CWS vs. JEPI
Compare and contrast key facts about AdvisorShares Focused Equity ETF (CWS) and JPMorgan Equity Premium Income ETF (JEPI).
CWS and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CWS is an actively managed fund by AdvisorShares. It was launched on Sep 20, 2016. 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: CWS or JEPI.
Performance
CWS vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, CWS achieves a 18.45% return, which is significantly higher than JEPI's 15.68% return.
CWS
18.45%
1.62%
11.23%
28.16%
14.42%
N/A
JEPI
15.68%
1.17%
9.24%
18.27%
N/A
N/A
Key characteristics
| CWS | JEPI | |
|---|---|---|
| Sharpe Ratio | 2.52 | 2.63 |
| Sortino Ratio | 3.42 | 3.65 |
| Omega Ratio | 1.43 | 1.52 |
| Calmar Ratio | 4.68 | 4.81 |
| Martin Ratio | 14.97 | 18.61 |
| Ulcer Index | 1.94% | 1.00% |
| Daily Std Dev | 11.51% | 7.08% |
| Max Drawdown | -33.82% | -13.71% |
| Current Drawdown | -1.77% | -0.28% |
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CWS vs. JEPI - Expense Ratio Comparison
CWS has a 0.77% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Correlation
The correlation between CWS and JEPI is 0.80, 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.
Risk-Adjusted Performance
CWS vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Focused Equity ETF (CWS) 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
CWS vs. JEPI - Dividend Comparison
CWS's dividend yield for the trailing twelve months is around 0.21%, less than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
CWS AdvisorShares Focused Equity ETF | 0.21% | 0.25% | 0.50% | 0.16% | 0.27% | 0.39% | 2.61% | 0.29% | 0.03% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CWS vs. JEPI - Drawdown Comparison
The maximum CWS drawdown since its inception was -33.82%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for CWS and JEPI. For additional features, visit the drawdowns tool.
Volatility
CWS vs. JEPI - Volatility Comparison
AdvisorShares Focused Equity ETF (CWS) has a higher volatility of 3.97% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.25%. This indicates that CWS'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.