JEPQ vs. TYLG
Compare and contrast key facts about JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Global X Information Technology Covered Call & Growth ETF (TYLG).
JEPQ and TYLG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022. TYLG is a passively managed fund by Global X that tracks the performance of the Cboe S&P Technology Select Sector Half BuyWrite Index - Benchmark TR Gross. It was launched on Nov 21, 2022. Both JEPQ and TYLG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JEPQ vs. TYLG - Performance Comparison
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JEPQ vs. TYLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -1.76% | 15.18% | 24.85% | 36.28% | -4.47% |
TYLG Global X Information Technology Covered Call & Growth ETF | -2.07% | 16.84% | 20.57% | 41.56% | -3.64% |
Returns By Period
In the year-to-date period, JEPQ achieves a -1.76% return, which is significantly higher than TYLG's -2.07% return.
JEPQ
- 1D
- 0.13%
- 1M
- -2.81%
- YTD
- -1.76%
- 6M
- 2.45%
- 1Y
- 25.83%
- 3Y*
- 19.59%
- 5Y*
- —
- 10Y*
- —
TYLG
- 1D
- 0.75%
- 1M
- 0.69%
- YTD
- -2.07%
- 6M
- 0.96%
- 1Y
- 24.15%
- 3Y*
- 18.49%
- 5Y*
- —
- 10Y*
- —
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JEPQ vs. TYLG - Expense Ratio Comparison
JEPQ has a 0.35% expense ratio, which is lower than TYLG's 0.60% expense ratio.
Return for Risk
JEPQ vs. TYLG — Risk / Return Rank
JEPQ
TYLG
JEPQ vs. TYLG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Global X Information Technology Covered Call & Growth ETF (TYLG). 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 | TYLG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.03 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.62 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.76 | -0.01 |
Martin ratioReturn relative to average drawdown | 8.55 | 7.94 | +0.62 |
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 | TYLG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.03 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 1.08 | -0.24 |
Correlation
The correlation between JEPQ and TYLG is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JEPQ vs. TYLG - Dividend Comparison
JEPQ's dividend yield for the trailing twelve months is around 11.12%, more than TYLG's 8.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.12% | 10.53% | 9.65% | 10.03% | 9.44% |
TYLG Global X Information Technology Covered Call & Growth ETF | 8.95% | 7.66% | 7.24% | 11.89% | 0.51% |
Drawdowns
JEPQ vs. TYLG - Drawdown Comparison
The maximum JEPQ drawdown since its inception was -20.07%, smaller than the maximum TYLG drawdown of -24.01%. Use the drawdown chart below to compare losses from any high point for JEPQ and TYLG.
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Drawdown Indicators
| JEPQ | TYLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.07% | -24.01% | +3.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -10.09% | +1.27% |
Current DrawdownCurrent decline from peak | -4.77% | -4.79% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -2.84% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 3.17% | -0.79% |
Volatility
JEPQ vs. TYLG - Volatility Comparison
The current volatility for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) is 5.94%, while Global X Information Technology Covered Call & Growth ETF (TYLG) has a volatility of 6.85%. This indicates that JEPQ experiences smaller price fluctuations and is considered to be less risky than TYLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPQ | TYLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 6.85% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.52% | 12.96% | -2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.53% | 23.46% | -4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 19.33% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 19.33% | -2.43% |