SPYO.L vs. JEPQ.L
Compare and contrast key facts about IncomeShares S&P500 Options (0DTE) ETP GBP (SPYO.L) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L).
SPYO.L and JEPQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYO.L is an actively managed fund by Leverage Shares. It was launched on Aug 27, 2024. JEPQ.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024.
Performance
SPYO.L vs. JEPQ.L - Performance Comparison
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SPYO.L vs. JEPQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SPYO.L IncomeShares S&P500 Options (0DTE) ETP GBP | -13.02% | 8.13% | 0.14% |
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | -0.31% | 6.60% | 5.90% |
Different Trading Currencies
SPYO.L is traded in GBp, while JEPQ.L is traded in USD. To make them comparable, the JEPQ.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPYO.L achieves a -13.02% return, which is significantly lower than JEPQ.L's -0.31% return.
SPYO.L
- 1D
- -4.42%
- 1M
- -6.41%
- YTD
- -13.02%
- 6M
- -9.29%
- 1Y
- -1.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPQ.L
- 1D
- 2.92%
- 1M
- -0.48%
- YTD
- -0.31%
- 6M
- 4.75%
- 1Y
- 18.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SPYO.L vs. JEPQ.L - Expense Ratio Comparison
SPYO.L has a 0.45% expense ratio, which is higher than JEPQ.L's 0.35% expense ratio.
Return for Risk
SPYO.L vs. JEPQ.L — Risk / Return Rank
SPYO.L
JEPQ.L
SPYO.L vs. JEPQ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares S&P500 Options (0DTE) ETP GBP (SPYO.L) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.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.
| SPYO.L | JEPQ.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.08 | 1.15 | -1.23 |
Sortino ratioReturn per unit of downside risk | -0.01 | 1.67 | -1.68 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.24 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.09 | 3.21 | -3.30 |
Martin ratioReturn relative to average drawdown | -0.34 | 11.04 | -11.38 |
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
| SPYO.L | JEPQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | 1.15 | -1.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.24 | 0.53 | -0.77 |
Correlation
The correlation between SPYO.L and JEPQ.L is 0.65, 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.
Dividends
SPYO.L vs. JEPQ.L - Dividend Comparison
SPYO.L's dividend yield for the trailing twelve months is around 61.02%, more than JEPQ.L's 11.07% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
SPYO.L IncomeShares S&P500 Options (0DTE) ETP GBP | 61.02% | 84.42% | 2.75% |
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 11.07% | 10.06% | 0.74% |
Drawdowns
SPYO.L vs. JEPQ.L - Drawdown Comparison
The maximum SPYO.L drawdown since its inception was -17.68%, smaller than the maximum JEPQ.L drawdown of -22.11%. Use the drawdown chart below to compare losses from any high point for SPYO.L and JEPQ.L.
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Drawdown Indicators
| SPYO.L | JEPQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.68% | -20.10% | +2.42% |
Max Drawdown (1Y)Largest decline over 1 year | -14.17% | -11.21% | -2.96% |
Current DrawdownCurrent decline from peak | -14.17% | -4.68% | -9.49% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -3.03% | -1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 1.97% | +1.94% |
Volatility
SPYO.L vs. JEPQ.L - Volatility Comparison
IncomeShares S&P500 Options (0DTE) ETP GBP (SPYO.L) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) have volatilities of 5.56% and 5.49%, 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.
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Volatility by Period
| SPYO.L | JEPQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 5.49% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 10.45% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.29% | 16.33% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.66% | 16.60% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.66% | 16.60% | -1.94% |