YYYY.DE vs. JEIP.DE
YYYY.DE (YieldMax Big Tech Option Income UCITS ETF) and JEIP.DE (JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist)) are both Derivative Income funds. Both are actively managed. Over the past year, YYYY.DE returned 12.54% vs 6.67% for JEIP.DE. At a 0.38 correlation, their price movements are largely independent. YYYY.DE charges 0.99%/yr vs 0.35%/yr for JEIP.DE.
Performance
YYYY.DE vs. JEIP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, YYYY.DE achieves a 7.15% return, which is significantly higher than JEIP.DE's 1.23% return.
YYYY.DE
- 1D
- -0.62%
- 1M
- 6.87%
- YTD
- 7.15%
- 6M
- 4.27%
- 1Y
- 12.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEIP.DE
- 1D
- 0.31%
- 1M
- -0.31%
- YTD
- 1.23%
- 6M
- 1.31%
- 1Y
- 6.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YYYY.DE vs. JEIP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YYYY.DE YieldMax Big Tech Option Income UCITS ETF | 7.15% | 8.81% |
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 1.23% | -0.81% |
Correlation
The correlation between YYYY.DE and JEIP.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2025 | 0.38 |
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Return for Risk
YYYY.DE vs. JEIP.DE — Risk / Return Rank
YYYY.DE
JEIP.DE
YYYY.DE vs. JEIP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax Big Tech Option Income UCITS ETF (YYYY.DE) and JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.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.
| YYYY.DE | JEIP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.14 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.36 | -0.75 |
| Martin ratioReturn relative to average drawdown | 1.36 | 3.69 | -2.33 |
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
| YYYY.DE | JEIP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 0.81 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | -0.31 | +0.95 |
Drawdowns
YYYY.DE vs. JEIP.DE - Drawdown Comparison
The maximum YYYY.DE drawdown since its inception was -20.48%, roughly equal to the maximum JEIP.DE drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for YYYY.DE and JEIP.DE.
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Drawdown Indicators
| YYYY.DE | JEIP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.48% | -19.56% | -0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -20.48% | -4.88% | -15.60% |
Current DrawdownCurrent decline from peak | -2.06% | -7.15% | +5.09% |
Average DrawdownAverage peak-to-trough decline | -6.54% | -8.26% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.23% | 1.80% | +7.43% |
Volatility
YYYY.DE vs. JEIP.DE - Volatility Comparison
YieldMax Big Tech Option Income UCITS ETF (YYYY.DE) has a higher volatility of 5.74% compared to JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) (JEIP.DE) at 2.47%. This indicates that YYYY.DE's price experiences larger fluctuations and is considered to be riskier than JEIP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YYYY.DE | JEIP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 2.47% | +3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.66% | 5.52% | +8.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 8.16% | +10.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.99% | 13.09% | +8.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.99% | 13.09% | +8.90% |
YYYY.DE vs. JEIP.DE - Expense Ratio Comparison
YYYY.DE has a 0.99% expense ratio, which is higher than JEIP.DE's 0.35% expense ratio.
Dividends
YYYY.DE vs. JEIP.DE - Dividend Comparison
YYYY.DE's dividend yield for the trailing twelve months is around 24.86%, more than JEIP.DE's 8.31% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
JEIP.DE JPMorgan US Equity Premium Income Active UCITS ETF USD (Dist) | 8.31% | 7.31% | 0.61% |
YYYY.DE YieldMax Big Tech Option Income UCITS ETF | 24.86% | 17.28% | 0.00% |
Frequently Asked Questions
YYYY.DE and JEIP.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEIP.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEIP.DE is cheaper with a 0.35% expense ratio, compared with 0.99% for YYYY.DE.
They also come from different issuers: YieldMax and JPMorgan. Their fees differ too: 0.99% for YYYY.DE and 0.35% for JEIP.DE.
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