CDC vs. JEPI
Compare and contrast key facts about VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) and JPMorgan Equity Premium Income ETF (JEPI).
CDC and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CDC is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory U.S. Large Cap High Dividend 100 Long/Cash Volatility Weighted Index. It was launched on Jul 2, 2014. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CDC or JEPI.
Key characteristics
| CDC | JEPI | |
|---|---|---|
| YTD Return | 19.84% | 16.00% |
| 1Y Return | 23.29% | 20.33% |
| 3Y Return (Ann) | 2.72% | 8.37% |
| Sharpe Ratio | 2.33 | 3.04 |
| Sortino Ratio | 3.27 | 4.23 |
| Omega Ratio | 1.43 | 1.62 |
| Calmar Ratio | 1.15 | 5.53 |
| Martin Ratio | 14.05 | 21.64 |
| Ulcer Index | 1.68% | 0.99% |
| Daily Std Dev | 10.14% | 7.01% |
| Max Drawdown | -21.37% | -13.71% |
| Current Drawdown | -1.91% | 0.00% |
Correlation
The correlation between CDC and JEPI is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CDC vs. JEPI - Performance Comparison
In the year-to-date period, CDC achieves a 19.84% return, which is significantly higher than JEPI's 16.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CDC vs. JEPI - Expense Ratio Comparison
CDC has a 0.37% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
CDC vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) 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.
Dividends
CDC vs. JEPI - Dividend Comparison
CDC's dividend yield for the trailing twelve months is around 3.19%, less than JEPI's 7.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CDC VictoryShares US EQ Income Enhanced Volatility Wtd ETF | 3.19% | 4.24% | 3.48% | 2.66% | 2.49% | 3.04% | 3.37% | 2.81% | 2.99% | 3.17% | 1.20% |
JEPI JPMorgan Equity Premium Income ETF | 7.05% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CDC vs. JEPI - Drawdown Comparison
The maximum CDC drawdown since its inception was -21.37%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for CDC and JEPI. For additional features, visit the drawdowns tool.
Volatility
CDC vs. JEPI - Volatility Comparison
VictoryShares US EQ Income Enhanced Volatility Wtd ETF (CDC) has a higher volatility of 3.69% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.99%. This indicates that CDC'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.