XYLU.L vs. JEIP.L
XYLU.L (Global X S&P 500 Covered Call UCITS ETF USD) and JEIP.L (JPM US Equity Premium Income Active UCITS ETF USD Dist) are both Derivative Income funds. XYLU.L is passively managed, while JEIP.L is actively managed. Over the past year, XYLU.L returned 17.96% vs 9.40% for JEIP.L. Their 0.41 correlation means their historical movements had little consistent relationship. XYLU.L charges 0.45%/yr vs 0.35%/yr for JEIP.L.
Performance
XYLU.L vs. JEIP.L - Performance Comparison
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Different Trading Currencies
XYLU.L is traded in USD, while JEIP.L is traded in GBp. To make them comparable, the JEIP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XYLU.L achieves a 8.52% return, which is significantly higher than JEIP.L's 4.05% return.
XYLU.L
- 1D
- 0.00%
- 1M
- 3.00%
- 6M
- 7.00%
- YTD
- 8.52%
- 1Y
- 17.96%
- 3Y*
- 11.34%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.70%
JEIP.L
- 1D
- 0.86%
- 1M
- 2.91%
- 6M
- 1.61%
- YTD
- 4.05%
- 1Y
- 9.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -8.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $304.60K | $355.83K | $387.21K | |
| $196.14K | $234.50K | $262.11K |
XYLU.L vs. JEIP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XYLU.L Global X S&P 500 Covered Call UCITS ETF USD | 8.52% | 7.85% | 5.02% |
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | 4.05% | 8.47% | -23.63% |
Correlation
The correlation between XYLU.L and JEIP.L is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2024 | 0.41 |
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Return for Risk
XYLU.L vs. JEIP.L — Risk / Return Rank
XYLU.L
JEIP.L
XYLU.L vs. JEIP.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 USD (XYLU.L) and JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XYLU.L | JEIP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.21 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 1.48 | +1.99 |
| Martin ratioReturn relative to average drawdown | 17.37 | 4.17 | +13.20 |
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Drawdowns
XYLU.L vs. JEIP.L - Drawdown Comparison
The maximum XYLU.L drawdown since its inception was -17.20%, smaller than the maximum JEIP.L drawdown of -31.81%. Use the drawdown chart below to compare losses from any high point for XYLU.L and JEIP.L.
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Drawdown Indicators
| XYLU.L | JEIP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.20% | -31.81% | +14.61% |
Max Drawdown (1Y)Largest decline over 1 year | -5.17% | -6.32% | +1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -17.20% | — | — |
Current DrawdownCurrent decline from peak | -0.74% | -14.04% | +13.30% |
Average DrawdownAverage peak-to-trough decline | -1.95% | -19.77% | +17.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 2.24% | -1.21% |
Volatility
XYLU.L vs. JEIP.L - Volatility Comparison
Global X S&P 500 Covered Call UCITS ETF USD (XYLU.L) has a higher volatility of 2.50% compared to JPM US Equity Premium Income Active UCITS ETF USD Dist (JEIP.L) at 1.75%. This indicates that XYLU.L's price experiences larger fluctuations and is considered to be riskier than JEIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XYLU.L | JEIP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.50% | 1.75% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 6.66% | 5.90% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.93% | 7.91% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.36% | 20.03% | -9.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.36% | 20.03% | -9.67% |
XYLU.L vs. JEIP.L - Expense Ratio Comparison
XYLU.L has a 0.45% expense ratio, which is higher than JEIP.L's 0.35% expense ratio.
Dividends
XYLU.L vs. JEIP.L - Dividend Comparison
XYLU.L's dividend yield for the trailing twelve months is around 11.75%, more than JEIP.L's 7.53% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
JEIP.L JPM US Equity Premium Income Active UCITS ETF USD Dist | 7.53% | 7.18% | 0.61% | 0.00% |
XYLU.L Global X S&P 500 Covered Call UCITS ETF USD | 11.75% | 10.48% | 7.24% | 3.88% |
Frequently Asked Questions
XYLU.L and JEIP.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEIP.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEIP.L is cheaper with a 0.35% expense ratio, compared with 0.45% for XYLU.L.
They also come from different issuers: Global X and JPMorgan. Their fees differ too: 0.45% for XYLU.L and 0.35% for JEIP.L.
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