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JPMorgan Equity Premium Income ETF (JEPI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46641Q3323

CUSIP

46641Q332

Inception Date

May 20, 2020

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Distribution Policy

Distributing

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

JEPI has an expense ratio of 0.35%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan Equity Premium Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


60.00%70.00%80.00%90.00%100.00%110.00%December2025FebruaryMarchAprilMay
71.06%
90.99%
JEPI (JPMorgan Equity Premium Income ETF)
Benchmark (^GSPC)

Returns By Period

JPMorgan Equity Premium Income ETF (JEPI) returned -0.56% year-to-date (YTD) and 6.23% over the past 12 months.


JEPI

YTD

-0.56%

1M

8.13%

6M

-2.70%

1Y

6.23%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-4.26%

1M

11.24%

6M

-5.02%

1Y

8.55%

5Y*

14.02%

10Y*

10.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of JEPI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.50%1.31%-3.29%-2.01%1.05%-0.56%
20241.78%2.36%2.10%-2.75%2.20%0.37%2.01%2.87%1.86%-0.72%4.31%-4.14%12.59%
20231.80%-2.25%2.29%2.30%-1.74%3.12%1.65%-0.00%-3.06%-1.08%4.69%2.00%9.82%
2022-3.48%-1.23%3.37%-3.67%-0.07%-3.66%4.74%-2.94%-6.35%7.53%5.22%-1.96%-3.49%
2021-1.60%0.68%6.35%2.59%1.76%1.61%2.57%1.74%-4.15%4.58%-1.69%5.75%21.53%
20202.52%-0.50%5.51%2.38%-0.76%-1.43%7.26%2.60%18.61%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JEPI is 60, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JEPI is 6060
Overall Rank
The Sharpe Ratio Rank of JEPI is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current JPMorgan Equity Premium Income ETF Sharpe ratio is 0.54. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan Equity Premium Income ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.46
0.44
JEPI (JPMorgan Equity Premium Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Equity Premium Income ETF provided a 8.07% dividend yield over the last twelve months, with an annual payout of $4.49 per share.


6.00%7.00%8.00%9.00%10.00%11.00%12.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$4.49$4.22$4.62$6.36$4.16$3.23

Dividend yield

8.07%7.33%8.40%11.67%6.59%5.79%

Monthly Dividends

The table displays the monthly dividend distributions for JPMorgan Equity Premium Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.33$0.33$0.41$0.49$1.55
2024$0.00$0.30$0.30$0.35$0.33$0.36$0.33$0.29$0.40$0.39$0.38$0.80$4.22
2023$0.00$0.44$0.41$0.45$0.43$0.37$0.36$0.29$0.34$0.36$0.36$0.82$4.62
2022$0.00$0.38$0.46$0.59$0.47$0.52$0.62$0.50$0.56$0.48$0.61$1.18$6.36
2021$0.00$0.26$0.32$0.35$0.37$0.31$0.40$0.26$0.34$0.34$0.37$0.84$4.16
2020$0.49$0.29$0.45$0.44$0.52$1.04$3.23

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.72%
-8.35%
JEPI (JPMorgan Equity Premium Income ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JPMorgan Equity Premium Income ETF. 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 JPMorgan Equity Premium Income ETF was 13.71%, occurring on Sep 30, 2022. Recovery took 177 trading sessions.

The current JPMorgan Equity Premium Income ETF drawdown is 4.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.71%Apr 21, 2022113Sep 30, 2022177Jun 15, 2023290
-13.26%Feb 21, 202533Apr 8, 2025
-7.11%Jan 3, 202236Feb 23, 202232Apr 8, 202268
-6.71%Sep 15, 202331Oct 27, 202324Dec 1, 202355
-4.93%Dec 2, 202427Jan 10, 202526Feb 19, 202553

Volatility

Volatility Chart

The current JPMorgan Equity Premium Income ETF volatility is 8.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.64%
11.43%
JEPI (JPMorgan Equity Premium Income ETF)
Benchmark (^GSPC)