XY7D.DE vs. JEPI
XY7D.DE (Global X S&P 500 Covered Call UCITS ETF Inc) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - XY7D.DE is a S&P 500 fund tracking the Cboe S&P 500 BuyWrite 15% WHT, while JEPI is a Dividend fund actively managed by JPMorgan. XY7D.DE is passively managed, while JEPI is actively managed. Over the past year, XY7D.DE returned 11.99% vs 5.92% for JEPI. At a 0.46 correlation, their price movements are largely independent. XY7D.DE charges 0.45%/yr vs 0.35%/yr for JEPI.
Performance
XY7D.DE vs. JEPI - Performance Comparison
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Different Trading Currencies
XY7D.DE is traded in EUR, while JEPI is traded in USD. To make them comparable, the JEPI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XY7D.DE achieves a 4.40% return, which is significantly higher than JEPI's 1.35% return.
XY7D.DE
- 1D
- -1.05%
- 1M
- 1.57%
- YTD
- 4.40%
- 6M
- 4.97%
- 1Y
- 11.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPI
- 1D
- 0.00%
- 1M
- -0.53%
- YTD
- 1.35%
- 6M
- 0.84%
- 1Y
- 5.92%
- 3Y*
- 5.98%
- 5Y*
- 8.27%
- 10Y*
- —
XY7D.DE vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XY7D.DE Global X S&P 500 Covered Call UCITS ETF Inc | 4.40% | -5.34% | 25.87% | -8.30% |
JEPI JPMorgan Equity Premium Income ETF | 1.84% | -4.74% | 20.00% | 3.66% |
Correlation
The correlation between XY7D.DE and JEPI is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2023 | 0.46 |
The correlation between XY7D.DE and JEPI shifts across timeframes, from 0.35 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XY7D.DE vs. JEPI — Risk / Return Rank
XY7D.DE
JEPI
XY7D.DE vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Covered Call UCITS ETF Inc (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.
| XY7D.DE | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.12 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 1.13 | +1.95 |
| Martin ratioReturn relative to average drawdown | 8.63 | 2.97 | +5.66 |
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
| XY7D.DE | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 0.67 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.83 | -0.49 |
Drawdowns
XY7D.DE vs. JEPI - Drawdown Comparison
The maximum XY7D.DE drawdown since its inception was -20.79%, which is greater than JEPI's maximum drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for XY7D.DE and JEPI.
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Drawdown Indicators
| XY7D.DE | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.79% | -19.13% | -1.66% |
Max Drawdown (1Y)Largest decline over 1 year | -3.87% | -5.26% | +1.39% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.13% | — |
Current DrawdownCurrent decline from peak | -5.18% | -6.94% | +1.76% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -3.69% | -3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 2.00% | -0.61% |
Volatility
XY7D.DE vs. JEPI - Volatility Comparison
Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) and JPMorgan Equity Premium Income ETF (JEPI) have volatilities of 1.97% and 2.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XY7D.DE | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 2.04% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 6.20% | 6.47% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.71% | 8.94% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.51% | 12.14% | +1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.51% | 11.83% | +1.68% |
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.
Dividends
XY7D.DE vs. JEPI - Dividend Comparison
XY7D.DE's dividend yield for the trailing twelve months is around 6.70%, less than JEPI's 8.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.23% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
XY7D.DE Global X S&P 500 Covered Call UCITS ETF Inc | 6.70% | 9.21% | 7.75% | 4.30% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XY7D.DE and JEPI have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPI is cheaper with a 0.35% expense ratio, compared with 0.45% for XY7D.DE.
XY7D.DE is categorized as S&P 500, while JEPI is Dividend. They also come from different issuers: Global X and JPMorgan. Their fees differ too: 0.45% for XY7D.DE and 0.35% for JEPI.
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