PortfoliosLab logoPortfoliosLab logo
JEQA.DE vs. XY7D.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEQA.DE vs. XY7D.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 (Acc) (JEQA.DE) and Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JEQA.DE vs. XY7D.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JEQA.DE achieves a -1.00% return, which is significantly lower than XY7D.DE's -0.53% return.


JEQA.DE

1D
2.23%
1M
-1.27%
YTD
-1.00%
6M
4.11%
1Y
12.50%
3Y*
5Y*
10Y*

XY7D.DE

1D
0.95%
1M
-1.31%
YTD
-0.53%
6M
4.38%
1Y
0.88%
3Y*
5Y*
10Y*
*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.


JEQA.DE vs. XY7D.DE - Expense Ratio Comparison

JEQA.DE has a 0.35% expense ratio, which is lower than XY7D.DE's 0.45% expense ratio.


Return for Risk

JEQA.DE vs. XY7D.DE — Risk / Return Rank

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

JEQA.DE
JEQA.DE Risk / Return Rank: 4545
Overall Rank
JEQA.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JEQA.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
JEQA.DE Omega Ratio Rank: 3737
Omega Ratio Rank
JEQA.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
JEQA.DE Martin Ratio Rank: 6060
Martin Ratio Rank

XY7D.DE
XY7D.DE Risk / Return Rank: 1313
Overall Rank
XY7D.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XY7D.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
XY7D.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XY7D.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
XY7D.DE Martin Ratio Rank: 1515
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.

JEQA.DE vs. XY7D.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 (Acc) (JEQA.DE) and Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.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.


JEQA.DEXY7D.DEDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.06

+0.67

Sortino ratio

Return per unit of downside risk

1.07

0.18

+0.89

Omega ratio

Gain probability vs. loss probability

1.16

1.03

+0.13

Calmar ratio

Return relative to maximum drawdown

1.62

0.13

+1.48

Martin ratio

Return relative to average drawdown

6.56

0.52

+6.04

JEQA.DE vs. XY7D.DE - Sharpe Ratio Comparison

The current JEQA.DE Sharpe Ratio is 0.72, which is higher than the XY7D.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of JEQA.DE and XY7D.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.


Loading graphics...

Sharpe Ratios by Period


JEQA.DEXY7D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.06

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.59

-0.33

Correlation

The correlation between JEQA.DE and XY7D.DE is 0.78, 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

JEQA.DE vs. XY7D.DE - Dividend Comparison

JEQA.DE has not paid dividends to shareholders, while XY7D.DE's dividend yield for the trailing twelve months is around 8.09%.


Drawdowns

JEQA.DE vs. XY7D.DE - Drawdown Comparison

The maximum JEQA.DE drawdown since its inception was -24.26%, which is greater than XY7D.DE's maximum drawdown of -20.79%. Use the drawdown chart below to compare losses from any high point for JEQA.DE and XY7D.DE.


Loading graphics...

Drawdown Indicators


JEQA.DEXY7D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.26%

-20.79%

-3.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-11.49%

-1.24%

Current Drawdown

Current decline from peak

-3.34%

-9.66%

+6.32%

Average Drawdown

Average peak-to-trough decline

-6.53%

-5.63%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

1.85%

+0.06%

Volatility

JEQA.DE vs. XY7D.DE - Volatility Comparison

JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) has a higher volatility of 4.45% compared to Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) at 2.71%. This indicates that JEQA.DE's price experiences larger fluctuations and is considered to be riskier than XY7D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JEQA.DEXY7D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

2.71%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

6.39%

+3.65%

Volatility (1Y)

Calculated over the trailing 1-year period

17.28%

14.99%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

12.25%

+4.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.21%

12.25%

+4.96%