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A200.AX vs. JEPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

A200.AX vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Betashares Australia 200 ETF (A200.AX) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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A200.AX vs. JEPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
A200.AX
Betashares Australia 200 ETF
-1.44%10.31%11.57%12.00%-0.56%17.90%20.32%
JEPI
JPMorgan Equity Premium Income ETF
-3.25%0.24%23.90%9.91%2.89%28.65%1.14%
Different Trading Currencies

A200.AX is traded in AUD, while JEPI is traded in USD. To make them comparable, the JEPI values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, A200.AX achieves a -1.44% return, which is significantly higher than JEPI's -3.25% return.


A200.AX

1D
0.27%
1M
-7.08%
YTD
-1.44%
6M
-2.30%
1Y
11.92%
3Y*
9.65%
5Y*
8.67%
10Y*

JEPI

1D
0.93%
1M
-1.96%
YTD
-3.25%
6M
-1.35%
1Y
-2.53%
3Y*
8.36%
5Y*
10.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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A200.AX vs. JEPI - Expense Ratio Comparison

A200.AX has a 0.04% expense ratio, which is lower than JEPI's 0.35% expense ratio.


Return for Risk

A200.AX vs. JEPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

A200.AX
A200.AX Risk / Return Rank: 4949
Overall Rank
A200.AX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
A200.AX Sortino Ratio Rank: 5050
Sortino Ratio Rank
A200.AX Omega Ratio Rank: 5050
Omega Ratio Rank
A200.AX Calmar Ratio Rank: 5252
Calmar Ratio Rank
A200.AX Martin Ratio Rank: 4040
Martin Ratio Rank

JEPI
JEPI Risk / Return Rank: 3939
Overall Rank
JEPI Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 3434
Sortino Ratio Rank
JEPI Omega Ratio Rank: 4242
Omega Ratio Rank
JEPI Calmar Ratio Rank: 3737
Calmar Ratio Rank
JEPI Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

A200.AX vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Betashares Australia 200 ETF (A200.AX) and JPMorgan Equity Premium Income ETF (JEPI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


A200.AXJEPIDifference

Sharpe ratio

Return per unit of total volatility

0.92

-0.21

+1.12

Sortino ratio

Return per unit of downside risk

1.31

-0.20

+1.51

Omega ratio

Gain probability vs. loss probability

1.19

0.97

+0.21

Calmar ratio

Return relative to maximum drawdown

1.29

-0.11

+1.40

Martin ratio

Return relative to average drawdown

3.75

-0.33

+4.08

A200.AX vs. JEPI - Sharpe Ratio Comparison

The current A200.AX Sharpe Ratio is 0.92, which is higher than the JEPI Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of A200.AX and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


A200.AXJEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

-0.21

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.93

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.92

-0.36

Correlation

The correlation between A200.AX and JEPI is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

A200.AX vs. JEPI - Dividend Comparison

A200.AX's dividend yield for the trailing twelve months is around 3.24%, less than JEPI's 8.40% yield.


TTM20252024202320222021202020192018
A200.AX
Betashares Australia 200 ETF
3.24%3.33%3.13%3.75%6.35%2.98%2.54%3.61%1.40%
JEPI
JPMorgan Equity Premium Income ETF
8.40%8.25%7.33%8.40%11.68%6.59%5.79%0.00%0.00%

Drawdowns

A200.AX vs. JEPI - Drawdown Comparison

The maximum A200.AX drawdown since its inception was -35.55%, which is greater than JEPI's maximum drawdown of -12.98%. Use the drawdown chart below to compare losses from any high point for A200.AX and JEPI.


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Drawdown Indicators


A200.AXJEPIDifference

Max Drawdown

Largest peak-to-trough decline

-35.55%

-13.71%

-21.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.40%

-10.28%

+1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

-13.71%

-1.08%

Current Drawdown

Current decline from peak

-7.14%

-4.79%

-2.35%

Average Drawdown

Average peak-to-trough decline

-4.21%

-2.07%

-2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.10%

+0.78%

Volatility

A200.AX vs. JEPI - Volatility Comparison

Betashares Australia 200 ETF (A200.AX) has a higher volatility of 4.95% compared to JPMorgan Equity Premium Income ETF (JEPI) at 3.24%. This indicates that A200.AX's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


A200.AXJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

3.24%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

6.49%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

13.08%

12.30%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.52%

11.26%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

11.21%

+4.10%