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JEPG.L vs. SPYY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEPG.L vs. SPYY.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 S&P500 Options (0DTE) ETP (SPYY.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JEPG.L achieves a -2.40% return, which is significantly higher than SPYY.L's -5.84% return.


JEPG.L

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

SPYY.L

1D
0.00%
1M
-2.05%
YTD
-5.84%
6M
-5.76%
1Y
9.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
JEPG.L
JPM Global Equity Premium Income Active UCITS ETF USD (dist)
-2.40%12.42%-2.45%
SPYY.L
IncomeShares S&P500 Options (0DTE) ETP
-5.84%19.98%-5.55%

Correlation

The correlation between JEPG.L and SPYY.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2024

0.20

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Return for Risk

JEPG.L vs. SPYY.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: 1111
Overall Rank
JEPG.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
JEPG.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
JEPG.L Omega Ratio Rank: 1010
Omega Ratio Rank
JEPG.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
JEPG.L Martin Ratio Rank: 1111
Martin Ratio Rank

SPYY.L
SPYY.L Risk / Return Rank: 2121
Overall Rank
SPYY.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SPYY.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
SPYY.L Omega Ratio Rank: 2626
Omega Ratio Rank
SPYY.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
SPYY.L Martin Ratio Rank: 1919
Martin Ratio Rank
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. SPYY.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 S&P500 Options (0DTE) ETP (SPYY.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.LSPYY.LDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.04

1.17

-0.13

Calmar ratioReturn relative to maximum drawdown

0.19

0.65

-0.46

Martin ratioReturn relative to average drawdown

0.45

1.98

-1.53

JEPG.L vs. SPYY.L - Sharpe Ratio Comparison

The current JEPG.L Sharpe Ratio is 0.18, which is lower than the SPYY.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of JEPG.L and SPYY.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

JEPG.L vs. SPYY.L - Drawdown Comparison

The maximum JEPG.L drawdown since its inception was -8.74%, smaller than the maximum SPYY.L drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for JEPG.L and SPYY.L.


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Drawdown Indicators


JEPG.LSPYY.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.74%

-17.71%

+8.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-14.91%

+6.17%

Current Drawdown

Current decline from peak

-7.73%

-6.87%

-0.86%

Average Drawdown

Average peak-to-trough decline

-1.82%

-4.66%

+2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

4.92%

-1.24%

Volatility

JEPG.L vs. SPYY.L - Volatility Comparison

The current volatility for JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) is 3.23%, while IncomeShares S&P500 Options (0DTE) ETP (SPYY.L) has a volatility of 3.66%. This indicates that JEPG.L experiences smaller price fluctuations and is considered to be less risky than SPYY.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.LSPYY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

3.66%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

6.98%

10.11%

-3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

9.15%

12.33%

-3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.95%

14.11%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.95%

14.11%

-3.16%

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

JEPG.L has a 0.35% expense ratio, which is lower than SPYY.L's 0.45% expense ratio.


Dividends

JEPG.L vs. SPYY.L - Dividend Comparison

JEPG.L's dividend yield for the trailing twelve months is around 8.33%, less than SPYY.L's 39.46% yield.


Frequently Asked Questions


JEPG.L and SPYY.L have a correlation of 0.17, 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 SPYY.L.

They also come from different issuers: JPMorgan and Leverage Shares. Their fees differ too: 0.35% for JEPG.L and 0.45% for SPYY.L.

Portfolio Optimizer

Find the right allocation for JEPG.L and SPYY.L

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