SY7D.DE vs. JGPI.DE
SY7D.DE (Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing) and JGPI.DE (JPM Global Equity Premium Income Active UCITS ETF - USD (dist)) are both exchange-traded funds - SY7D.DE is a Derivative Income fund tracking the EURO STOXX 50 Covered Call ATM Index, while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. SY7D.DE is passively managed, while JGPI.DE is actively managed. Over the past year, SY7D.DE returned 11.54% vs 4.10% for JGPI.DE. At a 0.05 correlation, their price movements are largely independent. SY7D.DE charges 0.45%/yr vs 0.35%/yr for JGPI.DE.
Performance
SY7D.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SY7D.DE achieves a 0.71% return, which is significantly lower than JGPI.DE's 1.25% return.
SY7D.DE
- 1D
- 0.00%
- 1M
- 0.27%
- YTD
- 0.71%
- 6M
- 0.54%
- 1Y
- 11.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGPI.DE
- 1D
- 0.00%
- 1M
- 1.05%
- YTD
- 1.25%
- 6M
- 1.38%
- 1Y
- 4.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SY7D.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SY7D.DE Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing | 0.71% | 8.99% |
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 1.25% | 0.25% |
Correlation
The correlation between SY7D.DE and JGPI.DE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 26, 2025 | 0.05 |
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Return for Risk
SY7D.DE vs. JGPI.DE — Risk / Return Rank
SY7D.DE
JGPI.DE
SY7D.DE vs. JGPI.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 JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SY7D.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.07 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 0.45 | +0.77 |
| Martin ratioReturn relative to average drawdown | 4.74 | 1.22 | +3.51 |
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Drawdowns
SY7D.DE vs. JGPI.DE - Drawdown Comparison
The maximum SY7D.DE drawdown since its inception was -9.48%, smaller than the maximum JGPI.DE drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for SY7D.DE and JGPI.DE.
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Drawdown Indicators
| SY7D.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.48% | -12.12% | +2.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -9.09% | -0.39% |
Current DrawdownCurrent decline from peak | -2.16% | -6.77% | +4.61% |
Average DrawdownAverage peak-to-trough decline | -1.65% | -4.51% | +2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 3.34% | -0.90% |
Volatility
SY7D.DE vs. JGPI.DE - Volatility Comparison
The current volatility for Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing (SY7D.DE) is 2.47%, while JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) has a volatility of 3.47%. This indicates that SY7D.DE experiences smaller price fluctuations and is considered to be less risky than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SY7D.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 3.47% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 7.14% | +2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 10.08% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.11% | 10.32% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.11% | 10.32% | +0.79% |
SY7D.DE vs. JGPI.DE - Expense Ratio Comparison
SY7D.DE has a 0.45% expense ratio, which is higher than JGPI.DE's 0.35% expense ratio.
Dividends
SY7D.DE vs. JGPI.DE - Dividend Comparison
SY7D.DE's dividend yield for the trailing twelve months is around 10.86%, more than JGPI.DE's 8.12% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 8.12% | 8.08% | 6.27% |
SY7D.DE Global X Euro Stoxx 50 Covered Call UCITS ETF EUR Distributing | 10.86% | 6.10% | 0.00% |
Frequently Asked Questions
SY7D.DE and JGPI.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JGPI.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JGPI.DE is cheaper with a 0.35% expense ratio, compared with 0.45% for SY7D.DE.
SY7D.DE is categorized as Derivative Income, while JGPI.DE is Large Cap Blend Equities. They also come from different issuers: Global X and JPMorgan. Their fees differ too: 0.45% for SY7D.DE and 0.35% for JGPI.DE.
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