QYLD.L is Nasdaq-100. They also come from different issuers: JPMorgan and Global X. Their fees differ too: 0.35% for JEPG.L and 0.45% for QYLD.L.
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