DBEF vs. JEPI
Compare and contrast key facts about Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and JPMorgan Equity Premium Income ETF (JEPI).
DBEF and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBEF is a passively managed fund by DWS that tracks the performance of the MSCI EAFE US Dollar Hedged Index. It was launched on Jun 9, 2011. 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: DBEF or JEPI.
Key characteristics
| DBEF | JEPI | |
|---|---|---|
| YTD Return | 9.41% | 3.44% |
| 1Y Return | 16.88% | 8.92% |
| 3Y Return (Ann) | 10.97% | 7.24% |
| Sharpe Ratio | 1.78 | 1.25 |
| Daily Std Dev | 9.77% | 7.26% |
| Max Drawdown | -32.46% | -13.71% |
| Current Drawdown | -1.24% | -2.75% |
Correlation
The correlation between DBEF and JEPI is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DBEF vs. JEPI - Performance Comparison
In the year-to-date period, DBEF achieves a 9.41% return, which is significantly higher than JEPI's 3.44% 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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DBEF vs. JEPI - Expense Ratio Comparison
DBEF has a 0.36% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
DBEF vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) 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
DBEF vs. JEPI - Dividend Comparison
DBEF's dividend yield for the trailing twelve months is around 4.07%, less than JEPI's 6.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 4.07% | 4.46% | 15.85% | 2.28% | 2.41% | 3.03% | 3.22% | 2.98% | 2.55% | 3.70% | 5.08% | 1.48% |
JEPI JPMorgan Equity Premium Income ETF | 6.87% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DBEF vs. JEPI - Drawdown Comparison
The maximum DBEF drawdown since its inception was -32.46%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for DBEF and JEPI. For additional features, visit the drawdowns tool.
Volatility
DBEF vs. JEPI - Volatility Comparison
Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) has a higher volatility of 2.90% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.60%. This indicates that DBEF'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.