- ISIN
- US46654Q2030
- CUSIP
- 46654Q203
- Issuer
- JPMorgan
- Inception Date
- May 3, 2022
- Region
- North America (U.S.)
- Category
- Nasdaq-100, Derivative Income
- Leveraged
- 1x (No leverage)
- Index Tracked
- Nasdaq-100 Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $39B
Share Price Chart
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Performance
JEPQ Performance Chart
JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) is up 7.2% since the beginning of the year. JEPQ is currently trading at $59 per share.
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Returns By Period
JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has returned 7.18% so far this year and 25.03% over the past 12 months.
JPMorgan Nasdaq Equity Premium Income ETF
- 1D
- 2.59%
- 1M
- 0.64%
- YTD
- 7.18%
- 6M
- 6.64%
- 1Y
- 25.03%
- 3Y*
- 19.70%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 1.75%
- 1M
- -0.09%
- YTD
- 8.02%
- 6M
- 7.15%
- 1Y
- 22.78%
- 3Y*
- 19.45%
- 5Y*
- 11.73%
- 10Y*
- 13.53%
JEPQ Monthly Returns History
Based on dividend-adjusted daily data since May 4, 2022, JEPQ's average daily return is +0.07%, while the average monthly return is +1.33%. At this rate, an investment would double in approximately 4.4 years.
Historically, 68% of months were positive and 32% were negative. The best month was Jul 2022 with a return of +8.2%, while the worst month was Sep 2022 at -8.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JEPQ closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +10.5%, while the worst single day was Apr 4, 2025 at -5.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.25% | -1.57% | -3.50% | 7.84% | 4.21% | -1.81% | 7.18% | ||||||
| 2025 | 1.93% | -1.82% | -6.70% | 0.20% | 3.72% | 4.60% | 2.22% | 1.87% | 4.13% | 3.55% | 0.32% | 0.75% | 15.18% |
| 2024 | 3.00% | 4.31% | 2.51% | -3.29% | 5.00% | 3.27% | -2.47% | 1.48% | 2.63% | 0.37% | 5.55% | 0.44% | 24.85% |
| 2023 | 6.25% | -0.74% | 6.96% | 2.54% | 4.34% | 3.16% | 2.97% | -0.13% | -3.34% | -0.76% | 7.73% | 3.00% | 36.28% |
| 2022 | -1.82% | -6.25% | 8.21% | -5.13% | -8.85% | 4.48% | 5.14% | -6.09% | -11.16% |
Benchmark Metrics
JPMorgan Nasdaq Equity Premium Income ETF has an annualized alpha of 2.38%, beta of 0.93, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since May 04, 2022.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.50%) than losses (81.22%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.38% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.93 and R2 of 0.89, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.38%
- Beta
- 0.93
- R²
- 0.89
- Upside Capture
- 90.50%
- Downside Capture
- 81.22%
Expense Ratio
JEPQ has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
JEPQ ranks 72 for risk / return — better than 72% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and compare them to 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.
| JEPQ | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 2.52 | +0.34 |
| Martin ratioReturn relative to average drawdown | 13.59 | 11.31 | +2.27 |
Dividends
Dividend History
JPMorgan Nasdaq Equity Premium Income ETF provided a 10.29% dividend yield over the last twelve months, with an annual payout of $6.12 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $6.12 | $6.12 | $5.44 | $5.01 | $3.85 |
Dividend yield | 10.29% | 10.53% | 9.65% | 10.03% | 9.44% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan Nasdaq Equity Premium Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.47 | $0.51 | $0.56 | $0.59 | $0.56 | $2.69 | ||||||
| 2025 | $0.00 | $0.45 | $0.48 | $0.54 | $0.60 | $0.62 | $0.49 | $0.44 | $0.44 | $0.45 | $0.48 | $1.13 | $6.12 |
| 2024 | $0.00 | $0.34 | $0.38 | $0.43 | $0.43 | $0.45 | $0.42 | $0.43 | $0.56 | $0.55 | $0.49 | $0.96 | $5.44 |
| 2023 | $0.00 | $0.44 | $0.43 | $0.45 | $0.48 | $0.36 | $0.37 | $0.37 | $0.45 | $0.42 | $0.42 | $0.81 | $5.01 |
| 2022 | $0.38 | $0.34 | $0.41 | $0.55 | $0.38 | $0.68 | $1.12 | $3.85 |
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 JPMorgan Nasdaq 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 Nasdaq Equity Premium Income ETF was 20.07%, occurring on Apr 8, 2025. Recovery took 84 trading sessions.
The current JPMorgan Nasdaq Equity Premium Income ETF drawdown is 2.25%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -20.07%Apr 2025 | 1mo 17d | 4mo 2d | 5mo 19dFeb 2025 - Aug 2025 |
Bear market2022 | -16.82%Oct 2022 | 5mo 12d | 6mo 15d | 11mo 27dMay 2022 - Apr 2023 |
2024 correction2024 | -10.71%Aug 2024 | 27d | 2mo 3d | 3moJul 2024 - Oct 2024 |
2026 pullback2026 | -8.82%Mar 2026 | 2mo | 15d | 2mo 15dJan 2026 - Apr 2026 |
2023 pullback2023 | -6.60%Oct 2023 | 1mo 11d | 12d | 1mo 23dSep 2023 - Nov 2023 |
Drawdown Indicators
| JEPQ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.07% | -56.78% | +36.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -9.10% | +0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -20.07% | -18.90% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.25% | -2.83% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -3.41% | -10.72% | +7.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 2.02% | -0.17% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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