MSFY.L vs. JEPG.L
MSFY.L (IncomeShares Microsoft (MSFT) Options ETP) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) are both Derivative Income funds. Both are actively managed. Over the past year, MSFY.L returned -28.86% vs 5.60% for JEPG.L. At a 0.16 correlation, their price movements are largely independent. MSFY.L charges 0.55%/yr vs 0.35%/yr for JEPG.L.
Performance
MSFY.L vs. JEPG.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MSFY.L achieves a -27.67% return, which is significantly lower than JEPG.L's 0.31% return.
MSFY.L
- 1D
- 0.00%
- 1M
- -2.59%
- 6M
- -24.15%
- YTD
- -27.67%
- 1Y
- -28.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPG.L
- 1D
- 0.04%
- 1M
- 1.61%
- 6M
- 0.13%
- YTD
- 0.31%
- 1Y
- 5.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFY.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSFY.L IncomeShares Microsoft (MSFT) Options ETP | -27.67% | 11.18% | 2.80% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 0.31% | 12.42% | -2.76% |
Correlation
The correlation between MSFY.L and JEPG.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2024 | 0.16 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MSFY.L vs. JEPG.L — Risk / Return Rank
MSFY.L
JEPG.L
MSFY.L vs. JEPG.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 Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.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.
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.
| MSFY.L | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.11 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 0.64 | -1.39 |
| Martin ratioReturn relative to average drawdown | -1.40 | 1.43 | -2.84 |
Loading charts...
Drawdowns
MSFY.L vs. JEPG.L - Drawdown Comparison
The maximum MSFY.L drawdown since its inception was -38.40%, which is greater than JEPG.L's maximum drawdown of -8.74%. Use the drawdown chart below to compare losses from any high point for MSFY.L and JEPG.L.
Loading charts...
Drawdown Indicators
| MSFY.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.40% | -8.74% | -29.66% |
Max Drawdown (1Y)Largest decline over 1 year | -38.40% | -8.74% | -29.66% |
Current DrawdownCurrent decline from peak | -33.49% | -5.17% | -28.32% |
Average DrawdownAverage peak-to-trough decline | -12.02% | -1.90% | -10.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.52% | 3.91% | +16.61% |
Volatility
MSFY.L vs. JEPG.L - Volatility Comparison
IncomeShares Microsoft (MSFT) Options ETP (MSFY.L) has a higher volatility of 9.27% compared to JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) at 2.53%. This indicates that MSFY.L's price experiences larger fluctuations and is considered to be riskier than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MSFY.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 2.53% | +6.74% |
Volatility (6M)Calculated over the trailing 6-month period | 21.35% | 7.06% | +14.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.33% | 9.25% | +15.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.39% | 10.90% | +13.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.39% | 10.90% | +13.49% |
MSFY.L vs. JEPG.L - Expense Ratio Comparison
MSFY.L has a 0.55% expense ratio, which is higher than JEPG.L's 0.35% expense ratio.
Dividends
MSFY.L vs. JEPG.L - Dividend Comparison
MSFY.L's dividend yield for the trailing twelve months is around 18.83%, more than JEPG.L's 8.16% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.16% | 7.86% | 6.50% |
MSFY.L IncomeShares Microsoft (MSFT) Options ETP | 18.83% | 6.74% | 1.22% |
Frequently Asked Questions
MSFY.L and JEPG.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPG.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 JEPG.L.
Find the right allocation for MSFY.L and JEPG.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer