JEPI.L vs. YMAG.L

Last updated Apr 2, 2026

Compare and contrast key facts about JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) and YieldMax Big Tech Option Income UCITS ETF (YMAG.L).

JEPI.L and YMAG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEPI.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024. YMAG.L is an actively managed fund by YieldMax. It was launched on Mar 25, 2025.

Performance

JEPI.L vs. YMAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) and YieldMax Big Tech Option Income UCITS ETF (YMAG.L). The values are adjusted to include any dividend payments, if applicable.

JEPI.L vs. YMAG.L - Yearly Performance Comparison

	2026 (YTD)	2025
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)	-0.07%	7.79%
YMAG.L YieldMax Big Tech Option Income UCITS ETF	-14.04%	17.67%

Returns By Period

In the year-to-date period, JEPI.L achieves a -0.07% return, which is significantly higher than YMAG.L's -14.04% return.

JEPI.L

• 1D: 1.28%
• 1M: -4.07%
• YTD: -0.07%
• 6M: 3.25%
• 1Y: 8.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

YMAG.L

• 1D: 2.45%
• 1M: -2.00%
• YTD: -14.04%
• 6M: -16.05%
• 1Y: 4.69%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JEPI.L vs. YMAG.L - Expense Ratio Comparison

JEPI.L has a 0.35% expense ratio, which is lower than YMAG.L's 0.99% expense ratio.

YMAG.L

YieldMax Big Tech Option Income UCITS ETF

JEPI.L

JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)

Return for Risk

JEPI.L vs. YMAG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEPI.L

JEPI.L Risk / Return Rank: 34
JEPI.L Sharpe Ratio Rank: 31
JEPI.L Sortino Ratio Rank: 30
JEPI.L Omega Ratio Rank: 35
JEPI.L Calmar Ratio Rank: 32
JEPI.L Martin Ratio Rank: 43

YMAG.L

YMAG.L Risk / Return Rank: 16
YMAG.L Sharpe Ratio Rank: 16
YMAG.L Sortino Ratio Rank: 17
YMAG.L Omega Ratio Rank: 16
YMAG.L Calmar Ratio Rank: 15
YMAG.L Martin Ratio Rank: 15

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.

JEPI.L vs. YMAG.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 YieldMax Big Tech Option Income UCITS ETF (YMAG.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.

	JEPI.L	YMAG.L	Difference
Sharpe ratio Return per unit of total volatility	0.64	0.21	+0.43
Sortino ratio Return per unit of downside risk	0.95	0.45	+0.50
Omega ratio Gain probability vs. loss probability	1.15	1.06	+0.10
Calmar ratio Return relative to maximum drawdown	0.91	0.18	+0.73
Martin ratio Return relative to average drawdown	4.50	0.49	+4.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JEPI.L vs. YMAG.L - Sharpe Ratio Comparison

The current JEPI.L Sharpe Ratio is 0.64, which is higher than the YMAG.L Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of JEPI.L and YMAG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	JEPI.L	YMAG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	0.21	+0.43
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.05	+0.29

Correlation

The correlation between JEPI.L and YMAG.L is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

JEPI.L vs. YMAG.L - Dividend Comparison

JEPI.L's dividend yield for the trailing twelve months is around 7.58%, less than YMAG.L's 25.37% yield.

	TTM	2025	2024
JEPI.L JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)	7.58%	7.08%	0.62%
YMAG.L YieldMax Big Tech Option Income UCITS ETF	25.37%	17.22%	0.00%

Drawdowns

JEPI.L vs. YMAG.L - Drawdown Comparison

The maximum JEPI.L drawdown since its inception was -14.36%, smaller than the maximum YMAG.L drawdown of -23.01%. Use the drawdown chart below to compare losses from any high point for JEPI.L and YMAG.L.

Drawdown Indicators

	JEPI.L	YMAG.L	Difference
Max Drawdown Largest peak-to-trough decline	-14.36%	-23.01%	+8.65%
Max Drawdown (1Y) Largest decline over 1 year	-10.51%	-23.01%	+12.50%
Current Drawdown Current decline from peak	-4.71%	-20.45%	+15.74%
Average Drawdown Average peak-to-trough decline	-2.32%	-5.89%	+3.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	8.57%	-6.77%

Volatility

JEPI.L vs. YMAG.L - Volatility Comparison

The current volatility for JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEPI.L) is 3.39%, while YieldMax Big Tech Option Income UCITS ETF (YMAG.L) has a volatility of 5.70%. This indicates that JEPI.L experiences smaller price fluctuations and is considered to be less risky than YMAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JEPI.L	YMAG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	5.70%	-2.31%
Volatility (6M) Calculated over the trailing 6-month period	6.02%	14.24%	-8.22%
Volatility (1Y) Calculated over the trailing 1-year period	12.67%	22.14%	-9.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.02%	22.39%	-10.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.02%	22.39%	-10.37%