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DGRC.TO vs. JEPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DGRC.TO vs. JEPI

Last updated Jun 4, 2026

DGRC.TO (CI Canada Quality Dividend Growth Index ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both Dividend funds. Over the past 5 years, DGRC.TO returned 12.71%/yr vs 10.32%/yr for JEPI. At a 0.33 correlation, their price movements are largely independent. DGRC.TO charges 0.23%/yr vs 0.35%/yr for JEPI.

Performance

DGRC.TO vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Canada Quality Dividend Growth Index ETF (DGRC.TO) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DGRC.TO is traded in CAD, while JEPI is traded in USD. To make them comparable, the JEPI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DGRC.TO achieves a 14.54% return, which is significantly higher than JEPI's 1.43% return.

DGRC.TO

1D
0.42%
1M
2.95%
YTD
14.54%
6M
14.94%
1Y
32.94%
3Y*
20.12%
5Y*
12.71%
10Y*
—

JEPI

1D
0.56%
1M
0.43%
YTD
1.43%
6M
0.08%
1Y
9.09%
3Y*
10.15%
5Y*
10.32%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRC.TO vs. JEPI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
DGRC.TO
CI Canada Quality Dividend Growth Index ETF		14.54%27.20%12.36%7.79%-1.70%20.84%20.52%
JEPI
JPMorgan Equity Premium Income ETF		1.43%3.13%22.24%7.41%3.39%20.42%8.44%

Correlation

The correlation between DGRC.TO and JEPI is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (All Time)
Calculated using the full available price history since May 22, 2020

0.33

DGRC.TO vs. JEPI - Sectors Allocation Comparison

Sectors
DGRC.TO
JEPI

Energy

27.7%
3.5%

Financial Services

24.3%
9.8%

Industrials

16.1%
13.8%

Consumer Defensive

10.7%
9.6%

Consumer Cyclical

10.2%
11.7%

Basic Materials

8.0%
1.9%

Communication Services

1.7%
6.9%

Technology

1.2%
19.1%

Real Estate

0.1%
3.5%

Healthcare

-

14.1%

Utilities

-

6.2%

Energy

DGRC.TO
27.7%
JEPI
3.5%

Financial Services

DGRC.TO
24.3%
JEPI
9.8%

Industrials

DGRC.TO
16.1%
JEPI
13.8%

Consumer Defensive

DGRC.TO
10.7%
JEPI
9.6%

Consumer Cyclical

DGRC.TO
10.2%
JEPI
11.7%

Basic Materials

DGRC.TO
8.0%
JEPI
1.9%

Communication Services

DGRC.TO
1.7%
JEPI
6.9%

Technology

DGRC.TO
1.2%
JEPI
19.1%

Real Estate

DGRC.TO
0.1%
JEPI
3.5%

Healthcare

DGRC.TO

-

JEPI
14.1%

Utilities

DGRC.TO

-

JEPI
6.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

CI Canada Quality Dividend Growth Index ETF

JPMorgan Equity Premium Income ETF

Often compared with DGRC.TO:
DGRC.TO vs. VDY.TODGRC.TO vs. VYMDGRC.TO vs. RIT.TODGRC.TO vs. ISPA.DEDGRC.TO vs. PDC.TODGRC.TO vs. VDIV.DEDGRC.TO vs. SCHD
Often compared with JEPI:
JEPI vs. JEPQJEPI vs. SCHDJEPI vs. SPYJEPI vs. QYLDJEPI vs. SPYIJEPI vs. QQQIJEPI vs. VOO

Return for Risk

DGRC.TO vs. JEPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DGRC.TO
DGRC.TO Risk / Return Rank: 8888
Overall Rank
DGRC.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DGRC.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
DGRC.TO Omega Ratio Rank: 8585
Omega Ratio Rank
DGRC.TO Calmar Ratio Rank: 9090
Calmar Ratio Rank
DGRC.TO Martin Ratio Rank: 9090
Martin Ratio Rank
JEPI
JEPI Risk / Return Rank: 2626
Overall Rank
JEPI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 2626
Sortino Ratio Rank
JEPI Omega Ratio Rank: 2626
Omega Ratio Rank
JEPI Calmar Ratio Rank: 2424
Calmar Ratio Rank
JEPI Martin Ratio Rank: 2626
Martin Ratio Rank
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.

DGRC.TO vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Canada Quality Dividend Growth Index ETF (DGRC.TO) 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.

DGRC.TOJEPIDifference
Sharpe ratioReturn per unit of total volatility
2.86
1.08

+1.78

Sortino ratioReturn per unit of downside risk
3.88
1.56

+2.32

Omega ratioGain probability vs. loss probability

1.52

1.20

+0.32

Calmar ratioReturn relative to maximum drawdown

5.52

1.75

+3.78

Martin ratioReturn relative to average drawdown

20.77

5.07

+15.70

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGRC.TO vs. JEPI - Sharpe Ratio Comparison

The current DGRC.TO Sharpe Ratio is 2.86, which is higher than the JEPI Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of DGRC.TO 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.

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Sharpe Ratios by Period

DGRC.TOJEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

1.08

+1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

1.02

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.09

-0.27

Drawdowns

DGRC.TO vs. JEPI - Drawdown Comparison

The maximum DGRC.TO drawdown since its inception was -36.59%, which is greater than JEPI's maximum drawdown of -14.00%. Use the drawdown chart below to compare losses from any high point for DGRC.TO and JEPI.

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Drawdown Indicators

DGRC.TOJEPIDifference

Max Drawdown

Largest peak-to-trough decline

-36.59%

-14.00%

-22.59%

Max Drawdown (1Y)

Largest decline over 1 year

-5.99%

-5.23%

-0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-12.90%

-14.00%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-15.39%

-14.00%

-1.39%

Current Drawdown

Current decline from peak

-0.15%

-3.03%

+2.88%

Average Drawdown

Average peak-to-trough decline

-3.20%

-2.19%

-1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.80%

-0.21%

Volatility

DGRC.TO vs. JEPI - Volatility Comparison

CI Canada Quality Dividend Growth Index ETF (DGRC.TO) has a higher volatility of 2.59% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.69%. This indicates that DGRC.TO'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.

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Volatility by Period

DGRC.TOJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

1.69%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

6.59%

+2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.58%

8.44%

+3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.47%

10.16%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.73%

9.97%

+4.76%

DGRC.TO vs. JEPI - Expense Ratio Comparison

DGRC.TO has a 0.23% expense ratio, which is lower than JEPI's 0.35% expense ratio.

Dividends

DGRC.TO vs. JEPI - Dividend Comparison

DGRC.TO's dividend yield for the trailing twelve months is around 2.41%, less than JEPI's 8.27% yield.

PositionTTM20252024202320222021202020192018
DGRC.TO
CI Canada Quality Dividend Growth Index ETF		2.41%2.58%2.46%2.56%2.48%1.87%3.06%2.20%1.63%
JEPI
JPMorgan Equity Premium Income ETF		8.27%8.25%7.33%8.40%11.68%6.59%5.79%0.00%0.00%

Frequently Asked Questions

DGRC.TO and JEPI have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRC.TO is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRC.TO is cheaper with a 0.23% expense ratio, compared with 0.35% for JEPI.

They also come from different issuers: CI Investments and JPMorgan. Their fees differ too: 0.23% for DGRC.TO and 0.35% for JEPI.

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