XYLG vs. JEPI
Compare and contrast key facts about Global X S&P 500 Covered Call & Growth ETF (XYLG) and JPMorgan Equity Premium Income ETF (JEPI).
XYLG and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XYLG is a passively managed fund by Global X that tracks the performance of the CBOE S&P 500 BuyWrite Index. It was launched on Sep 18, 2020. 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: XYLG or JEPI.
Key characteristics
| XYLG | JEPI | |
|---|---|---|
| YTD Return | 21.40% | 15.79% |
| 1Y Return | 27.91% | 20.11% |
| 3Y Return (Ann) | 7.60% | 8.29% |
| Sharpe Ratio | 3.04 | 2.87 |
| Sortino Ratio | 4.12 | 4.00 |
| Omega Ratio | 1.63 | 1.58 |
| Calmar Ratio | 3.92 | 5.20 |
| Martin Ratio | 20.73 | 20.34 |
| Ulcer Index | 1.35% | 0.99% |
| Daily Std Dev | 9.23% | 7.00% |
| Max Drawdown | -21.30% | -13.71% |
| Current Drawdown | -0.31% | -0.18% |
Correlation
The correlation between XYLG and JEPI is 0.78, 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.
Performance
XYLG vs. JEPI - Performance Comparison
In the year-to-date period, XYLG achieves a 21.40% return, which is significantly higher than JEPI's 15.79% 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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XYLG vs. JEPI - Expense Ratio Comparison
XYLG has a 0.60% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
XYLG vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Covered Call & Growth ETF (XYLG) 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
XYLG vs. JEPI - Dividend Comparison
XYLG's dividend yield for the trailing twelve months is around 4.28%, less than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
XYLG Global X S&P 500 Covered Call & Growth ETF | 4.28% | 5.38% | 6.44% | 7.41% | 1.39% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
XYLG vs. JEPI - Drawdown Comparison
The maximum XYLG drawdown since its inception was -21.30%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for XYLG and JEPI. For additional features, visit the drawdowns tool.
Volatility
XYLG vs. JEPI - Volatility Comparison
Global X S&P 500 Covered Call & Growth ETF (XYLG) has a higher volatility of 3.13% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.97%. This indicates that XYLG'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.