YMSF.DE vs. JGPI.DE
YMSF.DE (IncomeShares Microsoft (MSFT) Options ETP) and JGPI.DE (JPM Global Equity Premium Income Active UCITS ETF - USD (dist)) are both exchange-traded funds - YMSF.DE is a Derivative Income fund actively managed by Leverage Shares, while JGPI.DE is a Large Cap Blend Equities fund actively managed by JPMorgan. Both are actively managed. Over the past year, YMSF.DE returned -27.08% vs 4.10% for JGPI.DE. At a 0.11 correlation, their price movements are largely independent. YMSF.DE charges 0.55%/yr vs 0.35%/yr for JGPI.DE.
Performance
YMSF.DE vs. JGPI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, YMSF.DE achieves a -26.63% return, which is significantly lower than JGPI.DE's 1.25% return.
YMSF.DE
- 1D
- 0.00%
- 1M
- -9.65%
- YTD
- -26.63%
- 6M
- -26.57%
- 1Y
- -27.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JGPI.DE
- 1D
- 0.00%
- 1M
- 1.05%
- YTD
- 1.25%
- 6M
- 1.38%
- 1Y
- 4.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YMSF.DE vs. JGPI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
YMSF.DE IncomeShares Microsoft (MSFT) Options ETP | -26.63% | -1.47% | 0.94% |
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 1.25% | -0.67% | -1.00% |
Correlation
The correlation between YMSF.DE and JGPI.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2024 | 0.11 |
The correlation between YMSF.DE and JGPI.DE shifts across timeframes, from -0.01 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
YMSF.DE vs. JGPI.DE — Risk / Return Rank
YMSF.DE
JGPI.DE
YMSF.DE vs. JGPI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Microsoft (MSFT) Options ETP (YMSF.DE) and JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE). 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.
| YMSF.DE | JGPI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.07 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 0.45 | -1.09 |
| Martin ratioReturn relative to average drawdown | -1.05 | 1.22 | -2.28 |
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Drawdowns
YMSF.DE vs. JGPI.DE - Drawdown Comparison
The maximum YMSF.DE drawdown since its inception was -42.50%, which is greater than JGPI.DE's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for YMSF.DE and JGPI.DE.
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Drawdown Indicators
| YMSF.DE | JGPI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.50% | -12.12% | -30.38% |
Max Drawdown (1Y)Largest decline over 1 year | -42.50% | -9.09% | -33.41% |
Current DrawdownCurrent decline from peak | -41.35% | -6.77% | -34.58% |
Average DrawdownAverage peak-to-trough decline | -17.18% | -4.51% | -12.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.75% | 3.34% | +22.41% |
Volatility
YMSF.DE vs. JGPI.DE - Volatility Comparison
IncomeShares Microsoft (MSFT) Options ETP (YMSF.DE) has a higher volatility of 9.50% compared to JPM Global Equity Premium Income Active UCITS ETF - USD (dist) (JGPI.DE) at 3.47%. This indicates that YMSF.DE's price experiences larger fluctuations and is considered to be riskier than JGPI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YMSF.DE | JGPI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.50% | 3.47% | +6.03% |
Volatility (6M)Calculated over the trailing 6-month period | 20.30% | 7.14% | +13.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.54% | 10.08% | +21.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.15% | 10.32% | +18.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.15% | 10.32% | +18.83% |
YMSF.DE vs. JGPI.DE - Expense Ratio Comparison
YMSF.DE has a 0.55% expense ratio, which is higher than JGPI.DE's 0.35% expense ratio.
Dividends
YMSF.DE vs. JGPI.DE - Dividend Comparison
YMSF.DE's dividend yield for the trailing twelve months is around 14.68%, more than JGPI.DE's 8.12% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JGPI.DE JPM Global Equity Premium Income Active UCITS ETF - USD (dist) | 8.12% | 8.08% | 6.27% |
YMSF.DE IncomeShares Microsoft (MSFT) Options ETP | 14.68% | 7.16% | 0.00% |
Frequently Asked Questions
YMSF.DE and JGPI.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JGPI.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JGPI.DE is cheaper with a 0.35% expense ratio, compared with 0.55% for YMSF.DE.
YMSF.DE is categorized as Derivative Income, while JGPI.DE is Large Cap Blend Equities. They also come from different issuers: Leverage Shares and JPMorgan. Their fees differ too: 0.55% for YMSF.DE and 0.35% for JGPI.DE.
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