QYLE.DE vs. JEQP.L

Last updated Apr 2, 2026

Compare and contrast key facts about Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L).

QYLE.DE and JEQP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QYLE.DE is a passively managed fund by Global X that tracks the performance of the Cboe Nasdaq-100 BuyWrite. It was launched on Nov 22, 2022. JEQP.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024.

Performance

QYLE.DE vs. JEQP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). The values are adjusted to include any dividend payments, if applicable.

QYLE.DE vs. JEQP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D	-0.11%	-7.62%	6.16%
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP	-0.79%	1.29%	5.10%

Different Trading Currencies

QYLE.DE is traded in EUR, while JEQP.L is traded in GBp. To make them comparable, the JEQP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, QYLE.DE achieves a -0.11% return, which is significantly higher than JEQP.L's -0.79% return.

QYLE.DE

• 1D: 1.08%
• 1M: -0.03%
• YTD: -0.11%
• 6M: 6.69%
• 1Y: 2.79%
• 3Y*: 12.94%
• 5Y*: —
• 10Y*: —

JEQP.L

• 1D: 2.63%
• 1M: -1.23%
• YTD: -0.79%
• 6M: 4.30%
• 1Y: 12.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QYLE.DE vs. JEQP.L - Expense Ratio Comparison

QYLE.DE has a 0.45% expense ratio, which is higher than JEQP.L's 0.35% expense ratio.

QYLE.DE

Global X Nasdaq 100 Covered Call UCITS ETF D

JEQP.L

JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP

Return for Risk

QYLE.DE vs. JEQP.L — Risk / Return Rank

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

QYLE.DE

QYLE.DE Risk / Return Rank: 17
QYLE.DE Sharpe Ratio Rank: 16
QYLE.DE Sortino Ratio Rank: 15
QYLE.DE Omega Ratio Rank: 16
QYLE.DE Calmar Ratio Rank: 19
QYLE.DE Martin Ratio Rank: 21

JEQP.L

JEQP.L Risk / Return Rank: 72
JEQP.L Sharpe Ratio Rank: 62
JEQP.L Sortino Ratio Rank: 62
JEQP.L Omega Ratio Rank: 61
JEQP.L Calmar Ratio Rank: 88
JEQP.L Martin Ratio Rank: 85

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.

QYLE.DE vs. JEQP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) and JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.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.

	QYLE.DE	JEQP.L	Difference
Sharpe ratio Return per unit of total volatility	0.18	0.78	-0.60
Sortino ratio Return per unit of downside risk	0.34	1.12	-0.78
Omega ratio Gain probability vs. loss probability	1.05	1.16	-0.11
Calmar ratio Return relative to maximum drawdown	0.35	1.65	-1.30
Martin ratio Return relative to average drawdown	1.29	6.55	-5.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QYLE.DE vs. JEQP.L - Sharpe Ratio Comparison

The current QYLE.DE Sharpe Ratio is 0.18, which is lower than the JEQP.L Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of QYLE.DE and JEQP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QYLE.DE	JEQP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.18	0.78	-0.60
Sharpe Ratio (All Time) Calculated using the full available price history	1.03	0.24	+0.79

Correlation

The correlation between QYLE.DE and JEQP.L is 0.74, 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.

Dividends

QYLE.DE vs. JEQP.L - Dividend Comparison

QYLE.DE's dividend yield for the trailing twelve months is around 9.34%, less than JEQP.L's 11.04% yield.

	TTM	2025	2024	2023
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D	9.34%	10.67%	15.00%	20.20%
JEQP.L JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP	11.04%	10.25%	0.73%	0.00%

Drawdowns

QYLE.DE vs. JEQP.L - Drawdown Comparison

The maximum QYLE.DE drawdown since its inception was -24.06%, roughly equal to the maximum JEQP.L drawdown of -23.90%. Use the drawdown chart below to compare losses from any high point for QYLE.DE and JEQP.L.

Drawdown Indicators

	QYLE.DE	JEQP.L	Difference
Max Drawdown Largest peak-to-trough decline	-24.06%	-21.99%	-2.07%
Max Drawdown (1Y) Largest decline over 1 year	-12.42%	-9.99%	-2.43%
Current Drawdown Current decline from peak	-10.96%	-2.83%	-8.13%
Average Drawdown Average peak-to-trough decline	-5.62%	-5.46%	-0.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	1.67%	+0.41%

Volatility

QYLE.DE vs. JEQP.L - Volatility Comparison

The current volatility for Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) is 3.19%, while JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) has a volatility of 4.81%. This indicates that QYLE.DE experiences smaller price fluctuations and is considered to be less risky than JEQP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QYLE.DE	JEQP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	4.81%	-1.62%
Volatility (6M) Calculated over the trailing 6-month period	6.90%	10.14%	-3.24%
Volatility (1Y) Calculated over the trailing 1-year period	15.50%	16.60%	-1.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.53%	16.94%	-3.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.53%	16.94%	-3.41%