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TYLG vs. JCPB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TYLG vs. JCPB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Information Technology Covered Call & Growth ETF (TYLG) and JPMorgan Core Plus Bond ETF (JCPB). The values are adjusted to include any dividend payments, if applicable.

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TYLG vs. JCPB - Yearly Performance Comparison


2026 (YTD)2025202420232022
TYLG
Global X Information Technology Covered Call & Growth ETF
-3.97%16.84%20.57%41.56%-3.64%
JCPB
JPMorgan Core Plus Bond ETF
0.23%7.98%2.96%7.13%0.11%

Returns By Period

In the year-to-date period, TYLG achieves a -3.97% return, which is significantly lower than JCPB's 0.23% return.


TYLG

1D
3.85%
1M
-1.91%
YTD
-3.97%
6M
-0.07%
1Y
23.43%
3Y*
17.71%
5Y*
10Y*

JCPB

1D
0.33%
1M
-1.82%
YTD
0.23%
6M
1.44%
1Y
5.14%
3Y*
4.75%
5Y*
1.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TYLG vs. JCPB - Expense Ratio Comparison

TYLG has a 0.60% expense ratio, which is higher than JCPB's 0.38% expense ratio.


Return for Risk

TYLG vs. JCPB — Risk / Return Rank

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

TYLG
TYLG Risk / Return Rank: 6565
Overall Rank
TYLG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TYLG Sortino Ratio Rank: 6262
Sortino Ratio Rank
TYLG Omega Ratio Rank: 6767
Omega Ratio Rank
TYLG Calmar Ratio Rank: 6666
Calmar Ratio Rank
TYLG Martin Ratio Rank: 7373
Martin Ratio Rank

JCPB
JCPB Risk / Return Rank: 6868
Overall Rank
JCPB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JCPB Sortino Ratio Rank: 6969
Sortino Ratio Rank
JCPB Omega Ratio Rank: 6161
Omega Ratio Rank
JCPB Calmar Ratio Rank: 7777
Calmar Ratio Rank
JCPB Martin Ratio Rank: 6363
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.

TYLG vs. JCPB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Information Technology Covered Call & Growth ETF (TYLG) and JPMorgan Core Plus Bond ETF (JCPB). 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.


TYLGJCPBDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.19

-0.19

Sortino ratio

Return per unit of downside risk

1.58

1.67

-0.09

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.03

Calmar ratio

Return relative to maximum drawdown

1.66

1.95

-0.29

Martin ratio

Return relative to average drawdown

7.53

5.89

+1.64

TYLG vs. JCPB - Sharpe Ratio Comparison

The current TYLG Sharpe Ratio is 1.00, which is comparable to the JCPB Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of TYLG and JCPB, 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


TYLGJCPBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.19

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.55

+0.50

Correlation

The correlation between TYLG and JCPB is 0.13, 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

TYLG vs. JCPB - Dividend Comparison

TYLG's dividend yield for the trailing twelve months is around 9.13%, more than JCPB's 4.94% yield.


TTM2025202420232022202120202019
TYLG
Global X Information Technology Covered Call & Growth ETF
9.13%7.66%7.24%11.89%0.51%0.00%0.00%0.00%
JCPB
JPMorgan Core Plus Bond ETF
4.94%4.90%5.16%4.32%3.01%2.19%2.97%3.01%

Drawdowns

TYLG vs. JCPB - Drawdown Comparison

The maximum TYLG drawdown since its inception was -24.01%, which is greater than JCPB's maximum drawdown of -16.67%. Use the drawdown chart below to compare losses from any high point for TYLG and JCPB.


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Drawdown Indicators


TYLGJCPBDifference

Max Drawdown

Largest peak-to-trough decline

-24.01%

-16.67%

-7.34%

Max Drawdown (1Y)

Largest decline over 1 year

-14.26%

-2.75%

-11.51%

Max Drawdown (5Y)

Largest decline over 5 years

-16.67%

Current Drawdown

Current decline from peak

-6.63%

-1.82%

-4.81%

Average Drawdown

Average peak-to-trough decline

-2.84%

-4.33%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

0.91%

+2.22%

Volatility

TYLG vs. JCPB - Volatility Comparison

Global X Information Technology Covered Call & Growth ETF (TYLG) has a higher volatility of 6.96% compared to JPMorgan Core Plus Bond ETF (JCPB) at 1.74%. This indicates that TYLG's price experiences larger fluctuations and is considered to be riskier than JCPB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYLGJCPBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

1.74%

+5.22%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

2.57%

+10.34%

Volatility (1Y)

Calculated over the trailing 1-year period

23.43%

4.34%

+19.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

5.36%

+13.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

5.08%

+14.26%