JEPQ.L vs. QYLU.L
JEPQ.L (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist)) and QYLU.L (Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc)) are both Nasdaq-100 funds. JEPQ.L is actively managed, while QYLU.L is passively managed. Over the past year, JEPQ.L returned 19.61% vs 16.53% for QYLU.L. A 0.57 correlation means they provide meaningful diversification when combined. JEPQ.L charges 0.35%/yr vs 0.45%/yr for QYLU.L.
Performance
JEPQ.L vs. QYLU.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEPQ.L achieves a 6.36% return, which is significantly higher than QYLU.L's 4.87% return.
JEPQ.L
- 1D
- -2.06%
- 1M
- -2.79%
- 6M
- 5.26%
- YTD
- 6.36%
- 1Y
- 19.61%
- 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*
- —
JEPQ.L vs. QYLU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 6.36% | 14.79% | 4.48% |
QYLU.L Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) | 4.87% | 5.59% | 6.07% |
Correlation
The correlation between JEPQ.L and QYLU.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.57 |
The correlation between JEPQ.L and QYLU.L has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.
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Return for Risk
JEPQ.L vs. QYLU.L — Risk / Return Rank
JEPQ.L
QYLU.L
JEPQ.L vs. QYLU.L - 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 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.
| JEPQ.L | QYLU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 3.31 | -0.95 |
| Martin ratioReturn relative to average drawdown | 9.69 | 11.23 | -1.53 |
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Drawdowns
JEPQ.L vs. QYLU.L - Drawdown Comparison
The maximum JEPQ.L drawdown since its inception was -20.08%, roughly equal to the maximum QYLU.L drawdown of -19.93%. Use the drawdown chart below to compare losses from any high point for JEPQ.L and QYLU.L.
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Drawdown Indicators
| JEPQ.L | QYLU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.08% | -19.93% | -0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -4.97% | -3.34% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.93% | — |
Current DrawdownCurrent decline from peak | -3.76% | -3.70% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -2.43% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 1.47% | +0.55% |
Volatility
JEPQ.L vs. QYLU.L - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) is 5.08%, while Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) (QYLU.L) has a volatility of 5.42%. This indicates that JEPQ.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
| JEPQ.L | QYLU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.42% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.42% | 9.59% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.28% | 13.32% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 15.65% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 15.65% | +0.68% |
JEPQ.L vs. QYLU.L - Expense Ratio Comparison
JEPQ.L has a 0.35% expense ratio, which is lower than QYLU.L's 0.45% expense ratio.
Dividends
JEPQ.L vs. QYLU.L - Dividend Comparison
JEPQ.L's dividend yield for the trailing twelve months is around 10.35%, while QYLU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 10.35% | 10.06% | 0.74% |
QYLU.L Global X Nasdaq 100 Covered Call UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEPQ.L and QYLU.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPQ.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPQ.L is cheaper with a 0.35% expense ratio, compared with 0.45% for QYLU.L.
They also come from different issuers: JPMorgan and Global X. Their fees differ too: 0.35% for JEPQ.L and 0.45% for QYLU.L.
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