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