Asset Allocation
Find the right asset allocation for 2026-02 High Div ETFs with JEPI
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2026-02 High Div ETFs with JEPI, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.65% | 1.97% | 10.35% | 10.82% | 26.39% | 19.66% | 12.33% | 13.81% |
Portfolio 2026-02 High Div ETFs with JEPI | -0.13% | 0.11% | 9.77% | 9.98% | 22.62% | 16.17% | 11.17% | — |
| Portfolio components: | ||||||||
FYLD Cambria Foreign Shareholder Yield ETF | -0.75% | -0.10% | 19.06% | 19.12% | 37.39% | 21.45% | 11.67% | 11.83% |
GCOW Pacer Global Cash Cows Dividend ETF | -1.25% | -1.16% | 11.34% | 11.61% | 23.30% | 15.71% | 12.27% | 10.01% |
JEPI JPMorgan Equity Premium Income ETF | 0.59% | 1.56% | 1.89% | 1.70% | 8.98% | 9.19% | 7.65% | — |
LVHI Franklin International Low Volatility High Dividend Index ETF | -0.63% | 1.03% | 13.06% | 13.70% | 31.29% | 21.07% | 15.66% | — |
SCHO Schwab Short-Term U.S. Treasury ETF | 0.04% | 0.31% | 0.58% | 0.82% | 3.47% | 4.27% | 1.86% | 1.71% |
URA Global X Uranium ETF | 5.58% | -3.75% | 12.47% | 12.83% | 39.37% | 34.52% | 21.19% | 16.50% |
Monthly Returns
Based on dividend-adjusted daily data since May 21, 2020, 2026-02 High Div ETFs with JEPI's average daily return is +0.06%, while the average monthly return is +1.20%. At this rate, an investment would double in approximately 4.8 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +10.5%, while the worst month was Sep 2022 at -7.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2026-02 High Div ETFs with JEPI closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +5.1%, while the worst single day was Apr 4, 2025 at -5.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.98% | 5.30% | -2.75% | 2.42% | -1.50% | 0.26% | 9.77% | ||||||
| 2025 | 2.25% | 1.51% | 0.49% | -0.10% | 4.05% | 3.14% | 0.92% | 3.47% | 1.53% | 1.25% | 2.01% | 1.25% | 23.98% |
| 2024 | 0.90% | 0.92% | 2.77% | -1.33% | 3.64% | -1.93% | 2.43% | 1.64% | 1.65% | -1.69% | 1.56% | -3.22% | 7.32% |
| 2023 | 5.09% | -2.16% | 1.05% | 1.78% | -3.77% | 3.70% | 3.25% | -1.45% | -0.05% | -1.51% | 4.66% | 2.88% | 13.81% |
| 2022 | 0.36% | -0.06% | 1.92% | -2.75% | 1.97% | -6.88% | 3.23% | -2.24% | -7.08% | 5.16% | 8.32% | -1.39% | -0.57% |
| 2021 | -0.48% | 3.68% | 4.78% | 1.63% | 2.82% | -0.34% | 0.35% | 1.24% | -1.86% | 2.51% | -2.55% | 4.42% | 17.07% |
Benchmark Metrics
2026-02 High Div ETFs with JEPI has an annualized alpha of 6.25%, beta of 0.51, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since May 21, 2020.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (59.24%) than losses (43.55%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 6.25% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.51 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 6.25%
- Beta
- 0.51
- R²
- 0.64
- Upside Capture
- 59.24%
- Downside Capture
- 43.55%
Expense Ratio
2026-02 High Div ETFs with JEPI has an expense ratio of 0.43%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
2026-02 High Div ETFs with JEPI ranks 85 for risk / return — in the top 85% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2026-02 High Div ETFs with JEPI and compares them with S&P 500 Index.
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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.64 | 2.14 | +0.51 |
| Sortino ratioReturn per unit of downside risk | 3.73 | 2.89 | +0.84 |
| Omega ratioGain probability vs. loss probability | 1.50 | 1.39 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.29 | 2.91 | +1.37 |
| Martin ratioReturn relative to average drawdown | 16.02 | 13.08 | +2.93 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
FYLD Cambria Foreign Shareholder Yield ETF | 94 | 3.17 | 4.37 | 1.56 | 6.91 | 24.32 |
GCOW Pacer Global Cash Cows Dividend ETF | 77 | 2.15 | 3.10 | 1.37 | 4.91 | 12.49 |
JEPI JPMorgan Equity Premium Income ETF | 33 | 1.13 | 1.68 | 1.21 | 1.35 | 4.09 |
LVHI Franklin International Low Volatility High Dividend Index ETF | 93 | 3.27 | 4.48 | 1.62 | 5.17 | 21.39 |
SCHO Schwab Short-Term U.S. Treasury ETF | 89 | 2.56 | 4.19 | 1.52 | 4.06 | 17.10 |
URA Global X Uranium ETF | 26 | 0.77 | 1.36 | 1.16 | 1.26 | 2.78 |
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Dividends
Dividend yield
2026-02 High Div ETFs with JEPI provided a 5.04% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.04% | 5.11% | 5.16% | 6.44% | 6.23% | 4.29% | 3.84% | 3.38% | 4.22% | 2.07% | 1.82% | 1.00% |
| Portfolio components: | ||||||||||||
FYLD Cambria Foreign Shareholder Yield ETF | 3.63% | 4.07% | 5.41% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% |
GCOW Pacer Global Cash Cows Dividend ETF | 4.72% | 4.06% | 5.14% | 5.28% | 4.39% | 4.23% | 4.12% | 4.40% | 3.94% | 2.79% | 1.95% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 8.13% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 4.72% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% | 0.00% |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.90% | 4.06% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.27% | 1.60% | 1.12% | 0.82% | 0.68% |
URA Global X Uranium ETF | 4.34% | 4.88% | 2.86% | 6.07% | 0.76% | 5.84% | 1.69% | 1.66% | 0.44% | 2.03% | 7.28% | 1.96% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2026-02 High Div ETFs with JEPI. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the 2026-02 High Div ETFs with JEPI was 14.95%, occurring on Sep 30, 2022. Recovery took 78 trading sessions.
The current 2026-02 High Div ETFs with JEPI drawdown is 1.51%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -14.95%Sep 2022 | 5mo 12d | 3mo 26d | 9mo 8dApr 2022 - Jan 2023 |
2025 selloff2025 | -10.82%Apr 2025 | 19d | 1mo 4d | 1mo 23dMar 2025 - May 2025 |
2020 pullback2020 | -5.92%Jun 2020 | 17d | 1mo 17d | 2mo 4dJun 2020 - Aug 2020 |
2020 pullback2020 | -5.62%Oct 2020 | 2mo 16d | 12d | 2mo 28dAug 2020 - Nov 2020 |
2023 pullback2023 | -5.48%Mar 2023 | 1mo 13d | 27d | 2mo 10dFeb 2023 - Apr 2023 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 5.41, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.28 | 1.23 | 1.21 | 1.21 |
The portfolio has a diversification ratio of 1.21, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2026-02 High Div ETFs with JEPI correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.74 |
Benchmark Correlations
Correlation vs. S&P 500 Index. JEPI has the highest benchmark correlation at 0.79, while SCHO has the lowest at 0.05.
Asset Correlations Table
Find what 2026-02 High Div ETFs with JEPI is missing
See which holdings overlap, where 2026-02 High Div ETFs with JEPI is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification