DIV vs. JEPI
Compare and contrast key facts about Global X SuperDividend U.S. ETF (DIV) and JPMorgan Equity Premium Income ETF (JEPI).
DIV and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIV is a passively managed fund by Global X that tracks the performance of the INDXX SuperDividend U.S. Low Volatility Index. It was launched on Mar 11, 2013. 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: DIV or JEPI.
Key characteristics
| DIV | JEPI | |
|---|---|---|
| YTD Return | 13.97% | 15.89% |
| 1Y Return | 22.36% | 19.32% |
| 3Y Return (Ann) | 3.17% | 8.31% |
| Sharpe Ratio | 2.18 | 2.89 |
| Sortino Ratio | 3.16 | 4.02 |
| Omega Ratio | 1.39 | 1.58 |
| Calmar Ratio | 1.54 | 5.23 |
| Martin Ratio | 15.15 | 20.45 |
| Ulcer Index | 1.70% | 0.99% |
| Daily Std Dev | 11.82% | 7.00% |
| Max Drawdown | -52.74% | -13.71% |
| Current Drawdown | -0.90% | -0.10% |
Correlation
The correlation between DIV and JEPI is 0.68, 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
DIV vs. JEPI - Performance Comparison
In the year-to-date period, DIV achieves a 13.97% return, which is significantly lower than JEPI's 15.89% 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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DIV vs. JEPI - Expense Ratio Comparison
DIV has a 0.45% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
DIV vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend U.S. ETF (DIV) 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
DIV vs. JEPI - Dividend Comparison
DIV's dividend yield for the trailing twelve months is around 6.20%, less than JEPI's 7.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIV Global X SuperDividend U.S. ETF | 6.20% | 7.14% | 6.62% | 5.26% | 8.04% | 7.67% | 7.09% | 5.95% | 6.80% | 8.40% | 5.34% | 5.38% |
JEPI JPMorgan Equity Premium Income ETF | 7.06% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DIV vs. JEPI - Drawdown Comparison
The maximum DIV drawdown since its inception was -52.74%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for DIV and JEPI. For additional features, visit the drawdowns tool.
Volatility
DIV vs. JEPI - Volatility Comparison
Global X SuperDividend U.S. ETF (DIV) has a higher volatility of 3.22% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.95%. This indicates that DIV'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.