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QYLD vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QYLD and JEPQ is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

QYLD vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X NASDAQ 100 Covered Call ETF (QYLD) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
15.54%
36.78%
QYLD
JEPQ

Key characteristics

Sharpe Ratio

QYLD:

0.35

JEPQ:

0.48

Sortino Ratio

QYLD:

0.64

JEPQ:

0.80

Omega Ratio

QYLD:

1.11

JEPQ:

1.12

Calmar Ratio

QYLD:

0.35

JEPQ:

0.48

Martin Ratio

QYLD:

1.47

JEPQ:

1.87

Ulcer Index

QYLD:

4.54%

JEPQ:

5.20%

Daily Std Dev

QYLD:

19.11%

JEPQ:

20.43%

Max Drawdown

QYLD:

-24.75%

JEPQ:

-20.07%

Current Drawdown

QYLD:

-11.61%

JEPQ:

-11.79%

Returns By Period

The year-to-date returns for both stocks are quite close, with QYLD having a -7.62% return and JEPQ slightly lower at -7.74%.


QYLD

YTD

-7.62%

1M

-3.67%

6M

-4.45%

1Y

5.61%

5Y*

8.63%

10Y*

7.46%

JEPQ

YTD

-7.74%

1M

-5.27%

6M

-3.37%

1Y

7.78%

5Y*

N/A

10Y*

N/A

*Annualized

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QYLD vs. JEPQ - Expense Ratio Comparison

QYLD has a 0.60% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


Expense ratio chart for QYLD: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QYLD: 0.60%
Expense ratio chart for JEPQ: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPQ: 0.35%

Risk-Adjusted Performance

QYLD vs. JEPQ — Risk-Adjusted Performance Rank

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

QYLD
The Risk-Adjusted Performance Rank of QYLD is 5252
Overall Rank
The Sharpe Ratio Rank of QYLD is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of QYLD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of QYLD is 5252
Calmar Ratio Rank
The Martin Ratio Rank of QYLD is 5252
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 6060
Overall Rank
The Sharpe Ratio Rank of JEPQ is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5959
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 6262
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QYLD vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 Covered Call ETF (QYLD) 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.


The chart of Sharpe ratio for QYLD, currently valued at 0.35, compared to the broader market-1.000.001.002.003.004.00
QYLD: 0.35
JEPQ: 0.48
The chart of Sortino ratio for QYLD, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.00
QYLD: 0.64
JEPQ: 0.80
The chart of Omega ratio for QYLD, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
QYLD: 1.11
JEPQ: 1.12
The chart of Calmar ratio for QYLD, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.0012.00
QYLD: 0.35
JEPQ: 0.48
The chart of Martin ratio for QYLD, currently valued at 1.47, compared to the broader market0.0020.0040.0060.00
QYLD: 1.47
JEPQ: 1.87

The current QYLD Sharpe Ratio is 0.35, which is comparable to the JEPQ Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of QYLD and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.35
0.48
QYLD
JEPQ

Dividends

QYLD vs. JEPQ - Dividend Comparison

QYLD's dividend yield for the trailing twelve months is around 13.93%, more than JEPQ's 11.39% yield.


TTM20242023202220212020201920182017201620152014
QYLD
Global X NASDAQ 100 Covered Call ETF
13.93%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.39%9.65%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QYLD vs. JEPQ - Drawdown Comparison

The maximum QYLD drawdown since its inception was -24.75%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for QYLD and JEPQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.61%
-11.79%
QYLD
JEPQ

Volatility

QYLD vs. JEPQ - Volatility Comparison

Global X NASDAQ 100 Covered Call ETF (QYLD) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 14.23% and 14.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.23%
14.74%
QYLD
JEPQ