JGPI.DE vs. XY7D.DE
JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) and XY7D.DE (Global X S&P 500 Covered Call UCITS ETF Inc) are both exchange-traded funds - JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan, while XY7D.DE is a S&P 500 fund tracking the Cboe S&P 500 BuyWrite 15% WHT. JGPI.DE is actively managed, while XY7D.DE is passively managed. Over the past year, JGPI.DE returned -0.98% vs 11.99% for XY7D.DE. At a 0.43 correlation, their price movements are largely independent. JGPI.DE charges 0.35%/yr vs 0.45%/yr for XY7D.DE.
Performance
JGPI.DE vs. XY7D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, JGPI.DE achieves a -1.21% return, which is significantly lower than XY7D.DE's 4.40% return.
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XY7D.DE
- 1D
- -1.05%
- 1M
- 1.57%
- YTD
- 4.40%
- 6M
- 4.97%
- 1Y
- 11.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGPI.DE vs. XY7D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
XY7D.DE Global X S&P 500 Covered Call UCITS ETF Inc | 4.40% | -5.34% | 25.87% | -0.51% |
Correlation
The correlation between JGPI.DE and XY7D.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.43 |
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Return for Risk
JGPI.DE vs. XY7D.DE — Risk / Return Rank
JGPI.DE
XY7D.DE
JGPI.DE vs. XY7D.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 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.
| JGPI.DE | XY7D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.24 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 3.08 | -3.20 |
| Martin ratioReturn relative to average drawdown | -0.32 | 8.63 | -8.95 |
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
| JGPI.DE | XY7D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 1.37 | -1.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.34 | +0.12 |
Drawdowns
JGPI.DE vs. XY7D.DE - Drawdown Comparison
The maximum JGPI.DE drawdown since its inception was -12.10%, smaller than the maximum XY7D.DE drawdown of -20.79%. Use the drawdown chart below to compare losses from any high point for JGPI.DE and XY7D.DE.
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Drawdown Indicators
| JGPI.DE | XY7D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.10% | -20.79% | +8.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -3.87% | -4.31% |
Current DrawdownCurrent decline from peak | -8.94% | -5.18% | -3.76% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -7.15% | +2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 1.39% | +1.66% |
Volatility
JGPI.DE vs. XY7D.DE - Volatility Comparison
JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a higher volatility of 2.53% compared to Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) at 1.97%. This indicates that JGPI.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.
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Volatility by Period
| JGPI.DE | XY7D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 1.97% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 5.35% | 6.20% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 8.71% | -0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 13.51% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 13.51% | -3.92% |
JGPI.DE vs. XY7D.DE - Expense Ratio Comparison
JGPI.DE has a 0.35% expense ratio, which is lower than XY7D.DE's 0.45% expense ratio.
Dividends
JGPI.DE vs. XY7D.DE - Dividend Comparison
JGPI.DE's dividend yield for the trailing twelve months is around 8.85%, more than XY7D.DE's 6.70% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% | 0.00% |
XY7D.DE Global X S&P 500 Covered Call UCITS ETF Inc | 6.70% | 9.21% | 7.75% | 4.30% |
Frequently Asked Questions
JGPI.DE and XY7D.DE have a correlation of 0.35, 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 XY7D.DE.
JGPI.DE is categorized as Large Cap Blend Equities, while XY7D.DE is S&P 500. They also come from different issuers: JPMorgan and Global X. Their fees differ too: 0.35% for JGPI.DE and 0.45% for XY7D.DE.
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