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MSFY.L vs. JEIP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFY.L vs. JEIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Microsoft (MSFT) Options ETP (MSFY.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MSFY.L is traded in USD, while JEIP.L is traded in GBp. To make them comparable, the JEIP.L values have been converted to USD using the latest available exchange rates.

Returns By Period


MSFY.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

JEIP.L

1D
0.14%
1M
-0.75%
YTD
0.13%
6M
1.05%
1Y
8.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MSFY.L vs. JEIP.L — Risk / Return Rank

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

MSFY.L

JEIP.L
JEIP.L Risk / Return Rank: 3535
Overall Rank
JEIP.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JEIP.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
JEIP.L Omega Ratio Rank: 3333
Omega Ratio Rank
JEIP.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
JEIP.L Martin Ratio Rank: 3434
Martin Ratio Rank
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.

MSFY.L vs. JEIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Microsoft (MSFT) Options ETP (MSFY.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L). 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.


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

MSFY.L vs. JEIP.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSFY.LJEIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.53

Drawdowns

MSFY.L vs. JEIP.L - Drawdown Comparison


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Drawdown Indicators


MSFY.LJEIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.81%

Max Drawdown (1Y)

Largest decline over 1 year

-6.32%

Current Drawdown

Current decline from peak

-17.27%

Average Drawdown

Average peak-to-trough decline

-20.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

Volatility

MSFY.L vs. JEIP.L - Volatility Comparison


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Volatility by Period


MSFY.LJEIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.90%

Volatility (6M)

Calculated over the trailing 6-month period

6.15%

Volatility (1Y)

Calculated over the trailing 1-year period

7.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.86%

MSFY.L vs. JEIP.L - Expense Ratio Comparison

MSFY.L has a 0.55% expense ratio, which is higher than JEIP.L's 0.35% expense ratio.


Dividends

MSFY.L vs. JEIP.L - Dividend Comparison

MSFY.L has not paid dividends to shareholders, while JEIP.L's dividend yield for the trailing twelve months is around 8.25%.


Frequently Asked Questions


On fees, JEIP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JEIP.L is cheaper with a 0.35% expense ratio, compared with 0.55% for MSFY.L.

They also come from different issuers: Leverage Shares and JPMorgan. Their fees differ too: 0.55% for MSFY.L and 0.35% for JEIP.L.

Portfolio Optimizer

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