Correlation
The correlation between DGRP.L and JEPQ is 0.62, 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.
DGRP.L vs. JEPQ
Compare and contrast key facts about WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
DGRP.L and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DGRP.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Dividend Growth UCITS Index. It was launched on Jul 31, 2023. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGRP.L or JEPQ.
Performance
DGRP.L vs. JEPQ - Performance Comparison
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Key characteristics
DGRP.L:
-0.01
JEPQ:
0.35
DGRP.L:
0.15
JEPQ:
0.62
DGRP.L:
1.02
JEPQ:
1.10
DGRP.L:
0.03
JEPQ:
0.35
DGRP.L:
0.08
JEPQ:
1.20
DGRP.L:
5.92%
JEPQ:
5.81%
DGRP.L:
14.45%
JEPQ:
20.27%
DGRP.L:
-22.56%
JEPQ:
-20.07%
DGRP.L:
-13.17%
JEPQ:
-8.27%
Returns By Period
In the year-to-date period, DGRP.L achieves a -9.06% return, which is significantly lower than JEPQ's -4.05% return.
DGRP.L
-9.06%
2.53%
-12.33%
0.50%
10.07%
12.40%
N/A
JEPQ
-4.05%
3.06%
-2.95%
6.77%
16.10%
N/A
N/A
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DGRP.L vs. JEPQ - Expense Ratio Comparison
DGRP.L has a 0.33% expense ratio, which is lower than JEPQ's 0.35% expense ratio.
Risk-Adjusted Performance
DGRP.L vs. JEPQ — Risk-Adjusted Performance Rank
DGRP.L
JEPQ
DGRP.L vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.
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Dividends
DGRP.L vs. JEPQ - Dividend Comparison
DGRP.L's dividend yield for the trailing twelve months is around 1.28%, less than JEPQ's 11.40% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
DGRP.L WisdomTree US Quality Dividend Growth UCITS ETF - USD | 1.28% | 1.16% | 1.33% | 1.47% | 1.34% | 2.74% | 2.32% | 1.90% | 1.36% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.40% | 9.65% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DGRP.L vs. JEPQ - Drawdown Comparison
The maximum DGRP.L drawdown since its inception was -22.56%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for DGRP.L and JEPQ.
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Volatility
DGRP.L vs. JEPQ - Volatility Comparison
WisdomTree US Quality Dividend Growth UCITS ETF - USD (DGRP.L) has a higher volatility of 4.74% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 1.96%. This indicates that DGRP.L's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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