JEPQ.TO vs. BKCL.TO
Compare and contrast key facts about JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) and Global X Enhanced Equal Weight Canadian Banks Covered Call ETF (BKCL.TO).
JEPQ.TO and BKCL.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEPQ.TO is an actively managed fund by JPMorgan. It was launched on Sep 27, 2024. BKCL.TO is an actively managed fund by Global X. It was launched on Jul 5, 2023.
Performance
JEPQ.TO vs. BKCL.TO - Performance Comparison
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JEPQ.TO vs. BKCL.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPQ.TO JPMorgan Nasdaq Equity Premium Income Active ETF | -1.52% | 10.46% | 15.40% |
BKCL.TO Global X Enhanced Equal Weight Canadian Banks Covered Call ETF | -1.56% | 34.78% | 4.63% |
Returns By Period
The year-to-date returns for both stocks are quite close, with JEPQ.TO having a -1.52% return and BKCL.TO slightly lower at -1.56%.
JEPQ.TO
- 1D
- 3.31%
- 1M
- -1.63%
- YTD
- -1.52%
- 6M
- 1.85%
- 1Y
- 16.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BKCL.TO
- 1D
- 0.00%
- 1M
- -7.08%
- YTD
- -1.56%
- 6M
- 10.30%
- 1Y
- 38.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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JEPQ.TO vs. BKCL.TO - Expense Ratio Comparison
JEPQ.TO has a 0.35% expense ratio, which is lower than BKCL.TO's 1.68% expense ratio.
Return for Risk
JEPQ.TO vs. BKCL.TO — Risk / Return Rank
JEPQ.TO
BKCL.TO
JEPQ.TO vs. BKCL.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) and Global X Enhanced Equal Weight Canadian Banks Covered Call ETF (BKCL.TO). 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.TO | BKCL.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 2.75 | -1.89 |
Sortino ratioReturn per unit of downside risk | 1.29 | 3.54 | -2.25 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.57 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 3.99 | -2.59 |
Martin ratioReturn relative to average drawdown | 5.82 | 16.68 | -10.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JEPQ.TO | BKCL.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 2.75 | -1.89 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 1.62 | -0.70 |
Correlation
The correlation between JEPQ.TO and BKCL.TO is 0.49, 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.TO vs. BKCL.TO - Dividend Comparison
JEPQ.TO's dividend yield for the trailing twelve months is around 10.53%, less than BKCL.TO's 13.14% yield.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JEPQ.TO JPMorgan Nasdaq Equity Premium Income Active ETF | 10.53% | 10.34% | 5.50% | 0.00% |
BKCL.TO Global X Enhanced Equal Weight Canadian Banks Covered Call ETF | 13.14% | 12.60% | 15.02% | 7.91% |
Drawdowns
JEPQ.TO vs. BKCL.TO - Drawdown Comparison
The maximum JEPQ.TO drawdown since its inception was -20.05%, which is greater than BKCL.TO's maximum drawdown of -16.58%. Use the drawdown chart below to compare losses from any high point for JEPQ.TO and BKCL.TO.
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Drawdown Indicators
| JEPQ.TO | BKCL.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.05% | -16.58% | -3.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -9.90% | -2.09% |
Current DrawdownCurrent decline from peak | -4.69% | -8.94% | +4.25% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -2.79% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.37% | +0.52% |
Volatility
JEPQ.TO vs. BKCL.TO - Volatility Comparison
JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) and Global X Enhanced Equal Weight Canadian Banks Covered Call ETF (BKCL.TO) have volatilities of 5.95% and 6.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPQ.TO | BKCL.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 6.03% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 9.97% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.97% | 14.22% | +4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.91% | 12.91% | +5.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 12.91% | +5.00% |