YGLD.DE vs. JEPQ
YGLD.DE (IncomeShares Gold + Yield ETP) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - YGLD.DE is a Derivative Income fund actively managed by Leverage Shares, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. YGLD.DE is actively managed, while JEPQ is passively managed. Over the past year, YGLD.DE returned 16.88% vs 26.43% for JEPQ. At a 0.12 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
YGLD.DE vs. JEPQ - Performance Comparison
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Different Trading Currencies
YGLD.DE is traded in EUR, while JEPQ is traded in USD. To make them comparable, the JEPQ values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, YGLD.DE achieves a -5.17% return, which is significantly lower than JEPQ's 10.67% return.
YGLD.DE
- 1D
- -0.03%
- 1M
- -1.25%
- YTD
- -5.17%
- 6M
- -1.72%
- 1Y
- 16.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPQ
- 1D
- -0.25%
- 1M
- 4.48%
- YTD
- 10.67%
- 6M
- 9.87%
- 1Y
- 26.43%
- 3Y*
- 17.60%
- 5Y*
- —
- 10Y*
- —
YGLD.DE vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
YGLD.DE IncomeShares Gold + Yield ETP | -5.17% | 41.92% | -7.11% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.67% | 1.51% | 4.35% |
Correlation
The correlation between YGLD.DE and JEPQ is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2024 | 0.12 |
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Return for Risk
YGLD.DE vs. JEPQ — Risk / Return Rank
YGLD.DE
JEPQ
YGLD.DE vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Gold + Yield ETP (YGLD.DE) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.
| YGLD.DE | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.41 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 4.29 | -3.30 |
| Martin ratioReturn relative to average drawdown | 1.95 | 16.95 | -15.00 |
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
| YGLD.DE | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 2.13 | -1.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.83 | -0.25 |
Drawdowns
YGLD.DE vs. JEPQ - Drawdown Comparison
The maximum YGLD.DE drawdown since its inception was -16.94%, smaller than the maximum JEPQ drawdown of -24.78%. Use the drawdown chart below to compare losses from any high point for YGLD.DE and JEPQ.
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Drawdown Indicators
| YGLD.DE | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.94% | -24.78% | +7.84% |
Max Drawdown (1Y)Largest decline over 1 year | -16.94% | -6.18% | -10.76% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.78% | — |
Current DrawdownCurrent decline from peak | -15.27% | -0.25% | -15.02% |
Average DrawdownAverage peak-to-trough decline | -5.54% | -5.18% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.62% | 1.56% | +7.06% |
Volatility
YGLD.DE vs. JEPQ - Volatility Comparison
IncomeShares Gold + Yield ETP (YGLD.DE) has a higher volatility of 6.19% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 1.11%. This indicates that YGLD.DE's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YGLD.DE | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 1.11% | +5.08% |
Volatility (6M)Calculated over the trailing 6-month period | 17.41% | 8.82% | +8.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.80% | 12.44% | +17.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.34% | 16.92% | +9.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.34% | 16.92% | +9.42% |
YGLD.DE vs. JEPQ - Expense Ratio Comparison
Both YGLD.DE and JEPQ have an expense ratio of 0.35%.
Dividends
YGLD.DE vs. JEPQ - Dividend Comparison
YGLD.DE's dividend yield for the trailing twelve months is around 6.24%, less than JEPQ's 10.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.08% | 10.53% | 9.65% | 10.03% | 9.44% |
YGLD.DE IncomeShares Gold + Yield ETP | 6.24% | 6.36% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
YGLD.DE and JEPQ have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
YGLD.DE and JEPQ have the same expense ratio: 0.35% per year.
YGLD.DE is categorized as Derivative Income, while JEPQ is Nasdaq-100. They also come from different issuers: Leverage Shares and JPMorgan.
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