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QYLE vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QYLE and JEPI is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

QYLE vs. JEPI - Performance Comparison

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

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Key characteristics

Returns By Period


QYLE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JEPI

YTD

0.33%

1M

5.00%

6M

-2.62%

1Y

6.34%

5Y*

N/A

10Y*

N/A

*Annualized

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QYLE vs. JEPI - Expense Ratio Comparison

QYLE has a 0.61% expense ratio, which is higher than JEPI's 0.35% expense ratio.


Risk-Adjusted Performance

QYLE vs. JEPI — Risk-Adjusted Performance Rank

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

QYLE
The Risk-Adjusted Performance Rank of QYLE is 9191
Overall Rank
The Sharpe Ratio Rank of QYLE is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLE is 9191
Sortino Ratio Rank
The Omega Ratio Rank of QYLE is 9292
Omega Ratio Rank
The Calmar Ratio Rank of QYLE is 9090
Calmar Ratio Rank
The Martin Ratio Rank of QYLE is 9393
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5353
Overall Rank
The Sharpe Ratio Rank of JEPI is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4747
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5656
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6060
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.

QYLE vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and JPMorgan Equity Premium Income ETF (JEPI). 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.



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Dividends

QYLE vs. JEPI - Dividend Comparison

QYLE has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.00%.


TTM20242023202220212020
QYLE
Global X NASDAQ 100 ESG Covered Call ETF
15.53%18.52%10.07%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
8.00%7.33%8.40%11.67%6.59%5.79%

Drawdowns

QYLE vs. JEPI - Drawdown Comparison


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Volatility

QYLE vs. JEPI - Volatility Comparison


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