DIVS vs. JEPI
Compare and contrast key facts about SmartETFs Dividend Builder ETF (DIVS) and JPMorgan Equity Premium Income ETF (JEPI).
DIVS and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIVS is an actively managed fund by Guinness Atkinson Asset Management. It was launched on Mar 29, 2021. 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: DIVS or JEPI.
Performance
DIVS vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, DIVS achieves a 13.67% return, which is significantly lower than JEPI's 14.71% return.
DIVS
13.67%
-4.13%
4.78%
20.42%
N/A
N/A
JEPI
14.71%
-0.18%
7.76%
17.98%
N/A
N/A
Key characteristics
| DIVS | JEPI | |
|---|---|---|
| Sharpe Ratio | 2.20 | 2.55 |
| Sortino Ratio | 3.11 | 3.54 |
| Omega Ratio | 1.38 | 1.50 |
| Calmar Ratio | 4.09 | 4.65 |
| Martin Ratio | 13.00 | 18.00 |
| Ulcer Index | 1.59% | 1.00% |
| Daily Std Dev | 9.40% | 7.05% |
| Max Drawdown | -29.55% | -13.71% |
| Current Drawdown | -4.13% | -1.12% |
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DIVS vs. JEPI - Expense Ratio Comparison
DIVS has a 0.65% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Correlation
The correlation between DIVS and JEPI is 0.84, 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.
Risk-Adjusted Performance
DIVS vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SmartETFs Dividend Builder ETF (DIVS) 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
DIVS vs. JEPI - Dividend Comparison
DIVS's dividend yield for the trailing twelve months is around 2.69%, less than JEPI's 7.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
DIVS SmartETFs Dividend Builder ETF | 2.69% | 3.14% | 5.93% | 3.76% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.13% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
DIVS vs. JEPI - Drawdown Comparison
The maximum DIVS drawdown since its inception was -29.55%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for DIVS and JEPI. For additional features, visit the drawdowns tool.
Volatility
DIVS vs. JEPI - Volatility Comparison
SmartETFs Dividend Builder ETF (DIVS) has a higher volatility of 2.58% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.14%. This indicates that DIVS'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.