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JEQP.L vs. QYLE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEQP.L vs. QYLE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) and Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE). The values are adjusted to include any dividend payments, if applicable.

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JEQP.L vs. QYLE.DE - Yearly Performance Comparison


Different Trading Currencies

JEQP.L is traded in GBp, while QYLE.DE is traded in EUR. To make them comparable, the QYLE.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEQP.L achieves a -1.18% return, which is significantly lower than QYLE.DE's 0.18% return.


JEQP.L

1D
2.06%
1M
-1.52%
YTD
-1.18%
6M
4.16%
1Y
17.46%
3Y*
5Y*
10Y*

QYLE.DE

1D
1.22%
1M
0.32%
YTD
0.18%
6M
6.42%
1Y
7.64%
3Y*
12.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEQP.L vs. QYLE.DE - Expense Ratio Comparison

JEQP.L has a 0.35% expense ratio, which is lower than QYLE.DE's 0.45% expense ratio.


Return for Risk

JEQP.L vs. QYLE.DE — Risk / Return Rank

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

JEQP.L
JEQP.L Risk / Return Rank: 7272
Overall Rank
JEQP.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JEQP.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
JEQP.L Omega Ratio Rank: 6161
Omega Ratio Rank
JEQP.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
JEQP.L Martin Ratio Rank: 8585
Martin Ratio Rank

QYLE.DE
QYLE.DE Risk / Return Rank: 1717
Overall Rank
QYLE.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
QYLE.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
QYLE.DE Omega Ratio Rank: 1616
Omega Ratio Rank
QYLE.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
QYLE.DE Martin Ratio Rank: 2121
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.

JEQP.L vs. QYLE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) and Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.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.


JEQP.LQYLE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.51

+0.63

Sortino ratio

Return per unit of downside risk

1.63

0.80

+0.83

Omega ratio

Gain probability vs. loss probability

1.23

1.12

+0.11

Calmar ratio

Return relative to maximum drawdown

2.94

1.17

+1.77

Martin ratio

Return relative to average drawdown

10.32

4.55

+5.76

JEQP.L vs. QYLE.DE - Sharpe Ratio Comparison

The current JEQP.L Sharpe Ratio is 1.14, which is higher than the QYLE.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of JEQP.L and QYLE.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.


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Sharpe Ratios by Period


JEQP.LQYLE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.51

+0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.09

-0.63

Correlation

The correlation between JEQP.L and QYLE.DE is 0.72, 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

JEQP.L vs. QYLE.DE - Dividend Comparison

JEQP.L's dividend yield for the trailing twelve months is around 11.04%, more than QYLE.DE's 9.34% yield.


TTM202520242023
JEQP.L
JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP
11.04%10.25%0.73%0.00%
QYLE.DE
Global X Nasdaq 100 Covered Call UCITS ETF D
9.34%10.67%15.00%20.20%

Drawdowns

JEQP.L vs. QYLE.DE - Drawdown Comparison

The maximum JEQP.L drawdown since its inception was -21.99%, roughly equal to the maximum QYLE.DE drawdown of -22.77%. Use the drawdown chart below to compare losses from any high point for JEQP.L and QYLE.DE.


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Drawdown Indicators


JEQP.LQYLE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.99%

-24.06%

+2.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.99%

-12.42%

+2.43%

Current Drawdown

Current decline from peak

-2.83%

-10.96%

+8.13%

Average Drawdown

Average peak-to-trough decline

-5.46%

-5.62%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.08%

-0.41%

Volatility

JEQP.L vs. QYLE.DE - Volatility Comparison

JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) has a higher volatility of 4.50% compared to Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) at 3.19%. This indicates that JEQP.L's price experiences larger fluctuations and is considered to be riskier than QYLE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEQP.LQYLE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

3.19%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

6.94%

+2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

14.89%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

13.22%

+2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

13.22%

+2.46%