JGPI.DE vs. QYLE.DE
JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) and QYLE.DE (Global X Nasdaq 100 Covered Call UCITS ETF D) are both exchange-traded funds - JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan, while QYLE.DE is a Nasdaq-100 fund tracking the Cboe Nasdaq-100 BuyWrite. JGPI.DE is actively managed, while QYLE.DE is passively managed. Over the past year, JGPI.DE returned 2.12% vs 16.41% for QYLE.DE. At a 0.34 correlation, their price movements are largely independent. JGPI.DE charges 0.35%/yr vs 0.45%/yr for QYLE.DE.
Performance
JGPI.DE vs. QYLE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JGPI.DE achieves a 0.57% return, which is significantly lower than QYLE.DE's 6.53% return.
JGPI.DE
- 1D
- -0.67%
- 1M
- 1.61%
- YTD
- 0.57%
- 6M
- 1.14%
- 1Y
- 2.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QYLE.DE
- 1D
- -1.00%
- 1M
- 2.06%
- YTD
- 6.53%
- 6M
- 7.92%
- 1Y
- 16.41%
- 3Y*
- 12.74%
- 5Y*
- —
- 10Y*
- —
JGPI.DE vs. QYLE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 0.57% | -0.67% | 14.32% | -1.40% |
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D | 6.53% | -7.62% | 37.36% | -0.43% |
Correlation
The correlation between JGPI.DE and QYLE.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2023 | 0.34 |
The correlation between JGPI.DE and QYLE.DE shifts across timeframes, from 0.23 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
JGPI.DE vs. QYLE.DE — Risk / Return Rank
JGPI.DE
QYLE.DE
JGPI.DE vs. QYLE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) 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.
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 | QYLE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.30 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | 3.87 | -3.63 |
| Martin ratioReturn relative to average drawdown | 0.70 | 10.46 | -9.75 |
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Drawdowns
JGPI.DE vs. QYLE.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.12%, smaller than the maximum QYLE.DE drawdown of -24.06%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and QYLE.DE.
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Drawdown Indicators
| JGPI.DE | QYLE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.12% | -24.06% | +11.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -4.17% | -4.92% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.06% | — |
Current DrawdownCurrent decline from peak | -7.40% | -5.04% | -2.36% |
Average DrawdownAverage peak-to-trough decline | -4.47% | -5.67% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 1.55% | +1.63% |
Volatility
JGPI.DE vs. QYLE.DE - Volatility Comparison
JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a higher volatility of 3.58% compared to Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) at 2.32%. This indicates that JGPI.DE'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
| JGPI.DE | QYLE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 2.32% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.09% | 6.14% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.07% | 9.63% | +0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.37% | 13.25% | -2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.37% | 13.25% | -2.88% |
JGPI.DE vs. QYLE.DE - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is lower than QYLE.DE's 0.45% expense ratio.
Dividends
JGPI.DE vs. QYLE.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.18%, less than QYLE.DE's 8.84% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.18% | 8.08% | 6.27% | 0.00% |
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D | 8.84% | 10.67% | 15.00% | 20.20% |
Frequently Asked Questions
JGPI.DE and QYLE.DE have a correlation of 0.23, 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 QYLE.DE.
JGPI.DE is categorized as Large Cap Blend Equities, while QYLE.DE is Nasdaq-100. They also come from different issuers: JPMorgan and Global X. Their fees differ too: 0.35% for JGPI.DE and 0.45% for QYLE.DE.
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