JPEL.L vs. QYLD
Compare and contrast key facts about JPEL Private Equity Ltd (JPEL.L) and Global X NASDAQ 100 Covered Call ETF (QYLD).
QYLD is a passively managed fund by Global X that tracks the performance of the CBOE NASDAQ-100 Buy Write V2. It was launched on Dec 12, 2013.
Performance
JPEL.L vs. QYLD - Performance Comparison
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JPEL.L vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPEL.L JPEL Private Equity Ltd | 4.98% | 53.50% | -19.07% | -14.35% | -25.25% | 34.67% | -13.13% | -12.50% | 4.23% | 18.58% |
QYLD Global X NASDAQ 100 Covered Call ETF | 0.61% | 9.28% | 19.35% | 22.77% | -19.08% | 10.41% | 8.72% | 22.69% | -3.07% | 18.79% |
Returns By Period
In the year-to-date period, JPEL.L achieves a 4.98% return, which is significantly higher than QYLD's 0.61% return. Over the past 10 years, JPEL.L has underperformed QYLD with an annualized return of 3.26%, while QYLD has yielded a comparatively higher 8.96% annualized return.
JPEL.L
- 1D
- 0.00%
- 1M
- -4.89%
- YTD
- 4.98%
- 6M
- 17.67%
- 1Y
- 47.09%
- 3Y*
- 5.25%
- 5Y*
- 2.10%
- 10Y*
- 3.26%
QYLD
- 1D
- 0.58%
- 1M
- -1.11%
- YTD
- 0.61%
- 6M
- 7.46%
- 1Y
- 16.36%
- 3Y*
- 13.19%
- 5Y*
- 7.01%
- 10Y*
- 8.96%
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Return for Risk
JPEL.L vs. QYLD — Risk / Return Rank
JPEL.L
QYLD
JPEL.L vs. QYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPEL Private Equity Ltd (JPEL.L) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.
| JPEL.L | QYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 1.00 | +1.27 |
Sortino ratioReturn per unit of downside risk | 3.63 | 1.61 | +2.01 |
Omega ratioGain probability vs. loss probability | 1.77 | 1.31 | +0.46 |
Calmar ratioReturn relative to maximum drawdown | 6.14 | 1.57 | +4.58 |
Martin ratioReturn relative to average drawdown | 17.34 | 10.32 | +7.02 |
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
| JPEL.L | QYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 1.00 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.47 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.58 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.56 | -0.51 |
Correlation
The correlation between JPEL.L and QYLD is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JPEL.L vs. QYLD - Dividend Comparison
JPEL.L has not paid dividends to shareholders, while QYLD's dividend yield for the trailing twelve months is around 11.85%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPEL.L JPEL Private Equity Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.85% | 11.55% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% |
Drawdowns
JPEL.L vs. QYLD - Drawdown Comparison
The maximum JPEL.L drawdown since its inception was -68.59%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for JPEL.L and QYLD.
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Drawdown Indicators
| JPEL.L | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.59% | -24.75% | -43.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.66% | -10.84% | +3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -58.14% | -24.61% | -33.53% |
Max Drawdown (10Y)Largest decline over 10 years | -58.14% | -24.75% | -33.39% |
Current DrawdownCurrent decline from peak | -31.62% | -1.84% | -29.78% |
Average DrawdownAverage peak-to-trough decline | -39.58% | -3.89% | -35.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 1.65% | +1.07% |
Volatility
JPEL.L vs. QYLD - Volatility Comparison
JPEL Private Equity Ltd (JPEL.L) has a higher volatility of 6.85% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 4.90%. This indicates that JPEL.L's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPEL.L | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 4.90% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 7.50% | +5.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.69% | 16.43% | +4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 14.84% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.19% | 15.51% | -2.32% |