QYLE vs. JEPI

Last updated Apr 1, 2026

Compare and contrast key facts about Global X NASDAQ 100 ESG Covered Call ETF (QYLE) and JPMorgan Equity Premium Income ETF (JEPI).

QYLE and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QYLE is a passively managed fund by Global X that tracks the performance of the Nasdaq-100 ESG BuyWrite Index - Benchmark TR Gross. It was launched on Feb 21, 2023. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.

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.

QYLE vs. JEPI - Yearly Performance Comparison

	2026 (YTD)
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%
JEPI JPMorgan Equity Premium Income ETF	-3.55%

Returns By Period

QYLE

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JEPI

• 1D: 1.85%
• 1M: -4.79%
• YTD: 0.20%
• 6M: 3.11%
• 1Y: 7.84%
• 3Y*: 9.57%
• 5Y*: 8.26%
• 10Y*: —

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

QYLE vs. JEPI - Expense Ratio Comparison

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

QYLE

Global X NASDAQ 100 ESG Covered Call ETF

JEPI

JPMorgan Equity Premium Income ETF

Return for Risk

QYLE vs. JEPI — Risk / Return Rank

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

JEPI

JEPI Risk / Return Rank: 39
JEPI Sharpe Ratio Rank: 35
JEPI Sortino Ratio Rank: 34
JEPI Omega Ratio Rank: 42
JEPI Calmar Ratio Rank: 37
JEPI Martin Ratio Rank: 47

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 vs. JEPI - Risk-Adjusted Trends 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	QYLE	JEPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.60	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.03	—

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 8.40%.

	TTM	2025	2024	2023	2022	2021	2020
QYLE Global X NASDAQ 100 ESG Covered Call ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JEPI JPMorgan Equity Premium Income ETF	8.40%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%

Drawdowns

QYLE vs. JEPI - Drawdown Comparison

The maximum QYLE drawdown since its inception was 0.00%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for QYLE and JEPI.

Drawdown Indicators

	QYLE	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-13.71%	+13.71%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.28%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.71%	—
Current Drawdown Current decline from peak	0.00%	-4.79%	+4.79%
Average Drawdown Average peak-to-trough decline	0.00%	-2.07%	+2.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.10%	—

Volatility

Volatility by Period

	QYLE	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.95%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.36%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	13.26%	-13.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	11.06%	-11.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	10.89%	-10.89%