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JEPQ.TO vs. HGY.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

JEPQ.TO vs. HGY.TO

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) and Global X Gold Yield ETF (HGY.TO).

JEPQ.TO and HGY.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. HGY.TO is an actively managed fund by Global X. It was launched on Dec 14, 2010.

Performance

JEPQ.TO vs. HGY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) and Global X Gold Yield ETF (HGY.TO). The values are adjusted to include any dividend payments, if applicable.

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JEPQ.TO vs. HGY.TO - Yearly Performance Comparison

2026 (YTD)20252024
JEPQ.TO
JPMorgan Nasdaq Equity Premium Income Active ETF		-1.52%10.46%15.40%
HGY.TO
Global X Gold Yield ETF		2.11%48.66%-1.06%

Returns By Period

In the year-to-date period, JEPQ.TO achieves a -1.52% return, which is significantly lower than HGY.TO's 2.11% return.

JEPQ.TO

1D
3.31%
1M
-1.63%
YTD
-1.52%
6M
1.85%
1Y
16.19%
3Y*
—
5Y*
—
10Y*
—

HGY.TO

1D
0.00%
1M
-13.74%
YTD
2.11%
6M
11.36%
1Y
32.43%
3Y*
24.33%
5Y*
15.60%
10Y*
9.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JPMorgan Nasdaq Equity Premium Income Active ETF

Global X Gold Yield ETF

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Often compared with HGY.TO:
HGY.TO vs. GC=FHGY.TO vs. VALT.TOHGY.TO vs. VDY.TOHGY.TO vs. XEG.TOHGY.TO vs. XGD.TOHGY.TO vs. HGGG.TOHGY.TO vs. AMAX.TO

JEPQ.TO vs. HGY.TO - Expense Ratio Comparison

JEPQ.TO has a 0.35% expense ratio, which is lower than HGY.TO's 0.86% expense ratio.

HGY.TO
Global X Gold Yield ETF
JEPQ.TO
JPMorgan Nasdaq Equity Premium Income Active ETF

Return for Risk

JEPQ.TO vs. HGY.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JEPQ.TO
JEPQ.TO Risk / Return Rank: 5252
Overall Rank
JEPQ.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JEPQ.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
JEPQ.TO Omega Ratio Rank: 5555
Omega Ratio Rank
JEPQ.TO Calmar Ratio Rank: 5555
Calmar Ratio Rank
JEPQ.TO Martin Ratio Rank: 5858
Martin Ratio Rank
HGY.TO
HGY.TO Risk / Return Rank: 7373
Overall Rank
HGY.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
HGY.TO Sortino Ratio Rank: 7171
Sortino Ratio Rank
HGY.TO Omega Ratio Rank: 7171
Omega Ratio Rank
HGY.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
HGY.TO Martin Ratio Rank: 7474
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.TO vs. HGY.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 Gold Yield ETF (HGY.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.TOHGY.TODifference

Sharpe ratio

Return per unit of total volatility

0.86

1.38

-0.53

Sortino ratio

Return per unit of downside risk

1.29

1.82

-0.53

Omega ratio

Gain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratio

Return relative to maximum drawdown

1.40

1.93

-0.53

Martin ratio

Return relative to average drawdown

5.82

7.93

-2.11

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JEPQ.TO vs. HGY.TO - Sharpe Ratio Comparison

The current JEPQ.TO Sharpe Ratio is 0.86, which is lower than the HGY.TO Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of JEPQ.TO and HGY.TO, 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.TOHGY.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.38

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

1.03

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.65

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

—

—

Correlation

The correlation between JEPQ.TO and HGY.TO is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

JEPQ.TO vs. HGY.TO - Dividend Comparison

JEPQ.TO's dividend yield for the trailing twelve months is around 10.53%, more than HGY.TO's 5.53% yield.

TTM20252024202320222021202020192018201720162015
JEPQ.TO
JPMorgan Nasdaq Equity Premium Income Active ETF		10.53%10.34%5.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HGY.TO
Global X Gold Yield ETF		5.53%4.92%5.32%6.10%6.42%5.87%5.72%4.19%4.66%4.63%5.37%6.13%

Drawdowns

JEPQ.TO vs. HGY.TO - Drawdown Comparison

The maximum JEPQ.TO drawdown since its inception was -20.05%, smaller than the maximum HGY.TO drawdown of -188,898.12%. Use the drawdown chart below to compare losses from any high point for JEPQ.TO and HGY.TO.

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Drawdown Indicators

JEPQ.TOHGY.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.05%

-188,898.12%

+188,878.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

-17.47%

+5.48%

Max Drawdown (5Y)

Largest decline over 5 years

—

-18.32%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-20.31%

—

Current Drawdown

Current decline from peak

-4.69%

-161,050.90%

+161,046.21%

Average Drawdown

Average peak-to-trough decline

-3.68%

-74,810.45%

+74,806.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

4.26%

-1.37%

Volatility

JEPQ.TO vs. HGY.TO - Volatility Comparison

The current volatility for JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) is 5.95%, while Global X Gold Yield ETF (HGY.TO) has a volatility of 9.78%. This indicates that JEPQ.TO experiences smaller price fluctuations and is considered to be less risky than HGY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JEPQ.TOHGY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

9.78%

-3.83%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

20.33%

-9.55%

Volatility (1Y)

Calculated over the trailing 1-year period

18.97%

23.57%

-4.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.91%

15.30%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

15.27%

+2.64%