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

ETF Info

ISINUS46654Q2030
CUSIP46654Q203
IssuerJPMorgan Chase
Inception DateMay 3, 2022
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

Growth

Expense Ratio

JEPQ has a high expense ratio of 0.35%, indicating higher-than-average management fees.


Expense ratio chart for JEPQ: 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 Nasdaq Equity Premium Income ETF

Popular comparisons: JEPQ vs. JEPI, JEPQ vs. QYLD, JEPQ vs. QQQ, JEPQ vs. SCHD, JEPQ vs. VOO, JEPQ vs. SPYI, JEPQ vs. QQQM, JEPQ vs. QYLG, JEPQ vs. DIVO, JEPQ vs. NUSI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JPMorgan Nasdaq 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.


5.00%10.00%15.00%20.00%25.00%30.00%December2024FebruaryMarchAprilMay
32.60%
23.33%
JEPQ (JPMorgan Nasdaq Equity Premium Income ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

JPMorgan Nasdaq Equity Premium Income ETF had a return of 11.70% year-to-date (YTD) and 27.24% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date11.70%11.18%
1 month4.72%5.60%
6 months15.78%17.48%
1 year27.24%26.33%
5 years (annualized)N/A13.16%
10 years (annualized)N/A10.99%

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
20243.00%4.31%2.51%-3.29%11.70%
20236.25%-0.74%6.96%2.54%4.34%3.15%2.97%-0.13%-3.34%-0.76%7.73%3.00%36.26%
2022-3.73%-6.25%8.21%-5.13%-8.85%4.48%5.14%-6.09%-12.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of JEPQ is 93, placing it in the top 7% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of JEPQ is 9393
JEPQ (JPMorgan Nasdaq Equity Premium Income ETF)
The Sharpe Ratio Rank of JEPQ is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 8888Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 9393Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 9797Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 9595Martin 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.


JEPQ
Sharpe ratio
The chart of Sharpe ratio for JEPQ, currently valued at 2.56, compared to the broader market0.002.004.006.002.56
Sortino ratio
The chart of Sortino ratio for JEPQ, currently valued at 3.45, compared to the broader market0.005.0010.003.45
Omega ratio
The chart of Omega ratio for JEPQ, currently valued at 1.48, compared to the broader market0.501.001.502.002.503.003.501.48
Calmar ratio
The chart of Calmar ratio for JEPQ, currently valued at 4.26, compared to the broader market0.005.0010.0015.004.26
Martin ratio
The chart of Martin ratio for JEPQ, currently valued at 15.96, compared to the broader market0.0020.0040.0060.0080.00100.0015.96
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.006.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current JPMorgan Nasdaq Equity Premium Income ETF Sharpe ratio is 2.56. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JPMorgan Nasdaq 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 Ratio1.002.003.004.00December2024FebruaryMarchAprilMay
2.56
2.38
JEPQ (JPMorgan Nasdaq Equity Premium Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

JPMorgan Nasdaq Equity Premium Income ETF granted a 8.81% dividend yield in the last twelve months. The annual payout for that period amounted to $4.77 per share.


PeriodTTM20232022
Dividend$4.77$5.00$3.85

Dividend yield

8.81%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
2024$0.00$0.34$0.38$0.43$0.43$1.58
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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay0
-0.09%
JEPQ (JPMorgan Nasdaq Equity Premium Income ETF)
Benchmark (^GSPC)

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 16.82%, occurring on Oct 14, 2022. Recovery took 133 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.82%May 5, 2022113Oct 14, 2022133Apr 27, 2023246
-6.6%Sep 15, 202330Oct 26, 20238Nov 7, 202338
-6.04%Apr 12, 20246Apr 19, 202417May 14, 202423
-4.35%Aug 1, 202314Aug 18, 202315Sep 11, 202329
-1.92%Dec 29, 20234Jan 4, 20243Jan 9, 20247

Volatility

Volatility Chart

The current JPMorgan Nasdaq Equity Premium Income ETF volatility is 4.21%, 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%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
4.21%
3.36%
JEPQ (JPMorgan Nasdaq Equity Premium Income ETF)
Benchmark (^GSPC)