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XYLP.L vs. JEGP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYLP.L vs. JEGP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X S&P 500 Covered Call UCITS ETF (XYLP.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XYLP.L is traded in GBP, while JEGP.L is traded in GBp. To make them comparable, the JEGP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XYLP.L achieves a 3.81% return, which is significantly higher than JEGP.L's -1.87% return.


XYLP.L

1D
-0.97%
1M
2.04%
YTD
3.81%
6M
4.04%
1Y
16.17%
3Y*
5Y*
10Y*

JEGP.L

1D
0.49%
1M
0.96%
YTD
-1.87%
6M
-1.40%
1Y
2.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYLP.L vs. JEGP.L - Yearly Performance Comparison


2026 (YTD)202520242023
XYLP.L
Global X S&P 500 Covered Call UCITS ETF
3.81%-0.40%19.03%0.78%
JEGP.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist
-1.87%4.70%9.52%0.47%

Correlation

The correlation between XYLP.L and JEGP.L is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2023

0.36

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Return for Risk

XYLP.L vs. JEGP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XYLP.L
XYLP.L Risk / Return Rank: 6969
Overall Rank
XYLP.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XYLP.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
XYLP.L Omega Ratio Rank: 7070
Omega Ratio Rank
XYLP.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
XYLP.L Martin Ratio Rank: 6666
Martin Ratio Rank

JEGP.L
JEGP.L Risk / Return Rank: 1313
Overall Rank
JEGP.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
JEGP.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
JEGP.L Omega Ratio Rank: 1212
Omega Ratio Rank
JEGP.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
JEGP.L Martin Ratio Rank: 1313
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.

XYLP.L vs. JEGP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Covered Call UCITS ETF (XYLP.L) and JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L). 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.


XYLP.LJEGP.LDifference
Sharpe ratioReturn per unit of total volatility

+1.93

Sortino ratioReturn per unit of downside risk

+2.54

Omega ratioGain probability vs. loss probability

1.41

1.05

+0.36

Calmar ratioReturn relative to maximum drawdown

3.70

0.25

+3.45

Martin ratioReturn relative to average drawdown

12.01

0.75

+11.27

XYLP.L vs. JEGP.L - Sharpe Ratio Comparison

The current XYLP.L Sharpe Ratio is 2.21, which is higher than the JEGP.L Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of XYLP.L and JEGP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XYLP.LJEGP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

0.28

+1.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.54

+0.29

Drawdowns

XYLP.L vs. JEGP.L - Drawdown Comparison

The maximum XYLP.L drawdown since its inception was -19.30%, which is greater than JEGP.L's maximum drawdown of -9.25%. Use the drawdown chart below to compare losses from any high point for XYLP.L and JEGP.L.


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Drawdown Indicators


XYLP.LJEGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.30%

-9.25%

-10.05%

Max Drawdown (1Y)

Largest decline over 1 year

-4.39%

-9.25%

+4.86%

Current Drawdown

Current decline from peak

-2.09%

-7.31%

+5.22%

Average Drawdown

Average peak-to-trough decline

-4.81%

-2.69%

-2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

3.14%

-1.79%

Volatility

XYLP.L vs. JEGP.L - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call UCITS ETF (XYLP.L) is 2.43%, while JPM Global Equity Premium Income Active UCITS ETF - USD Dist (JEGP.L) has a volatility of 2.79%. This indicates that XYLP.L experiences smaller price fluctuations and is considered to be less risky than JEGP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYLP.LJEGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.43%

2.79%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

5.73%

6.65%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

7.35%

8.46%

-1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.40%

9.29%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.40%

9.29%

+1.11%

XYLP.L vs. JEGP.L - Expense Ratio Comparison

XYLP.L has a 0.45% expense ratio, which is higher than JEGP.L's 0.35% expense ratio.


Dividends

XYLP.L vs. JEGP.L - Dividend Comparison

XYLP.L's dividend yield for the trailing twelve months is around 7.79%, less than JEGP.L's 8.82% yield.


PositionTTM202520242023
JEGP.L
JPM Global Equity Premium Income Active UCITS ETF - USD Dist
8.82%8.01%6.39%0.00%
XYLP.L
Global X S&P 500 Covered Call UCITS ETF
7.79%9.76%6.22%3.98%

Frequently Asked Questions


XYLP.L and JEGP.L have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JEGP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JEGP.L is cheaper with a 0.35% expense ratio, compared with 0.45% for XYLP.L.

XYLP.L is categorized as Derivative Income, while JEGP.L is Global Equity Income. They also come from different issuers: Global X and JPMorgan. Their fees differ too: 0.45% for XYLP.L and 0.35% for JEGP.L.

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