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JEPQ.L vs. QYLE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEPQ.L vs. QYLE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) and Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE). The values are adjusted to include any dividend payments, if applicable.

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JEPQ.L vs. QYLE.DE - Yearly Performance Comparison


Different Trading Currencies

JEPQ.L is traded in USD, while QYLE.DE is traded in EUR. To make them comparable, the QYLE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEPQ.L achieves a -1.93% return, which is significantly lower than QYLE.DE's -1.41% return.


JEPQ.L

1D
3.16%
1M
-1.60%
YTD
-1.93%
6M
3.02%
1Y
21.84%
3Y*
5Y*
10Y*

QYLE.DE

1D
1.45%
1M
-0.84%
YTD
-1.41%
6M
5.46%
1Y
10.43%
3Y*
15.50%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEPQ.L vs. QYLE.DE - Expense Ratio Comparison

JEPQ.L has a 0.35% expense ratio, which is lower than QYLE.DE's 0.45% expense ratio.


Return for Risk

JEPQ.L vs. QYLE.DE — Risk / Return Rank

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

JEPQ.L
JEPQ.L Risk / Return Rank: 7777
Overall Rank
JEPQ.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
JEPQ.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
JEPQ.L Omega Ratio Rank: 7474
Omega Ratio Rank
JEPQ.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
JEPQ.L Martin Ratio Rank: 8585
Martin Ratio Rank

QYLE.DE
QYLE.DE Risk / Return Rank: 1717
Overall Rank
QYLE.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
QYLE.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
QYLE.DE Omega Ratio Rank: 1616
Omega Ratio Rank
QYLE.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
QYLE.DE Martin Ratio Rank: 2121
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.

JEPQ.L vs. QYLE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) and Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE). 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.


JEPQ.LQYLE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.66

+0.67

Sortino ratio

Return per unit of downside risk

1.95

1.04

+0.91

Omega ratio

Gain probability vs. loss probability

1.29

1.16

+0.13

Calmar ratio

Return relative to maximum drawdown

2.54

1.14

+1.40

Martin ratio

Return relative to average drawdown

10.66

5.72

+4.94

JEPQ.L vs. QYLE.DE - Sharpe Ratio Comparison

The current JEPQ.L Sharpe Ratio is 1.33, which is higher than the QYLE.DE Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of JEPQ.L and QYLE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEPQ.LQYLE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

0.66

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

1.34

-0.67

Correlation

The correlation between JEPQ.L and QYLE.DE is 0.60, 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

JEPQ.L vs. QYLE.DE - Dividend Comparison

JEPQ.L's dividend yield for the trailing twelve months is around 11.07%, more than QYLE.DE's 9.34% yield.


TTM202520242023
JEPQ.L
JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)
11.07%10.06%0.74%0.00%
QYLE.DE
Global X Nasdaq 100 Covered Call UCITS ETF D
9.34%10.67%15.00%20.20%

Drawdowns

JEPQ.L vs. QYLE.DE - Drawdown Comparison

The maximum JEPQ.L drawdown since its inception was -20.10%, roughly equal to the maximum QYLE.DE drawdown of -20.37%. Use the drawdown chart below to compare losses from any high point for JEPQ.L and QYLE.DE.


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Drawdown Indicators


JEPQ.LQYLE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.10%

-24.06%

+3.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-12.42%

+1.21%

Current Drawdown

Current decline from peak

-4.68%

-10.96%

+6.28%

Average Drawdown

Average peak-to-trough decline

-3.03%

-5.62%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.08%

-0.11%

Volatility

JEPQ.L vs. QYLE.DE - Volatility Comparison

JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) has a higher volatility of 5.59% compared to Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) at 3.90%. This indicates that JEPQ.L's price experiences larger fluctuations and is considered to be riskier than QYLE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEPQ.LQYLE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

3.90%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

6.89%

+3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

15.74%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

13.25%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

13.25%

+3.29%