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

Performance

MSFY.L vs. JEPG.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 Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L). The values are adjusted to include any dividend payments, if applicable.

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

MSFY.L vs. JEPG.L - Yearly Performance Comparison


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

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Return for Risk

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

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

MSFY.L
MSFY.L Risk / Return Rank: 22
Overall Rank
MSFY.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSFY.L Sortino Ratio Rank: 22
Sortino Ratio Rank
MSFY.L Omega Ratio Rank: 11
Omega Ratio Rank
MSFY.L Calmar Ratio Rank: 33
Calmar Ratio Rank
MSFY.L Martin Ratio Rank: 22
Martin Ratio Rank

JEPG.L
JEPG.L Risk / Return Rank: 1919
Overall Rank
JEPG.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
JEPG.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
JEPG.L Omega Ratio Rank: 1919
Omega Ratio Rank
JEPG.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
JEPG.L Martin Ratio Rank: 1818
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. 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.LJEPG.LDifference
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

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

The current MSFY.L Sharpe Ratio is -1.18, which is lower than the JEPG.L Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of MSFY.L and JEPG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


MSFY.LJEPG.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-33.49%

-5.17%

-28.32%

Average Drawdown

Average peak-to-trough decline

-12.02%

-1.90%

-10.12%

Ulcer Index

Depth 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.


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Volatility by Period


MSFY.LJEPG.LDifference

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.


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.

Portfolio Optimizer

Find the right allocation for MSFY.L and JEPG.L

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