SPYL.DE vs. JEPG.L
SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF - USD Dist) are both exchange-traded funds - SPYL.DE is a S&P 500 fund tracking the S&P 500 Index, while JEPG.L is a Global Equities fund actively managed by JPMorgan. SPYL.DE is passively managed, while JEPG.L is actively managed. Over the past year, SPYL.DE returned 25.61% vs -0.96% for JEPG.L. At a 0.32 correlation, their price movements are largely independent. SPYL.DE charges 0.03%/yr vs 0.35%/yr for JEPG.L.
Performance
SPYL.DE vs. JEPG.L - Performance Comparison
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Different Trading Currencies
SPYL.DE is traded in EUR, while JEPG.L is traded in USD. To make them comparable, the JEPG.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPYL.DE achieves a 11.37% return, which is significantly higher than JEPG.L's -1.53% return.
SPYL.DE
- 1D
- -0.15%
- 1M
- 5.19%
- YTD
- 11.37%
- 6M
- 11.41%
- 1Y
- 25.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPG.L
- 1D
- -0.11%
- 1M
- -0.72%
- YTD
- -1.53%
- 6M
- -1.78%
- 1Y
- -0.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPYL.DE vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 11.37% | 4.71% | 32.33% | 2.40% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | -1.53% | -0.95% | 14.95% | -0.88% |
Correlation
The correlation between SPYL.DE and JEPG.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023 | 0.32 |
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Return for Risk
SPYL.DE vs. JEPG.L — Risk / Return Rank
SPYL.DE
JEPG.L
SPYL.DE vs. JEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.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.
| SPYL.DE | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.31 | ||
| Sortino ratioReturn per unit of downside risk | +3.06 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.99 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | -0.12 | +3.69 |
| Martin ratioReturn relative to average drawdown | 12.72 | -0.31 | +13.03 |
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
| SPYL.DE | JEPG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | -0.09 | +2.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.54 | 0.37 | +1.17 |
Drawdowns
SPYL.DE vs. JEPG.L - Drawdown Comparison
The maximum SPYL.DE drawdown since its inception was -23.27%, which is greater than JEPG.L's maximum drawdown of -12.03%. Use the drawdown chart below to compare losses from any high point for SPYL.DE and JEPG.L.
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Drawdown Indicators
| SPYL.DE | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.27% | -12.03% | -11.24% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -8.06% | +0.93% |
Current DrawdownCurrent decline from peak | -0.46% | -9.22% | +8.76% |
Average DrawdownAverage peak-to-trough decline | -3.24% | -4.59% | +1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 3.11% | -1.10% |
Volatility
SPYL.DE vs. JEPG.L - Volatility Comparison
The current volatility for State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) is 2.66%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEPG.L) has a volatility of 2.82%. This indicates that SPYL.DE experiences smaller price fluctuations and is considered to be less risky than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYL.DE | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 2.82% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 6.92% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.52% | 10.13% | +1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 11.70% | +2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 11.70% | +2.91% |
SPYL.DE vs. JEPG.L - Expense Ratio Comparison
SPYL.DE has a 0.03% expense ratio, which is lower than JEPG.L's 0.35% expense ratio.
Dividends
SPYL.DE vs. JEPG.L - Dividend Comparison
SPYL.DE has not paid dividends to shareholders, while JEPG.L's dividend yield for the trailing twelve months is around 8.88%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEPG.L JPM Global Equity Premium Income Active UCITS ETF - USD Dist | 8.88% | 7.86% | 6.50% |
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPYL.DE and JEPG.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.35% for JEPG.L.
SPYL.DE is categorized as S&P 500, while JEPG.L is Global Equities. They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.03% for SPYL.DE and 0.35% for JEPG.L.
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