JGPI.DE vs. QQQY.DE
JGPI.DE (JPM Global Equity Premium Income Active UCITS ETF - USD (dist)) and QQQY.DE (IncomeShares Nasdaq 100 Options(0DTE)ETP EUR) are both exchange-traded funds - JGPI.DE is a Derivative Income fund actively managed by JPMorgan, while QQQY.DE is a Nasdaq-100 fund actively managed by Leverage Shares. Both are actively managed. Over the past year, JGPI.DE returned 6.20% vs 27.28% for QQQY.DE. At a 0.20 correlation, their price movements are largely independent. JGPI.DE charges 0.35%/yr vs 0.45%/yr for QQQY.DE.
Performance
JGPI.DE vs. QQQY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JGPI.DE achieves a 2.46% return, which is significantly lower than QQQY.DE's 12.99% return.
JGPI.DE
- 1D
- -0.36%
- 1M
- 1.85%
- 6M
- 1.10%
- YTD
- 2.46%
- 1Y
- 6.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQQY.DE
- 1D
- 0.00%
- 1M
- -1.54%
- 6M
- 12.42%
- YTD
- 12.99%
- 1Y
- 27.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGPI.DE vs. QQQY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 2.46% | -0.67% | -1.00% |
QQQY.DE IncomeShares Nasdaq 100 Options(0DTE)ETP EUR | 12.99% | 6.57% | 1.17% |
Correlation
The correlation between JGPI.DE and QQQY.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2024 | 0.20 |
The correlation between JGPI.DE and QQQY.DE shifts across timeframes, from 0.07 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JGPI.DE vs. QQQY.DE — Risk / Return Rank
JGPI.DE
QQQY.DE
JGPI.DE vs. QQQY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) and IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JGPI.DE | QQQY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.30 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.67 | -0.99 |
| Martin ratioReturn relative to average drawdown | 1.80 | 2.83 | -1.03 |
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Drawdowns
JGPI.DE vs. QQQY.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.12%, smaller than the maximum QQQY.DE drawdown of -25.57%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and QQQY.DE.
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Drawdown Indicators
| JGPI.DE | QQQY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.12% | -25.57% | +13.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -16.34% | +7.25% |
Current DrawdownCurrent decline from peak | -5.65% | -3.59% | -2.06% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -9.29% | +4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 9.63% | -6.20% |
Volatility
JGPI.DE vs. QQQY.DE - Volatility Comparison
The current volatility for JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) is 3.00%, while IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.DE) has a volatility of 6.17%. This indicates that JGPI.DE experiences smaller price fluctuations and is considered to be less risky than QQQY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGPI.DE | QQQY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 6.17% | -3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 11.20% | -3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.17% | 25.78% | -15.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.31% | 34.08% | -23.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.31% | 34.08% | -23.77% |
JGPI.DE vs. QQQY.DE - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is lower than QQQY.DE's 0.45% expense ratio.
Dividends
JGPI.DE vs. QQQY.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.09%, less than QQQY.DE's 76.32% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 8.09% | 8.08% | 6.27% |
QQQY.DE IncomeShares Nasdaq 100 Options(0DTE)ETP EUR | 76.32% | 132.50% | 4.14% |
Frequently Asked Questions
JGPI.DE and QQQY.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JGPI.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JGPI.DE is cheaper with a 0.35% expense ratio, compared with 0.45% for QQQY.DE.
JGPI.DE is categorized as Derivative Income, while QQQY.DE is Nasdaq-100. They also come from different issuers: JPMorgan and Leverage Shares. Their fees differ too: 0.35% for JGPI.DE and 0.45% for QQQY.DE.
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