LDGL.L vs. JEPQ

Last updated Jul 16, 2026

LDGL.L (L&G Global Quality Dividends UCITS ETF USD Distributing) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - LDGL.L is a Global Equity Income fund tracking the FTSE Developed All Cap Dividend Growth with Quality Index, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. Both are passively managed. At a 0.39 correlation, their price movements are largely independent. LDGL.L charges 0.29%/yr vs 0.35%/yr for JEPQ.

Performance

LDGL.L vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.L) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

LDGL.L

• 1D: 0.00%
• 1M: 0.54%
• 6M: 11.10%
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JEPQ

• 1D: -0.12%
• 1M: -0.70%
• 6M: 8.28%
• YTD: 9.45%
• 1Y: 22.87%
• 3Y*: 19.24%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LDGL.L vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)
LDGL.L L&G Global Quality Dividends UCITS ETF USD Distributing	12.26%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	7.53%

Correlation

The correlation between LDGL.L and JEPQ is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 12, 2026	0.39

Return for Risk

LDGL.L vs. JEPQ — Risk / Return Rank

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

LDGL.L

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JEPQ

JEPQ Risk / Return Rank: 67
JEPQ Sharpe Ratio Rank: 63
JEPQ Sortino Ratio Rank: 60
JEPQ Omega Ratio Rank: 68
JEPQ Calmar Ratio Rank: 65
JEPQ Martin Ratio Rank: 80

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.

LDGL.L vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Global Quality Dividends UCITS ETF USD Distributing (LDGL.L) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.

	LDGL.L	JEPQ	Difference
Sharpe ratio: Return per unit of total volatility	—	1.67	—
Sortino ratio: Return per unit of downside risk	—	2.26	—
Omega ratio: Gain probability vs. loss probability	—	1.32	—
Calmar ratio: Return relative to maximum drawdown	—	2.61	—
Martin ratio: Return relative to average drawdown	—	12.01	—

Drawdowns

LDGL.L vs. JEPQ - Drawdown Comparison

The maximum LDGL.L drawdown since its inception was -9.46%, smaller than the maximum JEPQ drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for LDGL.L and JEPQ.

Drawdown Indicators

	LDGL.L	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-9.46%	-20.07%	+10.61%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.82%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.07%	—
Current Drawdown Current decline from peak	0.00%	-1.16%	+1.16%
Average Drawdown Average peak-to-trough decline	-2.37%	-3.37%	+1.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.91%	—

Volatility

Volatility by Period

	LDGL.L	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.32%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.29%	13.75%	+0.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.29%	16.81%	-2.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.29%	16.81%	-2.52%

LDGL.L vs. JEPQ - Expense Ratio Comparison

LDGL.L has a 0.29% expense ratio, which is lower than JEPQ's 0.35% expense ratio.

Dividends

LDGL.L vs. JEPQ - Dividend Comparison

LDGL.L's dividend yield for the trailing twelve months is around 1.60%, less than JEPQ's 10.42% yield.

Position	TTM	2025	2024	2023	2022
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.42%	10.53%	9.65%	10.03%	9.44%
LDGL.L L&G Global Quality Dividends UCITS ETF USD Distributing	1.60%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LDGL.L and JEPQ in my portfolio?

LDGL.L and JEPQ have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LDGL.L or JEPQ?

On fees, LDGL.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LDGL.L or JEPQ?

LDGL.L is cheaper with a 0.29% expense ratio, compared with 0.35% for JEPQ.

What is the main difference between LDGL.L and JEPQ?

LDGL.L is categorized as Global Equity Income, while JEPQ is Nasdaq-100. LDGL.L tracks FTSE Developed All Cap Dividend Growth with Quality Index, while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: L&G and JPMorgan. Their fees differ too: 0.29% for LDGL.L and 0.35% for JEPQ.