Performance
JEPI vs. JEPQ - Performance Comparison
In the year-to-date period, JEPI achieves a 12.12% return, which is significantly lower than JEPQ's 14.85% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
JEPI
JEPQ
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JEPI vs. JEPQ - Expense Ratio Comparison
Both JEPI and JEPQ have an expense ratio of 0.35%.
Risk-Adjusted Performance
JEPI vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) 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.
JEPI vs. JEPQ - Sharpe Ratio Comparison
The current JEPI Sharpe Ratio is 1.84, which roughly equals the JEPQ Sharpe Ratio of 1.72. The chart below compares the 12-month rolling Sharpe Ratio of JEPI and JEPQ.
JEPI
JEPQ
Dividends
JEPI vs. JEPQ - Dividend Comparison
JEPI's dividend yield for the trailing twelve months is around 7.13%, less than JEPQ's 9.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 7.13% | 8.40% | 11.68% | 6.59% | 5.79% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.46% | 10.02% | 9.44% | 0.00% | 0.00% |
Drawdowns
JEPI vs. JEPQ - Drawdown Comparison
The maximum JEPI drawdown since its inception was -13.71%, smaller than the maximum JEPQ drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for JEPI and JEPQ. For additional features, visit the drawdowns tool.
JEPI
JEPQ
Volatility
JEPI vs. JEPQ - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income ETF (JEPI) is 1.93%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 4.41%. This indicates that JEPI experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
JEPI
JEPQ
