DJIA vs. JEPI
Compare and contrast key facts about Global X Dow 30 Covered Call ETF (DJIA) and JPMorgan Equity Premium Income ETF (JEPI).
DJIA and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJIA is a passively managed fund by Global X that tracks the performance of the DJIA Cboe BuyWrite v2 Index. It was launched on Feb 23, 2022. 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: DJIA or JEPI.
Correlation
The correlation between DJIA and JEPI is 0.66, 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
DJIA vs. JEPI - Performance Comparison
Key characteristics
DJIA:
0.57
JEPI:
0.41
DJIA:
0.91
JEPI:
0.67
DJIA:
1.15
JEPI:
1.11
DJIA:
0.66
JEPI:
0.43
DJIA:
3.19
JEPI:
1.99
DJIA:
2.50%
JEPI:
2.83%
DJIA:
14.04%
JEPI:
13.76%
DJIA:
-16.91%
JEPI:
-13.71%
DJIA:
-6.55%
JEPI:
-7.02%
Returns By Period
The year-to-date returns for both stocks are quite close, with DJIA having a -2.82% return and JEPI slightly lower at -2.96%.
DJIA
-2.82%
-3.70%
0.95%
7.21%
N/A
N/A
JEPI
-2.96%
-4.23%
-4.11%
4.70%
N/A
N/A
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DJIA vs. JEPI - Expense Ratio Comparison
DJIA has a 0.60% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
DJIA vs. JEPI — Risk-Adjusted Performance Rank
DJIA
JEPI
DJIA vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call ETF (DJIA) 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
DJIA vs. JEPI - Dividend Comparison
DJIA's dividend yield for the trailing twelve months is around 12.79%, more than JEPI's 7.90% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|
DJIA Global X Dow 30 Covered Call ETF | 12.79% | 11.44% | 7.16% | 9.18% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.90% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
DJIA vs. JEPI - Drawdown Comparison
The maximum DJIA drawdown since its inception was -16.91%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for DJIA and JEPI. For additional features, visit the drawdowns tool.
Volatility
DJIA vs. JEPI - Volatility Comparison
Global X Dow 30 Covered Call ETF (DJIA) and JPMorgan Equity Premium Income ETF (JEPI) have volatilities of 10.97% and 11.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.