BRTR vs. JEPI

Last updated Jun 3, 2026

BRTR (Blackrock Total Return ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - BRTR is a Intermediate Core-Plus Bond fund actively managed by BlackRock, while JEPI is a Dividend fund actively managed by JPMorgan. Both are actively managed. Over the past year, BRTR returned 6.25% vs 7.76% for JEPI. At a 0.28 correlation, their price movements are largely independent. BRTR charges 0.38%/yr vs 0.35%/yr for JEPI.

Performance

BRTR vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock Total Return ETF (BRTR) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRTR achieves a 0.60% return, which is significantly higher than JEPI's 0.01% return.

BRTR

• 1D: 0.08%
• 1M: 0.35%
• YTD: 0.60%
• 6M: 0.66%
• 1Y: 6.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JEPI

• 1D: 0.02%
• 1M: -1.94%
• YTD: 0.01%
• 6M: 0.89%
• 1Y: 7.76%
• 3Y*: 8.83%
• 5Y*: 7.30%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRTR vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BRTR Blackrock Total Return ETF	0.60%	8.11%	1.29%	0.43%
JEPI JPMorgan Equity Premium Income ETF	0.01%	8.09%	12.57%	0.60%

Correlation

The correlation between BRTR and JEPI is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (All Time) Calculated using the full available price history since Dec 15, 2023	0.28

BRTR vs. JEPI - Sectors Allocation Comparison

Sectors	BRTR	JEPI
Energy	25.1%	3.5%
Communication Services	23.8%	6.9%
Financial Services	22.7%	9.8%
Basic Materials	8.7%	1.9%
Consumer Cyclical	7.6%	11.7%
Technology	6.7%	19.1%
Real Estate	2.2%	3.5%
Utilities	1.8%	6.2%
Industrials	1.5%	13.8%
Consumer Defensive	-	9.6%
Healthcare	-	14.1%

Return for Risk

BRTR vs. JEPI — Risk / Return Rank

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

BRTR

BRTR Risk / Return Rank: 44
BRTR Sharpe Ratio Rank: 49
BRTR Sortino Ratio Rank: 51
BRTR Omega Ratio Rank: 49
BRTR Calmar Ratio Rank: 37
BRTR Martin Ratio Rank: 35

JEPI

JEPI Risk / Return Rank: 27
JEPI Sharpe Ratio Rank: 28
JEPI Sortino Ratio Rank: 28
JEPI Omega Ratio Rank: 27
JEPI Calmar Ratio Rank: 25
JEPI Martin Ratio Rank: 27

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.

BRTR vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock Total Return 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.

	BRTR	JEPI	Difference
Sharpe ratio Return per unit of total volatility	1.71	0.99	+0.72
Sortino ratio Return per unit of downside risk	2.50	1.48	+1.02
Omega ratio Gain probability vs. loss probability	1.31	1.18	+0.12
Calmar ratio Return relative to maximum drawdown	1.84	1.18	+0.65
Martin ratio Return relative to average drawdown	5.61	3.87	+1.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRTR vs. JEPI - Sharpe Ratio Comparison

The current BRTR Sharpe Ratio is 1.71, which is higher than the JEPI Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of BRTR and JEPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BRTR	JEPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.71	0.99	+0.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	1.01	-0.11

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.

Drawdown Indicators

	BRTR	JEPI	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-1.49%	-4.96%	+3.47%
Average Drawdown Average peak-to-trough decline	-1.35%	-2.11%	+0.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.07%	2.04%	-0.97%

Volatility

BRTR vs. JEPI - Volatility Comparison

Blackrock Total Return ETF (BRTR) and JPMorgan Equity Premium Income ETF (JEPI) have volatilities of 1.30% and 1.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRTR	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.30%	1.34%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	2.78%	6.10%	-3.32%
Volatility (1Y) Calculated over the trailing 1-year period	3.69%	7.85%	-4.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.69%	11.06%	-6.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.69%	10.80%	-6.11%

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 4.72%, less than JEPI's 8.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
BRTR Blackrock Total Return ETF	4.72%	4.86%	5.58%	0.22%	0.00%	0.00%	0.00%
JEPI JPMorgan Equity Premium Income ETF	8.28%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%

Frequently Asked Questions

Can I hold both BRTR and JEPI in my portfolio?

BRTR and JEPI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BRTR or JEPI?

JEPI has higher volatility (1.34%) compared to BRTR (1.30%). In terms of maximum drawdown, BRTR dropped -5.07% vs JEPI's -13.71%.

Which ETF is better, BRTR or JEPI?

On 1-year performance, JEPI leads with 7.76% vs 6.25% for BRTR. On fees, JEPI is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BRTR or JEPI?

Over the 1-year period, JEPI has performed better with a 7.76% return vs 6.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BRTR or JEPI?

JEPI is cheaper with a 0.35% expense ratio, compared with 0.38% for BRTR.

Which ETF pays a higher dividend yield, BRTR or JEPI?

JEPI has the higher dividend yield at 8.28%, compared with 4.72% for BRTR.

What is the main difference between BRTR and JEPI?

BRTR is categorized as Intermediate Core-Plus Bond, while JEPI is Dividend. They also come from different issuers: BlackRock and JPMorgan. Their fees differ too: 0.38% for BRTR and 0.35% for JEPI.

Which has better risk-adjusted returns?

BRTR currently has the higher Sharpe Ratio (1.71 vs 0.99), 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.