DHS vs. JEPI
Compare and contrast key facts about WisdomTree US High Dividend Fund (DHS) and JPMorgan Equity Premium Income ETF (JEPI).
DHS and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DHS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. High Dividend Index. It was launched on Jun 16, 2006. 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: DHS or JEPI.
Key characteristics
| DHS | JEPI | |
|---|---|---|
| YTD Return | 3.83% | 3.78% |
| 1Y Return | 8.72% | 11.84% |
| 3Y Return (Ann) | 6.70% | 7.64% |
| Sharpe Ratio | 0.56 | 1.47 |
| Daily Std Dev | 13.39% | 7.41% |
| Max Drawdown | -67.25% | -13.71% |
| Current Drawdown | -2.22% | -2.44% |
Correlation
The correlation between DHS and JEPI is 0.74, 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
DHS vs. JEPI - Performance Comparison
The year-to-date returns for both stocks are quite close, with DHS having a 3.83% return and JEPI slightly lower at 3.78%. 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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DHS vs. JEPI - Expense Ratio Comparison
DHS has a 0.38% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
DHS vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend Fund (DHS) 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
DHS vs. JEPI - Dividend Comparison
DHS's dividend yield for the trailing twelve months is around 4.08%, less than JEPI's 7.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHS WisdomTree US High Dividend Fund | 4.08% | 4.31% | 3.42% | 3.29% | 4.14% | 3.69% | 3.76% | 3.00% | 3.25% | 3.53% | 2.91% | 3.20% |
JEPI JPMorgan Equity Premium Income ETF | 7.60% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DHS vs. JEPI - Drawdown Comparison
The maximum DHS drawdown since its inception was -67.25%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for DHS and JEPI. For additional features, visit the drawdowns tool.
Volatility
DHS vs. JEPI - Volatility Comparison
WisdomTree US High Dividend Fund (DHS) has a higher volatility of 4.35% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.54%. This indicates that DHS'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.