DURA vs. JEPI

Last updated Jul 14, 2026

DURA (VanEck Vectors Morningstar Durable Dividend ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - DURA is a Large Cap Blend Equities fund tracking the Morningstar US Dividend Valuation Index, while JEPI is a Dividend fund actively managed by JPMorgan. DURA is passively managed, while JEPI is actively managed. Over the past 5 years, DURA returned 7.38%/yr vs 7.38%/yr for JEPI. A 0.78 correlation means they provide meaningful diversification when combined. DURA charges 0.29%/yr vs 0.35%/yr for JEPI.

Performance

DURA vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Morningstar Durable Dividend ETF (DURA) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DURA achieves a 13.45% return, which is significantly higher than JEPI's 3.30% return.

DURA

• 1D: 0.29%
• 1M: -0.32%
• 6M: 11.39%
• YTD: 13.45%
• 1Y: 16.66%
• 3Y*: 9.70%
• 5Y*: 7.38%
• 10Y*: —

JEPI

• 1D: 0.00%
• 1M: 1.98%
• 6M: 1.42%
• YTD: 3.30%
• 1Y: 8.32%
• 3Y*: 9.14%
• 5Y*: 7.38%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DURA vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DURA VanEck Vectors Morningstar Durable Dividend ETF	13.45%	7.61%	8.51%	0.82%	2.41%	15.53%	16.76%
JEPI JPMorgan Equity Premium Income ETF	3.30%	8.09%	12.57%	9.83%	-3.49%	21.52%	18.39%

Correlation

The correlation between DURA and JEPI is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (All Time) Calculated using the full available price history since May 21, 2020	0.78

The correlation between DURA and JEPI shifts across timeframes, from 0.62 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.

DURA vs. JEPI - Sectors Allocation Comparison

Sectors	DURA	JEPI
Consumer Defensive	22.1%	7.8%
Healthcare	14.3%	13.3%
Energy	13.8%	2.3%
Technology	11.2%	15.5%
Financial Services	9.0%	9.1%
Communication Services	8.8%	6.2%
Utilities	6.6%	4.7%
Consumer Cyclical	6.3%	9.9%
Industrials	6.0%	10.8%
Basic Materials	1.9%	1.7%
Real Estate	-	2.7%

Return for Risk

DURA vs. JEPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DURA

DURA Risk / Return Rank: 47
DURA Sharpe Ratio Rank: 39
DURA Sortino Ratio Rank: 42
DURA Omega Ratio Rank: 50
DURA Calmar Ratio Rank: 49
DURA Martin Ratio Rank: 56

JEPI

JEPI Risk / Return Rank: 34
JEPI Sharpe Ratio Rank: 36
JEPI Sortino Ratio Rank: 36
JEPI Omega Ratio Rank: 35
JEPI Calmar Ratio Rank: 31
JEPI Martin Ratio Rank: 31

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DURA vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar Durable Dividend ETF (DURA) 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.

	DURA	JEPI	Difference
Sharpe ratio: Return per unit of total volatility	1.13	1.04	+0.09
Sortino ratio: Return per unit of downside risk	1.74	1.55	+0.19
Omega ratio: Gain probability vs. loss probability	1.25	1.19	+0.06
Calmar ratio: Return relative to maximum drawdown	1.96	1.25	+0.71
Martin ratio: Return relative to average drawdown	7.68	3.57	+4.11

DURA vs. JEPI - Sharpe Ratio Comparison

The current DURA Sharpe Ratio is 1.13, which is comparable to the JEPI Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of DURA and JEPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DURA vs. JEPI - Drawdown Comparison

The maximum DURA drawdown since its inception was -33.15%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for DURA and JEPI.

Drawdown Indicators

	DURA	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	-33.15%	-13.71%	-19.44%
Max Drawdown (1Y) Largest decline over 1 year	-8.53%	-6.68%	-1.85%
Max Drawdown (3Y) Largest decline over 3 years	-14.27%	-13.26%	-1.01%
Max Drawdown (5Y) Largest decline over 5 years	-15.80%	-13.71%	-2.09%
Current Drawdown Current decline from peak	-1.71%	-1.84%	+0.13%
Average Drawdown Average peak-to-trough decline	-3.90%	-2.13%	-1.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	2.34%	-0.16%

Volatility

DURA vs. JEPI - Volatility Comparison

VanEck Vectors Morningstar Durable Dividend ETF (DURA) has a higher volatility of 3.32% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.10%. This indicates that DURA'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.

Volatility by Period

	DURA	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.32%	2.10%	+1.22%
Volatility (6M) Calculated over the trailing 6-month period	7.87%	6.31%	+1.56%
Volatility (1Y) Calculated over the trailing 1-year period	14.77%	8.03%	+6.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.64%	11.09%	+2.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.92%	10.75%	+6.17%

DURA vs. JEPI - Expense Ratio Comparison

DURA has a 0.29% expense ratio, which is lower than JEPI's 0.35% expense ratio.

Dividends

DURA vs. JEPI - Dividend Comparison

DURA's dividend yield for the trailing twelve months is around 3.20%, less than JEPI's 8.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DURA VanEck Vectors Morningstar Durable Dividend ETF	3.20%	3.59%	3.33%	3.58%	3.01%	2.89%	3.49%	3.83%	0.66%
JEPI JPMorgan Equity Premium Income ETF	8.05%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DURA and JEPI in my portfolio?

DURA and JEPI have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DURA or JEPI?

DURA has higher volatility (3.32%) compared to JEPI (2.10%). In terms of maximum drawdown, DURA dropped -33.15% vs JEPI's -13.71%.

Which ETF is better, DURA or JEPI?

On 5-year performance, JEPI leads with 7.38% vs 7.38% for DURA. On fees, DURA is cheaper at 0.29% per year. On volatility, JEPI has been the lower-risk option at 2.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DURA or JEPI?

Over the 5-year period, JEPI has performed better with a 7.38% return vs 7.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DURA or JEPI?

DURA is cheaper with a 0.29% expense ratio, compared with 0.35% for JEPI.

Which ETF pays a higher dividend yield, DURA or JEPI?

JEPI has the higher dividend yield at 8.05%, compared with 3.20% for DURA.

What is the main difference between DURA and JEPI?

DURA is categorized as Large Cap Blend Equities, while JEPI is Dividend. They also come from different issuers: VanEck and JPMorgan. Their fees differ too: 0.29% for DURA and 0.35% for JEPI.

Which has better risk-adjusted returns?

DURA currently has the higher Sharpe Ratio (1.13 vs 1.04), 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.