XY7D.DE vs. JEPI
Compare and contrast key facts about Global X S&P 500® Covered Call UCITS ETF D (XY7D.DE) and JPMorgan Equity Premium Income ETF (JEPI).
XY7D.DE and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XY7D.DE is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 BuyWrite 15% WHT. It was launched on Jul 11, 2023. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XY7D.DE or JEPI.
Key characteristics
| XY7D.DE | JEPI | |
|---|---|---|
| YTD Return | 19.11% | 15.89% |
| 1Y Return | 20.27% | 19.32% |
| Sharpe Ratio | 2.12 | 2.89 |
| Sortino Ratio | 2.94 | 4.02 |
| Omega Ratio | 1.43 | 1.58 |
| Calmar Ratio | 1.98 | 5.23 |
| Martin Ratio | 15.19 | 20.45 |
| Ulcer Index | 1.33% | 0.99% |
| Daily Std Dev | 9.62% | 7.00% |
| Max Drawdown | -10.64% | -13.71% |
| Current Drawdown | 0.00% | -0.10% |
Correlation
The correlation between XY7D.DE and JEPI is 0.45, 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.
Performance
XY7D.DE vs. JEPI - Performance Comparison
In the year-to-date period, XY7D.DE achieves a 19.11% return, which is significantly higher than JEPI's 15.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XY7D.DE vs. JEPI - Expense Ratio Comparison
XY7D.DE has a 0.45% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
XY7D.DE vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500® Covered Call UCITS ETF D (XY7D.DE) 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.
Dividends
XY7D.DE vs. JEPI - Dividend Comparison
XY7D.DE's dividend yield for the trailing twelve months is around 6.12%, less than JEPI's 7.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
XY7D.DE Global X S&P 500® Covered Call UCITS ETF D | 6.12% | 4.30% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.06% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
XY7D.DE vs. JEPI - Drawdown Comparison
The maximum XY7D.DE drawdown since its inception was -10.64%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for XY7D.DE and JEPI. For additional features, visit the drawdowns tool.
Volatility
XY7D.DE vs. JEPI - Volatility Comparison
Global X S&P 500® Covered Call UCITS ETF D (XY7D.DE) has a higher volatility of 3.08% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.95%. This indicates that XY7D.DE'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.