QYLE.DE vs. JGPI.DE
QYLE.DE (Global X Nasdaq 100 Covered Call UCITS ETF D) and JGPI.DE (JPMorgan Global Equity Premium Income UCITS ETF) are both exchange-traded funds - QYLE.DE is a Nasdaq-100 fund tracking the Cboe Nasdaq-100 BuyWrite, while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. QYLE.DE is passively managed, while JGPI.DE is actively managed. Over the past year, QYLE.DE returned 16.23% vs -0.98% for JGPI.DE. At a 0.37 correlation, their price movements are largely independent. QYLE.DE charges 0.45%/yr vs 0.35%/yr for JGPI.DE.
Performance
QYLE.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QYLE.DE achieves a 6.53% return, which is significantly higher than JGPI.DE's -1.21% return.
QYLE.DE
- 1D
- -1.00%
- 1M
- 2.37%
- YTD
- 6.53%
- 6M
- 7.35%
- 1Y
- 16.23%
- 3Y*
- 12.74%
- 5Y*
- —
- 10Y*
- —
JGPI.DE
- 1D
- -0.25%
- 1M
- 0.10%
- YTD
- -1.21%
- 6M
- -1.08%
- 1Y
- -0.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QYLE.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D | 6.53% | -7.62% | 37.36% | 0.14% |
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | -1.21% | -0.60% | 14.79% | -1.17% |
Correlation
The correlation between QYLE.DE and JGPI.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2023 | 0.37 |
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Return for Risk
QYLE.DE vs. JGPI.DE — Risk / Return Rank
QYLE.DE
JGPI.DE
QYLE.DE vs. JGPI.DE - 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 JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE). 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 | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.80 | ||
| Sortino ratioReturn per unit of downside risk | +2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.99 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.87 | -0.12 | +3.99 |
| Martin ratioReturn relative to average drawdown | 10.46 | -0.32 | +10.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QYLE.DE | JGPI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | -0.12 | +1.80 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.46 | +0.69 |
Drawdowns
QYLE.DE vs. JGPI.DE - Drawdown Comparison
The maximum QYLE.DE drawdown since its inception was -24.06%, which is greater than JGPI.DE's maximum drawdown of -12.10%. Use the drawdown chart below to compare losses from any high point for QYLE.DE and JGPI.DE.
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Drawdown Indicators
| QYLE.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.06% | -12.10% | -11.96% |
Max Drawdown (1Y)Largest decline over 1 year | -4.17% | -8.18% | +4.01% |
Max Drawdown (3Y)Largest decline over 3 years | -24.06% | — | — |
Current DrawdownCurrent decline from peak | -5.04% | -8.94% | +3.90% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -4.41% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 3.05% | -1.50% |
Volatility
QYLE.DE vs. JGPI.DE - Volatility Comparison
The current volatility for Global X Nasdaq 100 Covered Call UCITS ETF D (QYLE.DE) is 2.32%, while JPMorgan Global Equity Premium Income UCITS ETF (JGPI.DE) has a volatility of 2.53%. This indicates that QYLE.DE experiences smaller price fluctuations and is considered to be less risky than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QYLE.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.32% | 2.53% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 6.14% | 5.35% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.63% | 7.92% | +1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.25% | 9.59% | +3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.25% | 9.59% | +3.66% |
QYLE.DE vs. JGPI.DE - Expense Ratio Comparison
QYLE.DE has a 0.45% expense ratio, which is higher than JGPI.DE's 0.35% expense ratio.
Dividends
QYLE.DE vs. JGPI.DE - Dividend Comparison
QYLE.DE's dividend yield for the trailing twelve months is around 8.84%, which matches JGPI.DE's 8.85% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JGPI.DE JPMorgan Global Equity Premium Income UCITS ETF | 8.85% | 8.18% | 6.66% | 0.00% |
QYLE.DE Global X Nasdaq 100 Covered Call UCITS ETF D | 8.84% | 10.67% | 15.00% | 20.20% |
Frequently Asked Questions
QYLE.DE and JGPI.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JGPI.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JGPI.DE is cheaper with a 0.35% expense ratio, compared with 0.45% for QYLE.DE.
QYLE.DE is categorized as Nasdaq-100, while JGPI.DE is Large Cap Blend Equities. They also come from different issuers: Global X and JPMorgan. Their fees differ too: 0.45% for QYLE.DE and 0.35% for JGPI.DE.
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