JEPI.L vs. QYLU.L
JEPI.L (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) and QYLU.L (Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc)) are both exchange-traded funds - JEPI.L is a Derivative Income fund actively managed by JPMorgan, while QYLU.L is a Nasdaq-100 fund tracking the Cboe Nasdaq-100 BuyWrite v2 UCITS Index. JEPI.L is actively managed, while QYLU.L is passively managed. Over the past year, JEPI.L returned 8.59% vs 16.53% for QYLU.L. At a 0.35 correlation, their price movements are largely independent. JEPI.L charges 0.35%/yr vs 0.45%/yr for QYLU.L.
Performance
JEPI.L vs. QYLU.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEPI.L achieves a 3.17% return, which is significantly lower than QYLU.L's 4.87% return.
JEPI.L
- 1D
- 0.00%
- 1M
- 1.21%
- 6M
- 1.43%
- YTD
- 3.17%
- 1Y
- 8.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QYLU.L
- 1D
- -2.37%
- 1M
- -2.67%
- 6M
- 3.99%
- YTD
- 4.87%
- 1Y
- 16.53%
- 3Y*
- 11.41%
- 5Y*
- —
- 10Y*
- —
JEPI.L vs. QYLU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 3.17% | 8.11% | -0.36% |
QYLU.L Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) | 4.87% | 5.59% | 6.07% |
Correlation
The correlation between JEPI.L and QYLU.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.35 |
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Return for Risk
JEPI.L vs. QYLU.L — Risk / Return Rank
JEPI.L
QYLU.L
JEPI.L vs. QYLU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) and Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) (QYLU.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.
| JEPI.L | QYLU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 3.31 | -1.94 |
| Martin ratioReturn relative to average drawdown | 3.67 | 11.23 | -7.55 |
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Drawdowns
JEPI.L vs. QYLU.L - Drawdown Comparison
The maximum JEPI.L drawdown since its inception was -14.36%, smaller than the maximum QYLU.L drawdown of -19.93%. Use the drawdown chart below to compare losses from any high point for JEPI.L and QYLU.L.
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Drawdown Indicators
| JEPI.L | QYLU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.36% | -19.93% | +5.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.29% | -4.97% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.93% | — |
Current DrawdownCurrent decline from peak | -1.61% | -3.70% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -2.47% | -2.43% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 1.47% | +0.87% |
Volatility
JEPI.L vs. QYLU.L - Volatility Comparison
The current volatility for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) is 2.34%, while Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) (QYLU.L) has a volatility of 5.42%. This indicates that JEPI.L experiences smaller price fluctuations and is considered to be less risky than QYLU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPI.L | QYLU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 5.42% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 6.65% | 9.59% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.41% | 13.32% | -4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.63% | 15.65% | -4.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.63% | 15.65% | -4.02% |
JEPI.L vs. QYLU.L - Expense Ratio Comparison
JEPI.L has a 0.35% expense ratio, which is lower than QYLU.L's 0.45% expense ratio.
Dividends
JEPI.L vs. QYLU.L - Dividend Comparison
JEPI.L's dividend yield for the trailing twelve months is around 7.67%, while QYLU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 7.67% | 7.08% | 0.62% |
QYLU.L Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEPI.L and QYLU.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPI.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPI.L is cheaper with a 0.35% expense ratio, compared with 0.45% for QYLU.L.
JEPI.L is categorized as Derivative Income, while QYLU.L is Nasdaq-100. They also come from different issuers: JPMorgan and Global X. Their fees differ too: 0.35% for JEPI.L and 0.45% for QYLU.L.
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