XY7D.DE vs. JEQA.DE
XY7D.DE (Global X S&P 500 Covered Call UCITS ETF Inc) and JEQA.DE (JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc)) are both exchange-traded funds - XY7D.DE is a S&P 500 fund tracking the Cboe S&P 500 BuyWrite 15% WHT, while JEQA.DE is a Nasdaq-100 fund actively managed by JPMorgan. XY7D.DE is passively managed, while JEQA.DE is actively managed. Over the past year, XY7D.DE returned 11.99% vs 26.62% for JEQA.DE. A 0.75 correlation means they provide meaningful diversification when combined. XY7D.DE charges 0.45%/yr vs 0.35%/yr for JEQA.DE.
Performance
XY7D.DE vs. JEQA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XY7D.DE achieves a 4.40% return, which is significantly lower than JEQA.DE's 9.86% return.
XY7D.DE
- 1D
- -1.05%
- 1M
- 1.57%
- YTD
- 4.40%
- 6M
- 4.97%
- 1Y
- 11.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEQA.DE
- 1D
- -0.39%
- 1M
- 4.42%
- YTD
- 9.86%
- 6M
- 10.20%
- 1Y
- 26.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XY7D.DE vs. JEQA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XY7D.DE Global X S&P 500 Covered Call UCITS ETF Inc | 4.40% | -5.34% | 6.40% |
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 9.86% | 1.90% | 5.22% |
Correlation
The correlation between XY7D.DE and JEQA.DE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.75 |
The correlation between XY7D.DE and JEQA.DE has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.
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Return for Risk
XY7D.DE vs. JEQA.DE — Risk / Return Rank
XY7D.DE
JEQA.DE
XY7D.DE vs. JEQA.DE - 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 Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE). 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 | JEQA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.43 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 4.62 | -1.54 |
| Martin ratioReturn relative to average drawdown | 8.63 | 16.56 | -7.93 |
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 | JEQA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 2.24 | -0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.67 | -0.33 |
Drawdowns
XY7D.DE vs. JEQA.DE - Drawdown Comparison
The maximum XY7D.DE drawdown since its inception was -20.79%, smaller than the maximum JEQA.DE drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for XY7D.DE and JEQA.DE.
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Drawdown Indicators
| XY7D.DE | JEQA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.79% | -24.26% | +3.47% |
Max Drawdown (1Y)Largest decline over 1 year | -3.87% | -5.73% | +1.86% |
Current DrawdownCurrent decline from peak | -5.18% | -0.39% | -4.79% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -5.85% | -1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 1.60% | -0.21% |
Volatility
XY7D.DE vs. JEQA.DE - Volatility Comparison
Global X S&P 500 Covered Call UCITS ETF Inc (XY7D.DE) has a higher volatility of 1.97% compared to JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) (JEQA.DE) at 1.37%. This indicates that XY7D.DE's price experiences larger fluctuations and is considered to be riskier than JEQA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XY7D.DE | JEQA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 1.37% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 6.20% | 8.09% | -1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.71% | 11.82% | -3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.51% | 16.42% | -2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.51% | 16.42% | -2.91% |
XY7D.DE vs. JEQA.DE - Expense Ratio Comparison
XY7D.DE has a 0.45% expense ratio, which is higher than JEQA.DE's 0.35% expense ratio.
Dividends
XY7D.DE vs. JEQA.DE - Dividend Comparison
XY7D.DE's dividend yield for the trailing twelve months is around 6.70%, while JEQA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JEQA.DE JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
XY7D.DE Global X S&P 500 Covered Call UCITS ETF Inc | 6.70% | 9.21% | 7.75% | 4.30% |
Frequently Asked Questions
XY7D.DE and JEQA.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEQA.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEQA.DE is cheaper with a 0.35% expense ratio, compared with 0.45% for XY7D.DE.
XY7D.DE is categorized as S&P 500, while JEQA.DE is Nasdaq-100. They also come from different issuers: Global X and JPMorgan. Their fees differ too: 0.45% for XY7D.DE and 0.35% for JEQA.DE.
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