TYLG vs. JEPI
Compare and contrast key facts about Global X Information Technology Covered Call & Growth ETF (TYLG) and JPMorgan Equity Premium Income ETF (JEPI).
TYLG and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TYLG is a passively managed fund by Global X that tracks the performance of the Cboe S&P Technology Select Sector Half BuyWrite Index - Benchmark TR Gross. It was launched on Nov 21, 2022. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
TYLG vs. JEPI - Performance Comparison
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TYLG vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TYLG Global X Information Technology Covered Call & Growth ETF | -3.97% | 16.84% | 20.57% | 41.56% | -3.64% |
JEPI JPMorgan Equity Premium Income ETF | 0.20% | 8.09% | 12.57% | 9.83% | -0.97% |
Returns By Period
In the year-to-date period, TYLG achieves a -3.97% return, which is significantly lower than JEPI's 0.20% return.
TYLG
- 1D
- 3.85%
- 1M
- -1.91%
- YTD
- -3.97%
- 6M
- -0.07%
- 1Y
- 23.43%
- 3Y*
- 17.71%
- 5Y*
- —
- 10Y*
- —
JEPI
- 1D
- 1.85%
- 1M
- -4.79%
- YTD
- 0.20%
- 6M
- 3.11%
- 1Y
- 7.84%
- 3Y*
- 9.57%
- 5Y*
- 8.26%
- 10Y*
- —
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TYLG vs. JEPI - Expense Ratio Comparison
TYLG has a 0.60% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Return for Risk
TYLG vs. JEPI — Risk / Return Rank
TYLG
JEPI
TYLG vs. JEPI - 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 Equity Premium Income ETF (JEPI). 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.
| TYLG | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.60 | +0.41 |
Sortino ratioReturn per unit of downside risk | 1.58 | 0.93 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.15 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 0.85 | +0.81 |
Martin ratioReturn relative to average drawdown | 7.53 | 4.15 | +3.38 |
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
| TYLG | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.60 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 1.03 | +0.01 |
Correlation
The correlation between TYLG and JEPI is 0.58, 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
TYLG vs. JEPI - Dividend Comparison
TYLG's dividend yield for the trailing twelve months is around 9.13%, more than JEPI's 8.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TYLG Global X Information Technology Covered Call & Growth ETF | 9.13% | 7.66% | 7.24% | 11.89% | 0.51% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 8.40% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
Drawdowns
TYLG vs. JEPI - Drawdown Comparison
The maximum TYLG drawdown since its inception was -24.01%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for TYLG and JEPI.
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Drawdown Indicators
| TYLG | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.01% | -13.71% | -10.30% |
Max Drawdown (1Y)Largest decline over 1 year | -14.26% | -10.28% | -3.98% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.71% | — |
Current DrawdownCurrent decline from peak | -6.63% | -4.79% | -1.84% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -2.07% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.10% | +1.03% |
Volatility
TYLG vs. JEPI - Volatility Comparison
Global X Information Technology Covered Call & Growth ETF (TYLG) has a higher volatility of 6.96% compared to JPMorgan Equity Premium Income ETF (JEPI) at 3.95%. This indicates that TYLG's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TYLG | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 3.95% | +3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.91% | 6.36% | +6.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.43% | 13.26% | +10.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.34% | 11.06% | +8.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 10.89% | +8.45% |