PortfoliosLab logoPortfoliosLab logo
XYLP.L vs. JEQP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XYLP.L vs. JEQP.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 Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


Different Trading Currencies

XYLP.L is traded in GBP, while JEQP.L is traded in GBp. To make them comparable, the JEQP.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 -0.62% return, which is significantly higher than JEQP.L's -1.18% return.


XYLP.L

1D
0.46%
1M
-2.02%
YTD
-0.62%
6M
4.19%
1Y
4.99%
3Y*
5Y*
10Y*

JEQP.L

1D
2.06%
1M
-1.52%
YTD
-1.18%
6M
4.16%
1Y
17.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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


Return for Risk

XYLP.L vs. JEQP.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: 2727
Overall Rank
XYLP.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XYLP.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
XYLP.L Omega Ratio Rank: 2323
Omega Ratio Rank
XYLP.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
XYLP.L Martin Ratio Rank: 3333
Martin Ratio Rank

JEQP.L
JEQP.L Risk / Return Rank: 7272
Overall Rank
JEQP.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
JEQP.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
JEQP.L Omega Ratio Rank: 6161
Omega Ratio Rank
JEQP.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
JEQP.L Martin Ratio Rank: 8585
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. JEQP.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 Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.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.LJEQP.LDifference

Sharpe ratio

Return per unit of total volatility

0.42

1.14

-0.72

Sortino ratio

Return per unit of downside risk

0.63

1.63

-1.00

Omega ratio

Gain probability vs. loss probability

1.10

1.23

-0.13

Calmar ratio

Return relative to maximum drawdown

1.09

2.94

-1.85

Martin ratio

Return relative to average drawdown

3.37

10.32

-6.95

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

The current XYLP.L Sharpe Ratio is 0.42, which is lower than the JEQP.L Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of XYLP.L and JEQP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XYLP.LJEQP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

1.14

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.47

+0.21

Correlation

The correlation between XYLP.L and JEQP.L is 0.74, 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.


Dividends

XYLP.L vs. JEQP.L - Dividend Comparison

XYLP.L's dividend yield for the trailing twelve months is around 8.00%, less than JEQP.L's 11.04% yield.


TTM202520242023
XYLP.L
Global X S&P 500 Covered Call UCITS ETF
8.00%9.01%6.22%3.98%
JEQP.L
JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP
11.04%10.25%0.73%0.00%

Drawdowns

XYLP.L vs. JEQP.L - Drawdown Comparison

The maximum XYLP.L drawdown since its inception was -19.30%, smaller than the maximum JEQP.L drawdown of -21.99%. Use the drawdown chart below to compare losses from any high point for XYLP.L and JEQP.L.


Loading graphics...

Drawdown Indicators


XYLP.LJEQP.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.30%

-21.99%

+2.69%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-9.99%

+1.10%

Current Drawdown

Current decline from peak

-7.01%

-2.83%

-4.18%

Average Drawdown

Average peak-to-trough decline

-5.02%

-5.46%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

1.67%

-0.19%

Volatility

XYLP.L vs. JEQP.L - Volatility Comparison

The current volatility for Global X S&P 500 Covered Call UCITS ETF (XYLP.L) is 3.02%, while JPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP (JEQP.L) has a volatility of 4.50%. This indicates that XYLP.L experiences smaller price fluctuations and is considered to be less risky than JEQP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XYLP.LJEQP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

4.50%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

5.92%

9.77%

-3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

11.82%

15.37%

-3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.60%

15.68%

-5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.60%

15.68%

-5.08%