DIVB vs. JEPI
DIVB (iShares Core Dividend ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both Dividend funds. DIVB is passively managed, while JEPI is actively managed. Over the past 5 years, DIVB returned 13.37%/yr vs 7.40%/yr for JEPI. Their correlation of 0.81 means they have usually moved in the same direction. DIVB charges 0.05%/yr vs 0.35%/yr for JEPI.
Performance
DIVB vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, DIVB achieves a 25.34% return, which is significantly higher than JEPI's 4.52% return.
DIVB
- 1D
- 0.26%
- 1M
- 3.88%
- 6M
- 20.82%
- YTD
- 25.34%
- 1Y
- 36.31%
- 3Y*
- 21.50%
- 5Y*
- 13.37%
- 10Y*
- —
- ALL TIME*
- 14.50%
JEPI
- 1D
- 0.33%
- 1M
- 1.27%
- 6M
- 2.16%
- YTD
- 4.52%
- 1Y
- 11.16%
- 3Y*
- 9.21%
- 5Y*
- 7.40%
- 10Y*
- —
- ALL TIME*
- 11.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $13.36M | $10.66M | $7.75M | |
| $260.98M | $260.42M | $297.70M |
DIVB vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DIVB iShares Core Dividend ETF | 25.34% | 15.09% | 18.59% | 13.27% | -10.51% | 31.29% | 28.98% |
JEPI JPMorgan Equity Premium Income ETF | 4.52% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between DIVB and JEPI is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.81 |
The correlation between DIVB and JEPI shifts across timeframes, from 0.72 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DIVB vs. JEPI — Risk / Return Rank
DIVB
JEPI
DIVB vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Dividend ETF (DIVB) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DIVB | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.55 | ||
| Sortino ratioReturn per unit of downside risk | +2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.23 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 5.11 | 1.52 | +3.59 |
| Martin ratioReturn relative to average drawdown | 17.69 | 4.32 | +13.37 |
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Drawdowns
DIVB vs. JEPI - Drawdown Comparison
The maximum DIVB drawdown since its inception was -36.93%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for DIVB and JEPI.
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Drawdown Indicators
| DIVB | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.93% | -13.71% | -23.22% |
Max Drawdown (1Y)Largest decline over 1 year | -6.82% | -6.68% | -0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -15.45% | -13.26% | -2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -21.08% | -13.71% | -7.37% |
Current DrawdownCurrent decline from peak | -1.26% | -0.68% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -2.13% | -2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.36% | -0.39% |
Volatility
DIVB vs. JEPI - Volatility Comparison
iShares Core Dividend ETF (DIVB) has a higher volatility of 5.32% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.38%. This indicates that DIVB'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
| DIVB | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 2.38% | +2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 6.37% | +3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 8.15% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.38% | 11.10% | +4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 10.73% | +7.62% |
DIVB vs. JEPI - Expense Ratio Comparison
DIVB has a 0.05% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Dividends
DIVB vs. JEPI - Dividend Comparison
DIVB's dividend yield for the trailing twelve months is around 2.12%, less than JEPI's 7.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DIVB iShares Core Dividend ETF | 2.12% | 2.50% | 2.61% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.52% | 0.37% |
JEPI JPMorgan Equity Premium Income ETF | 7.34% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DIVB and JEPI have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIVB has higher volatility (5.32%) compared to JEPI (2.38%). In terms of maximum drawdown, DIVB dropped -36.93% vs JEPI's -13.71%.
On 5-year performance, DIVB leads with 13.37% vs 7.40% for JEPI. On fees, DIVB is cheaper at 0.05% per year. On volatility, JEPI has been the lower-risk option at 2.38%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DIVB has performed better with a 13.37% return vs 7.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DIVB is cheaper with a 0.05% expense ratio, compared with 0.35% for JEPI.
JEPI has the higher dividend yield at 7.34%, compared with 2.12% for DIVB.
They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.05% for DIVB and 0.35% for JEPI.
DIVB currently has the higher Sharpe Ratio (2.80 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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