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SY7D.DE vs. JEQP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SY7D.DE vs. JEQP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE). The values are adjusted to include any dividend payments, if applicable.

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SY7D.DE vs. JEQP.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SY7D.DE achieves a -2.55% return, which is significantly lower than JEQP.DE's -1.24% return.


SY7D.DE

1D
1.59%
1M
-4.02%
YTD
-2.55%
6M
2.24%
1Y
3Y*
5Y*
10Y*

JEQP.DE

1D
2.26%
1M
-1.31%
YTD
-1.24%
6M
3.42%
1Y
11.38%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SY7D.DE vs. JEQP.DE - Expense Ratio Comparison

SY7D.DE has a 0.45% expense ratio, which is higher than JEQP.DE's 0.35% expense ratio.


Return for Risk

SY7D.DE vs. JEQP.DE — Risk / Return Rank

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

SY7D.DE

JEQP.DE
JEQP.DE Risk / Return Rank: 4141
Overall Rank
JEQP.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
JEQP.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
JEQP.DE Omega Ratio Rank: 3333
Omega Ratio Rank
JEQP.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
JEQP.DE Martin Ratio Rank: 5252
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.

SY7D.DE vs. JEQP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE) and JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEQP.DE). 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.

SY7D.DE vs. JEQP.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SY7D.DEJEQP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.21

+0.46

Correlation

The correlation between SY7D.DE and JEQP.DE is 0.35, 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

SY7D.DE vs. JEQP.DE - Dividend Comparison

SY7D.DE's dividend yield for the trailing twelve months is around 9.09%, less than JEQP.DE's 9.60% yield.


Drawdowns

SY7D.DE vs. JEQP.DE - Drawdown Comparison

The maximum SY7D.DE drawdown since its inception was -9.48%, smaller than the maximum JEQP.DE drawdown of -24.10%. Use the drawdown chart below to compare losses from any high point for SY7D.DE and JEQP.DE.


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Drawdown Indicators


SY7D.DEJEQP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.48%

-24.10%

+14.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.52%

Current Drawdown

Current decline from peak

-5.32%

-3.73%

-1.59%

Average Drawdown

Average peak-to-trough decline

-1.23%

-6.92%

+5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

Volatility

SY7D.DE vs. JEQP.DE - Volatility Comparison


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Volatility by Period


SY7D.DEJEQP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.14%

16.85%

-5.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.14%

16.91%

-5.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.14%

16.91%

-5.77%