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QYLP.L vs. JEGP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QYLP.L vs. JEGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP (QYLP.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L). The values are adjusted to include any dividend payments, if applicable.

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QYLP.L vs. JEGP.L - Yearly Performance Comparison


2026 (YTD)202520242023
QYLP.L
Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP
-0.49%-4.48%21.40%2.00%
JEGP.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist
2.36%4.70%9.52%0.47%
Different Trading Currencies

QYLP.L is traded in GBP, while JEGP.L is traded in GBp. To make them comparable, the JEGP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, QYLP.L achieves a -0.49% return, which is significantly lower than JEGP.L's 2.36% return.


QYLP.L

1D
1.07%
1M
-0.54%
YTD
-0.49%
6M
6.36%
1Y
5.94%
3Y*
6.39%
5Y*
10Y*

JEGP.L

1D
0.47%
1M
-3.33%
YTD
2.36%
6M
4.30%
1Y
1.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QYLP.L vs. JEGP.L - Expense Ratio Comparison

QYLP.L has a 0.45% expense ratio, which is higher than JEGP.L's 0.35% expense ratio.


Return for Risk

QYLP.L vs. JEGP.L — Risk / Return Rank

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

QYLP.L
QYLP.L Risk / Return Rank: 3030
Overall Rank
QYLP.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
QYLP.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
QYLP.L Omega Ratio Rank: 2525
Omega Ratio Rank
QYLP.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
QYLP.L Martin Ratio Rank: 3535
Martin Ratio Rank

JEGP.L
JEGP.L Risk / Return Rank: 1515
Overall Rank
JEGP.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JEGP.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
JEGP.L Omega Ratio Rank: 1313
Omega Ratio Rank
JEGP.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
JEGP.L Martin Ratio Rank: 1717
Martin Ratio Rank
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.

QYLP.L vs. JEGP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP (QYLP.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.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.


QYLP.LJEGP.LDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.13

+0.32

Sortino ratio

Return per unit of downside risk

0.70

0.24

+0.46

Omega ratio

Gain probability vs. loss probability

1.11

1.03

+0.07

Calmar ratio

Return relative to maximum drawdown

1.12

0.35

+0.77

Martin ratio

Return relative to average drawdown

3.30

0.77

+2.53

QYLP.L vs. JEGP.L - Sharpe Ratio Comparison

The current QYLP.L Sharpe Ratio is 0.44, which is higher than the JEGP.L Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of QYLP.L and JEGP.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.


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Sharpe Ratios by Period


QYLP.LJEGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.13

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.79

-0.15

Correlation

The correlation between QYLP.L and JEGP.L is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QYLP.L vs. JEGP.L - Dividend Comparison

QYLP.L's dividend yield for the trailing twelve months is around 7.98%, more than JEGP.L's 7.89% yield.


Drawdowns

QYLP.L vs. JEGP.L - Drawdown Comparison

The maximum QYLP.L drawdown since its inception was -22.40%, which is greater than JEGP.L's maximum drawdown of -8.07%. Use the drawdown chart below to compare losses from any high point for QYLP.L and JEGP.L.


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Drawdown Indicators


QYLP.LJEGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.40%

-8.07%

-14.33%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-6.39%

-3.06%

Current Drawdown

Current decline from peak

-9.34%

-3.33%

-6.01%

Average Drawdown

Average peak-to-trough decline

-5.57%

-2.40%

-3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

2.48%

-0.72%

Volatility

QYLP.L vs. JEGP.L - Volatility Comparison

The current volatility for Global X NASDAQ 100 Covered Call UCITS ETF Dis GBP (QYLP.L) is 3.32%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) has a volatility of 3.72%. This indicates that QYLP.L experiences smaller price fluctuations and is considered to be less risky than JEGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QYLP.LJEGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

3.72%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

7.09%

6.51%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

13.42%

10.61%

+2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.42%

9.32%

+3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.42%

9.32%

+3.10%