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TYLG vs. JPST
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TYLG vs. JPST - 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 Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

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TYLG vs. JPST - 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%
JPST
JPMorgan Ultra-Short Income ETF
0.71%4.99%5.58%5.13%0.63%

Returns By Period

In the year-to-date period, TYLG achieves a -3.97% return, which is significantly lower than JPST's 0.71% return.


TYLG

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

JPST

1D
0.08%
1M
0.03%
YTD
0.71%
6M
1.89%
1Y
4.41%
3Y*
5.12%
5Y*
3.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TYLG vs. JPST - Expense Ratio Comparison

TYLG has a 0.60% expense ratio, which is higher than JPST's 0.18% expense ratio.


Return for Risk

TYLG vs. JPST — 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

JPST
JPST Risk / Return Rank: 9999
Overall Rank
JPST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPST Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPST Omega Ratio Rank: 9999
Omega Ratio Rank
JPST Calmar Ratio Rank: 9999
Calmar Ratio Rank
JPST Martin Ratio Rank: 9999
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. JPST - 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 Ultra-Short Income ETF (JPST). 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.


TYLGJPSTDifference

Sharpe ratio

Return per unit of total volatility

1.00

7.27

-6.26

Sortino ratio

Return per unit of downside risk

1.58

13.92

-12.34

Omega ratio

Gain probability vs. loss probability

1.24

3.41

-2.17

Calmar ratio

Return relative to maximum drawdown

1.66

14.93

-13.28

Martin ratio

Return relative to average drawdown

7.53

94.51

-86.98

TYLG vs. JPST - Sharpe Ratio Comparison

The current TYLG Sharpe Ratio is 1.00, which is lower than the JPST Sharpe Ratio of 7.27. The chart below compares the historical Sharpe Ratios of TYLG and JPST, 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


TYLGJPSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

7.27

-6.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

6.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

3.16

-2.11

Correlation

The correlation between TYLG and JPST is 0.05, 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. JPST - Dividend Comparison

TYLG's dividend yield for the trailing twelve months is around 9.13%, more than JPST's 4.36% yield.


TTM202520242023202220212020201920182017
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%0.00%0.00%
JPST
JPMorgan Ultra-Short Income ETF
4.36%4.43%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%

Drawdowns

TYLG vs. JPST - Drawdown Comparison

The maximum TYLG drawdown since its inception was -24.01%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for TYLG and JPST.


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Drawdown Indicators


TYLGJPSTDifference

Max Drawdown

Largest peak-to-trough decline

-24.01%

-3.28%

-20.73%

Max Drawdown (1Y)

Largest decline over 1 year

-14.26%

-0.30%

-13.96%

Max Drawdown (5Y)

Largest decline over 5 years

-0.79%

Current Drawdown

Current decline from peak

-6.63%

0.00%

-6.63%

Average Drawdown

Average peak-to-trough decline

-2.84%

-0.08%

-2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

0.05%

+3.08%

Volatility

TYLG vs. JPST - Volatility Comparison

Global X Information Technology Covered Call & Growth ETF (TYLG) has a higher volatility of 6.96% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.22%. This indicates that TYLG's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYLGJPSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

0.22%

+6.74%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

0.35%

+12.56%

Volatility (1Y)

Calculated over the trailing 1-year period

23.43%

0.61%

+22.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

0.57%

+18.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

0.94%

+18.40%