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

ETF Info

ISINUS46641Q3323
CUSIP46641Q332
IssuerJPMorgan Chase
Inception DateMay 20, 2020
RegionNorth America (U.S.)
CategoryLarge Cap Blend Equities, Actively Managed, Dividend
Index TrackedNo Index (Active)
Home Pageam.jpmorgan.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The JPMorgan Equity Premium Income ETF has a high expense ratio of 0.35%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.35%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with JEPI

JPMorgan Equity Premium Income ETF

Popular comparisons: JEPI vs. JEPQ, JEPI vs. SCHD, JEPI vs. SPY, JEPI vs. QYLD, JEPI vs. DIVO, JEPI vs. VOO, JEPI vs. XYLD, JEPI vs. JEPIX, JEPI vs. SPYD, JEPI vs. RYLD

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.


40.00%50.00%60.00%70.00%80.00%OctoberNovemberDecember2024FebruaryMarch
62.27%
78.00%
JEPI (JPMorgan Equity Premium Income ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

JPMorgan Equity Premium Income ETF had a return of 6.20% year-to-date (YTD) and 16.84% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.20%10.04%
1 month2.03%3.53%
6 months12.30%22.79%
1 year16.84%32.16%
5 years (annualized)N/A13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.78%2.35%
20230.00%-3.06%-1.08%4.69%2.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
JEPI
JPMorgan Equity Premium Income ETF
2.37
^GSPC
S&P 500
2.76

Sharpe Ratio

The current JPMorgan Equity Premium Income ETF Sharpe ratio is 2.37. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.37
2.76
JEPI (JPMorgan Equity Premium Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Equity Premium Income ETF granted a 7.56% dividend yield in the last twelve months. The annual payout for that period amounted to $4.36 per share.


PeriodTTM2023202220212020
Dividend$4.36$4.62$6.36$4.16$3.23

Dividend yield

7.56%8.40%11.68%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.30
2023$0.00$0.44$0.41$0.45$0.42$0.37$0.36$0.29$0.34$0.36$0.36$0.82
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
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
2020$0.49$0.29$0.45$0.43$0.52$1.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.71%Apr 21, 2022113Sep 30, 2022177Jun 15, 2023290
-7.11%Jan 3, 202236Feb 23, 202232Apr 8, 202268
-6.71%Sep 15, 202331Oct 27, 202324Dec 1, 202355
-4.52%Sep 3, 202119Sep 30, 202118Oct 26, 202137
-4.15%Oct 13, 202014Oct 30, 20203Nov 4, 202017

Volatility

Volatility Chart

The current JPMorgan Equity Premium Income ETF volatility is 1.26%, 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.26%
2.82%
JEPI (JPMorgan Equity Premium Income ETF)
Benchmark (^GSPC)