BRTR vs. JEPI
BRTR (iShares Total Return Active ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - BRTR is a Intermediate Core-Plus Bond fund actively managed by iShares, while JEPI is a Dividend fund actively managed by JPMorgan. Both are actively managed. Over the past year, BRTR returned 2.71% vs 11.16% for JEPI. Their 0.29 correlation means their historical movements had little consistent relationship. BRTR charges 0.38%/yr vs 0.35%/yr for JEPI.
Performance
BRTR vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, BRTR achieves a -0.45% return, which is significantly lower than JEPI's 4.52% return.
BRTR
- 1D
- -0.25%
- 1M
- -1.25%
- 6M
- -0.97%
- YTD
- -0.45%
- 1Y
- 2.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.60%
JEPI
- 1D
- 0.33%
- 1M
- 1.27%
- 6M
- 2.16%
- YTD
- 4.52%
- 1Y
- 11.16%
- 3Y*
- 9.21%
- 5Y*
- 7.40%
- 10Y*
- —
- ALL TIME*
- 11.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.31M | $3.65M | $5.24M | |
| $260.98M | $260.42M | $297.70M |
BRTR vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BRTR iShares Total Return Active ETF | -0.45% | 8.11% | 1.29% | 0.68% |
JEPI JPMorgan Equity Premium Income ETF | 4.52% | 8.09% | 12.57% | 0.25% |
Correlation
The correlation between BRTR and JEPI is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2023 | 0.29 |
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Return for Risk
BRTR vs. JEPI — Risk / Return Rank
BRTR
JEPI
BRTR vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Total Return Active ETF (BRTR) 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.
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.
| BRTR | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.52 | -0.53 |
| Martin ratioReturn relative to average drawdown | 2.54 | 4.32 | -1.78 |
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Drawdowns
BRTR vs. JEPI - Drawdown Comparison
The maximum BRTR drawdown since its inception was -5.07%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for BRTR and JEPI.
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Drawdown Indicators
| BRTR | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.07% | -13.71% | +8.64% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -6.68% | +3.42% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.26% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.71% | — |
Current DrawdownCurrent decline from peak | -2.51% | -0.68% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -1.37% | -2.13% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.27% | 2.36% | -1.09% |
Volatility
BRTR vs. JEPI - Volatility Comparison
The current volatility for iShares Total Return Active ETF (BRTR) is 0.98%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.38%. This indicates that BRTR experiences smaller price fluctuations and is considered to be less risky 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
| BRTR | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 2.38% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 2.96% | 6.37% | -3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.69% | 8.15% | -4.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.63% | 11.10% | -6.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.63% | 10.73% | -6.10% |
BRTR vs. JEPI - Expense Ratio Comparison
BRTR has a 0.38% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Dividends
BRTR vs. JEPI - Dividend Comparison
BRTR's dividend yield for the trailing twelve months is around 4.76%, less than JEPI's 7.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BRTR iShares Total Return Active ETF | 4.35% | 4.86% | 5.58% | 0.22% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.34% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
Frequently Asked Questions
BRTR and JEPI have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEPI has higher volatility (2.38%) compared to BRTR (0.98%). In terms of maximum drawdown, BRTR dropped -5.07% vs JEPI's -13.71%.
On 1-year performance, JEPI leads with 11.16% vs 2.71% for BRTR. On fees, JEPI is cheaper at 0.35% per year. On volatility, BRTR has been the lower-risk option at 0.98%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, JEPI has performed better with a 11.16% return vs 2.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JEPI is cheaper with a 0.35% expense ratio, compared with 0.38% for BRTR.
JEPI has the higher dividend yield at 7.34%, compared with 4.35% for BRTR.
BRTR is categorized as Intermediate Core-Plus Bond, while JEPI is Dividend. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.38% for BRTR and 0.35% for JEPI.
JEPI currently has the higher Sharpe Ratio (1.25 vs 0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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