QYLD vs JEPQ Stock Comparison: AI Score, Valuation, Performance and Upside
QYLD and JEPQ both target covered call income exposure but take different paths to get there — QYLD via the CBOE Nasdaq-100 BuyWrite V2 Index, and JEPQ via the Actively Managed (benchmarked to Nasdaq-100). The practical differences come down to issuer, cost structure, and the specific index rules each fund follows, since both are pursuing a similar investment outcome.
QYLD vs JEPQ is largely a question of which issuer and index methodology you trust more for covered call income exposure — the underlying investment case is similar, so cost, liquidity, and tracking precision tend to be the deciding factors.
JEPQ holds the edge across 3 of 5 key metrics in this comparison. QYLD has delivered stronger 1-year price return (+14.77% vs +6.35% for JEPQ).
- want maximum monthly income generation by fully capping Nasdaq-100 upside
- prefer Global X's approach and fund lineup
- value very high monthly income distribution from option premiums
- are comfortable with caps upside almost entirely in strong bull markets
- want high monthly income while retaining more upside participation than full covered-call funds
- prefer J.P. Morgan's approach and fund lineup
- value actively managed options overlay allows more upside than passive covered-call funds
- are comfortable with still caps a meaningful portion of upside in strong rallies
| Metric | QYLD | JEPQ |
|---|---|---|
| ETF scorei | 25.0 | 23.9 |
| Latest closei | $17.77 | $56.59 |
| 1M returni | -3.65% | -7.29% |
| 3M returni | +1.24% | -3.90% |
| 6M returni | +4.46% | +0.05% |
| 1Y returni | +14.77% | +6.35% |
The ETF score weights long-term returns and risk-adjusted performance most heavily, but still rewards low expense ratios, larger fund size, and broader diversification — so it can favor low-cost, broad, mega-cap funds over smaller thematic or actively-managed funds even when the latter have delivered stronger returns.
How much would $10,000 be worth today if invested at the start of each period, with all dividends reinvested?
| Period | QYLD | JEPQ |
|---|---|---|
| 1Y ago | $13.03K (+30.3%) started 2025-11-03 | $11.9K (+19.0%) started 2025-11-03 |
| 5Y ago | $33.72K (+237.2%) started 2021-11-04 | $33.52K (+235.2%) started 2022-05-04 |
| 10Y ago | $202.74K (+1927.4%) started 2016-11-04 | $33.52K (+235.2%) started 2022-05-04 |
Hypothetical — past performance does not guarantee future results.
| Metric | QYLD | JEPQ |
|---|---|---|
| Expense ratioi | 0.60% | 0.35% |
| Total assets (AUM)i | $8.48B | $44.32B |
| Dividend yieldi | 5.71% | 11.05% |
| Trailing P/Ei | 27.13 | 26.04 |
| Betai | 0.62 | 0.85 |
| 52-week change | 14.77% | 6.35% |
| Metric | QYLD | JEPQ |
|---|---|---|
| 1Y returni | +14.77% | +6.35% |
| 6M returni | +4.46% | +0.05% |
| 3M returni | +1.24% | -3.90% |
| 1M returni | -3.65% | -7.29% |
| 1Y Sharpe ratio | 0.85 | 0.19 |
| Betai | 0.62 | 0.85 |
| Dividend yieldi | 5.71% | 11.05% |
| 5Y CAGR | +7.60% | +13.96% |
Over the past year, QYLD and JEPQ have moved strongly in the same direction (correlation of 0.92), based on daily returns.
Lower drawdown and smaller single-period drops generally indicate a smoother ride, though they do not guarantee lower future risk.
| Period | Metric | QYLD | JEPQ |
|---|---|---|---|
| 1Y | Growthi | +14.77% | +6.35% |
| CAGRi | +14.78% | +6.35% | |
| Volatilityi | 11.78% | 15.59% | |
| Sharpe ratioi | 0.85 | 0.19 | |
| Sortino ratioi | 1.21 | 0.25 | |
| Max drawdowni | 5.78% | 8.82% | |
| Current drawdowni | 4.22% | 7.64% | |
| Avg drawdowni | 0.78% | 1.58% | |
| Ulcer Indexi | 1.36% | 2.41% | |
| Max daily dropi | 2.45% | 3.03% | |
| Max wkly dropi | 3.52% | 5.58% | |
| 5Y | Growthi | +44.18% | +80.06% |
| CAGRi | +7.60% | +13.96% | |
| Volatilityi | 15.05% | 16.74% | |
| Sharpe ratioi | 0.27 | 0.60 | |
| Sortino ratioi | 0.37 | 0.84 | |
| Max drawdowni | 24.60% | 20.07% | |
| Current drawdowni | 4.22% | 7.64% | |
| Avg drawdowni | 5.58% | 3.26% | |
| Ulcer Indexi | 8.33% | 5.18% | |
| Max daily dropi | 5.82% | 5.57% | |
| Max wkly dropi | 10.69% | 11.10% | |
| 10Y | Growthi | +154.46% | +80.06% |
| CAGRi | +9.79% | +13.96% | |
| Volatilityi | 15.67% | 16.74% | |
| Sharpe ratioi | 0.39 | 0.60 | |
| Sortino ratioi | 0.53 | 0.84 | |
| Max drawdowni | 24.75% | 20.07% | |
| Current drawdowni | 4.22% | 7.64% | |
| Avg drawdowni | 4.18% | 3.26% | |
| Ulcer Indexi | 6.90% | 5.18% | |
| Max daily dropi | 10.23% | 5.57% | |
| Max wkly dropi | 16.04% | 11.10% |
| Category | QYLD | JEPQ |
|---|---|---|
| Fund name | Global X NASDAQ 100 Covered Call ETF | JPMorgan Nasdaq Equity Premium Income ETF |
| Type | ETF | ETF |
| Expense ratioi | 0.60% | 0.35% |
| Total assets (AUM)i | $8.48B | $44.32B |
| Dividend yieldi | 5.71% | 11.05% |
- Very high monthly income distribution from option premiums
- Provides some downside cushioning versus holding the index outright in flat markets
- Simple, rules-based, fully-covered call-writing strategy
- Actively managed options overlay allows more upside than passive covered-call funds
- High monthly income distribution
- Backed by J.P. Morgan's institutional options-management expertise
- Caps upside almost entirely in strong bull markets
- Distributions are often largely return of capital, not just income
- Can underperform the underlying Nasdaq-100 significantly over full cycles
- Still caps a meaningful portion of upside in strong rallies
- Actively managed strategy adds manager and process risk
- Higher expense ratio than a passive index fund
Compare more than two at a time
This page is a fixed writeup on QYLD and JEPQ. Our comparison engine is the interactive version: load up to five tickers, switch timeframes, and get the correlation, drawdown, and overlap analysis that a static page can't show.
Add three more names beside QYLD and JEPQ, mixing stocks and ETFs in the same table — useful when the real question is which of a whole peer group to own.
AI score, forward P/E, analyst target upside, operating margin, and revenue growth are scored head-to-head, with a running tally of which ticker leads on how many metrics.
Volatility, Sharpe and Sortino ratios, maximum, current, and average drawdown, Ulcer Index, and worst single-day and single-week drops across every timeframe.
Pairwise daily-return correlation for every combination, so you can see whether two holdings actually diversify each other or just move together.
A scatter plot of forward P/E against return on equity, plus drawdown and 30-day rolling volatility charts, to separate what is cheap from what is merely beaten down.
For ETFs, a top-holdings comparison that exposes hidden overlap between funds. Every comparison exports to CSV for your own spreadsheet work.
Two comparisons a week are free without an account. A 14-day trial removes the limit and adds AI price forecasts, stock rankings, saved watchlists, and the intrinsic value calculator — no credit card required.
Want deeper AI forecasts?
This comparison page is public and free forever. Subscribers can unlock saved watchlists, full AI rankings, detailed forecasts, and interactive analysis tools.