DLN vs. JEPI
Compare and contrast key facts about WisdomTree US LargeCap Dividend ETF (DLN) and JPMorgan Equity Premium Income ETF (JEPI).
DLN and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DLN is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree LargeCap 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: DLN or JEPI.
Key characteristics
| DLN | JEPI | |
|---|---|---|
| YTD Return | 5.07% | 3.60% |
| 1Y Return | 16.07% | 10.43% |
| 3Y Return (Ann) | 7.74% | 7.05% |
| Sharpe Ratio | 1.51 | 1.34 |
| Daily Std Dev | 9.95% | 7.25% |
| Max Drawdown | -57.84% | -13.71% |
| Current Drawdown | -3.81% | -2.60% |
Correlation
The correlation between DLN and JEPI is 0.88, 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
DLN vs. JEPI - Performance Comparison
In the year-to-date period, DLN achieves a 5.07% return, which is significantly higher than JEPI's 3.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DLN vs. JEPI - Expense Ratio Comparison
DLN has a 0.28% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
DLN vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US LargeCap Dividend ETF (DLN) 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
DLN vs. JEPI - Dividend Comparison
DLN's dividend yield for the trailing twelve months is around 2.32%, less than JEPI's 7.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLN WisdomTree US LargeCap Dividend ETF | 2.32% | 2.43% | 2.53% | 2.01% | 2.66% | 2.51% | 2.90% | 2.33% | 2.64% | 3.01% | 2.34% | 2.40% |
JEPI JPMorgan Equity Premium Income ETF | 7.48% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DLN vs. JEPI - Drawdown Comparison
The maximum DLN drawdown since its inception was -57.84%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for DLN and JEPI. For additional features, visit the drawdowns tool.
Volatility
DLN vs. JEPI - Volatility Comparison
WisdomTree US LargeCap Dividend ETF (DLN) has a higher volatility of 3.19% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.64%. This indicates that DLN'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.