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TYLG vs. JEPQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TYLG vs. JEPQ - 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 Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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TYLG vs. JEPQ - 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%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
-2.87%15.18%24.85%36.28%-4.47%

Returns By Period

In the year-to-date period, TYLG achieves a -3.97% return, which is significantly lower than JEPQ's -2.87% return.


TYLG

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

JEPQ

1D
3.25%
1M
-3.50%
YTD
-2.87%
6M
1.65%
1Y
19.82%
3Y*
19.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TYLG vs. JEPQ - Expense Ratio Comparison

TYLG has a 0.60% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


Return for Risk

TYLG vs. JEPQ — 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

JEPQ
JEPQ Risk / Return Rank: 7272
Overall Rank
JEPQ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 7575
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 7272
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 8282
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. JEPQ - 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 Nasdaq Equity Premium Income ETF (JEPQ). 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.


TYLGJEPQDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.07

-0.07

Sortino ratio

Return per unit of downside risk

1.58

1.64

-0.06

Omega ratio

Gain probability vs. loss probability

1.24

1.27

-0.02

Calmar ratio

Return relative to maximum drawdown

1.66

1.70

-0.05

Martin ratio

Return relative to average drawdown

7.53

8.45

-0.92

TYLG vs. JEPQ - Sharpe Ratio Comparison

The current TYLG Sharpe Ratio is 1.00, which is comparable to the JEPQ Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of TYLG and JEPQ, 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


TYLGJEPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.07

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.82

+0.22

Correlation

The correlation between TYLG and JEPQ is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TYLG vs. JEPQ - Dividend Comparison

TYLG's dividend yield for the trailing twelve months is around 9.13%, less than JEPQ's 11.10% yield.


TTM2025202420232022
TYLG
Global X Information Technology Covered Call & Growth ETF
9.13%7.66%7.24%11.89%0.51%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.10%10.53%9.65%10.03%9.44%

Drawdowns

TYLG vs. JEPQ - Drawdown Comparison

The maximum TYLG drawdown since its inception was -24.01%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for TYLG and JEPQ.


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Drawdown Indicators


TYLGJEPQDifference

Max Drawdown

Largest peak-to-trough decline

-24.01%

-20.07%

-3.94%

Max Drawdown (1Y)

Largest decline over 1 year

-14.26%

-11.58%

-2.68%

Current Drawdown

Current decline from peak

-6.63%

-5.85%

-0.78%

Average Drawdown

Average peak-to-trough decline

-2.84%

-3.55%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.34%

+0.79%

Volatility

TYLG vs. JEPQ - Volatility Comparison

Global X Information Technology Covered Call & Growth ETF (TYLG) has a higher volatility of 6.96% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.02%. This indicates that TYLG's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYLGJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

6.02%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

10.47%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

23.43%

18.52%

+4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

16.91%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

16.91%

+2.43%