PortfoliosLab logo
QYLG vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QYLG and JEPQ is 0.91, 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

QYLG vs. JEPQ - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
30.39%
38.02%
QYLG
JEPQ

Key characteristics

Sharpe Ratio

QYLG:

0.41

JEPQ:

0.44

Sortino Ratio

QYLG:

0.73

JEPQ:

0.76

Omega Ratio

QYLG:

1.11

JEPQ:

1.12

Calmar Ratio

QYLG:

0.42

JEPQ:

0.45

Martin Ratio

QYLG:

1.61

JEPQ:

1.72

Ulcer Index

QYLG:

5.39%

JEPQ:

5.25%

Daily Std Dev

QYLG:

21.36%

JEPQ:

20.45%

Max Drawdown

QYLG:

-29.98%

JEPQ:

-20.07%

Current Drawdown

QYLG:

-11.73%

JEPQ:

-10.99%

Returns By Period

In the year-to-date period, QYLG achieves a -7.35% return, which is significantly lower than JEPQ's -6.90% return.


QYLG

YTD

-7.35%

1M

-0.36%

6M

-4.53%

1Y

7.68%

5Y*

N/A

10Y*

N/A

JEPQ

YTD

-6.90%

1M

-0.35%

6M

-2.76%

1Y

7.87%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QYLG vs. JEPQ - Expense Ratio Comparison

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


Expense ratio chart for QYLG: 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%
QYLG: 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

QYLG vs. JEPQ — Risk-Adjusted Performance Rank

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

QYLG
The Risk-Adjusted Performance Rank of QYLG is 5555
Overall Rank
The Sharpe Ratio Rank of QYLG is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of QYLG is 5454
Sortino Ratio Rank
The Omega Ratio Rank of QYLG is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QYLG is 5656
Calmar Ratio Rank
The Martin Ratio Rank of QYLG is 5454
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 5757
Overall Rank
The Sharpe Ratio Rank of JEPQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5555
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5656
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.

QYLG vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) 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 QYLG, currently valued at 0.41, compared to the broader market-1.000.001.002.003.004.00
QYLG: 0.41
JEPQ: 0.44
The chart of Sortino ratio for QYLG, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.00
QYLG: 0.73
JEPQ: 0.76
The chart of Omega ratio for QYLG, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
QYLG: 1.11
JEPQ: 1.12
The chart of Calmar ratio for QYLG, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.0012.00
QYLG: 0.42
JEPQ: 0.45
The chart of Martin ratio for QYLG, currently valued at 1.61, compared to the broader market0.0020.0040.0060.00
QYLG: 1.61
JEPQ: 1.72

The current QYLG Sharpe Ratio is 0.41, which is comparable to the JEPQ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of QYLG 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
0.41
0.44
QYLG
JEPQ

Dividends

QYLG vs. JEPQ - Dividend Comparison

QYLG's dividend yield for the trailing twelve months is around 28.30%, more than JEPQ's 11.29% yield.


TTM20242023202220212020
QYLG
Global X Nasdaq 100 Covered Call & Growth ETF
28.30%25.27%5.43%6.91%10.15%1.44%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.29%9.65%10.02%9.44%0.00%0.00%

Drawdowns

QYLG vs. JEPQ - Drawdown Comparison

The maximum QYLG drawdown since its inception was -29.98%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for QYLG and JEPQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.73%
-10.99%
QYLG
JEPQ

Volatility

QYLG vs. JEPQ - Volatility Comparison

Global X Nasdaq 100 Covered Call & Growth ETF (QYLG) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 14.89% and 14.72%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.89%
14.72%
QYLG
JEPQ