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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.)
CategoryActively Managed, Dividend, Derivative Income
Index TrackedNo Index (Active)
Distribution PolicyDistributing
Home Pageam.jpmorgan.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

JEPI features an expense ratio of 0.35%, falling within the medium range.


Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.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 for a quick comparison or use the comparison tool for more options.


JPMorgan Equity Premium Income ETF

Popular comparisons: JEPI vs. JEPQ, JEPI vs. SCHD, JEPI vs. SPY, JEPI vs. QYLD, JEPI vs. VOO, JEPI vs. DIVO, JEPI vs. XYLD, JEPI vs. JEPIX, JEPI vs. SVOL, JEPI vs. SPYI

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.


50.00%60.00%70.00%80.00%90.00%FebruaryMarchAprilMayJuneJuly
64.96%
89.53%
JEPI (JPMorgan Equity Premium Income ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

JPMorgan Equity Premium Income ETF had a return of 7.96% year-to-date (YTD) and 11.51% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.96%17.16%
1 month2.39%2.10%
6 months8.02%17.92%
1 year11.51%22.68%
5 years (annualized)N/A13.47%
10 years (annualized)N/A10.97%

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
20241.78%2.35%2.10%-2.75%2.21%0.37%7.96%
20231.80%-2.25%2.29%2.30%-1.74%3.12%1.65%0.00%-3.06%-1.08%4.69%2.00%9.83%
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 69, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of JEPI is 6969
JEPI (JPMorgan Equity Premium Income ETF)
The Sharpe Ratio Rank of JEPI is 6868Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 6666Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 6868Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 7575Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6969Martin 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.


JEPI
Sharpe ratio
The chart of Sharpe ratio for JEPI, currently valued at 1.62, compared to the broader market0.002.004.006.001.62
Sortino ratio
The chart of Sortino ratio for JEPI, currently valued at 2.29, compared to the broader market0.005.0010.002.29
Omega ratio
The chart of Omega ratio for JEPI, currently valued at 1.29, compared to the broader market1.002.003.001.29
Calmar ratio
The chart of Calmar ratio for JEPI, currently valued at 1.72, compared to the broader market0.005.0010.0015.0020.001.72
Martin ratio
The chart of Martin ratio for JEPI, currently valued at 6.73, compared to the broader market0.0050.00100.00150.006.73
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market0.002.004.006.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.94, compared to the broader market0.005.0010.002.94
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market1.002.003.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.005.0010.0015.0020.001.66
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.83, compared to the broader market0.0050.00100.00150.007.83

Sharpe Ratio

The current JPMorgan Equity Premium Income ETF Sharpe ratio is 1.62. 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 Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.62
2.10
JEPI (JPMorgan Equity Premium Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Equity Premium Income ETF granted a 7.21% dividend yield in the last twelve months. The annual payout for that period amounted to $4.13 per share.


PeriodTTM2023202220212020
Dividend$4.13$4.62$6.36$4.16$3.23

Dividend yield

7.21%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.30$0.30$0.35$0.33$0.36$0.33$1.96
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$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$0.43$0.52$1.04$3.23

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly0
-1.39%
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 1.43%, 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%1.50%2.00%2.50%3.00%3.50%4.00%4.50%FebruaryMarchAprilMayJuneJuly
1.43%
2.59%
JEPI (JPMorgan Equity Premium Income ETF)
Benchmark (^GSPC)