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

ETF Info

ISIN

US46654Q2030

CUSIP

46654Q203

Inception Date

May 3, 2022

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

Growth

Expense Ratio

JEPQ 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


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S&P 500

Returns By Period

JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) returned -3.70% year-to-date (YTD) and 7.49% over the past 12 months.


JEPQ

YTD

-3.70%

1M

8.36%

6M

-2.21%

1Y

7.49%

3Y*

15.68%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-0.67%

1M

10.48%

6M

-1.79%

1Y

10.08%

3Y*

13.71%

5Y*

14.60%

10Y*

10.64%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.93%-1.82%-6.70%0.20%2.93%-3.70%
20243.00%4.31%2.51%-3.29%5.00%3.27%-2.47%1.48%2.66%0.37%5.55%0.44%24.90%
20236.25%-0.74%6.96%2.54%4.34%3.15%2.97%-0.13%-3.33%-0.76%7.73%3.00%36.27%
2022-3.73%-6.25%8.21%-5.14%-8.85%4.48%5.14%-6.09%-12.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JEPQ is 44, 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 JEPQ is 4444
Overall Rank
The Sharpe Ratio Rank of JEPQ is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 4141
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 4747
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 4747
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 4444
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 Nasdaq Equity Premium Income ETF (JEPQ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

JPMorgan Nasdaq Equity Premium Income ETF Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 0.37
  • All Time: 0.69

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of JPMorgan Nasdaq Equity Premium Income ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

JPMorgan Nasdaq Equity Premium Income ETF provided a 11.36% dividend yield over the last twelve months, with an annual payout of $5.93 per share. The fund has been increasing its distributions for 2 consecutive years.


9.40%9.50%9.60%9.70%9.80%9.90%10.00%$0.00$1.00$2.00$3.00$4.00$5.00202220232024
Dividends
Dividend Yield
PeriodTTM202420232022
Dividend$5.93$5.44$5.00$3.85

Dividend yield

11.36%9.65%10.02%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.45$0.48$0.54$0.60$2.07
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$5.00
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. The portfolio has not yet recovered.

The current JPMorgan Nasdaq Equity Premium Income ETF drawdown is 7.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.07%Feb 20, 202534Apr 8, 2025
-16.82%May 5, 2022113Oct 14, 2022133Apr 27, 2023246
-10.71%Jul 11, 202420Aug 7, 202443Oct 8, 202463
-6.6%Sep 15, 202330Oct 26, 20238Nov 7, 202338
-6.04%Apr 12, 20246Apr 19, 202417May 14, 202423

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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