Correlation
The correlation between DURA and JEPQ 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.
DURA vs. JEPQ
Compare and contrast key facts about VanEck Vectors Morningstar Durable Dividend ETF (DURA) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
DURA and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DURA is a passively managed fund by VanEck that tracks the performance of the Morningstar US Dividend Valuation Index. It was launched on Oct 30, 2018. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DURA or JEPQ.
Performance
DURA vs. JEPQ - Performance Comparison
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Key characteristics
DURA:
0.39
JEPQ:
0.43
DURA:
0.58
JEPQ:
0.67
DURA:
1.08
JEPQ:
1.10
DURA:
0.37
JEPQ:
0.38
DURA:
1.22
JEPQ:
1.30
DURA:
4.33%
JEPQ:
5.88%
DURA:
15.05%
JEPQ:
20.30%
DURA:
-33.12%
JEPQ:
-20.07%
DURA:
-6.94%
JEPQ:
-7.23%
Returns By Period
In the year-to-date period, DURA achieves a -0.88% return, which is significantly higher than JEPQ's -2.97% return.
DURA
-0.88%
1.33%
-6.94%
5.86%
3.12%
7.67%
N/A
JEPQ
-2.97%
3.72%
-2.54%
8.58%
14.33%
N/A
N/A
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DURA vs. JEPQ - Expense Ratio Comparison
DURA has a 0.29% expense ratio, which is lower than JEPQ's 0.35% expense ratio.
Risk-Adjusted Performance
DURA vs. JEPQ — Risk-Adjusted Performance Rank
DURA
JEPQ
DURA vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar Durable Dividend ETF (DURA) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.
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Dividends
DURA vs. JEPQ - Dividend Comparison
DURA's dividend yield for the trailing twelve months is around 3.52%, less than JEPQ's 11.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
DURA VanEck Vectors Morningstar Durable Dividend ETF | 3.52% | 3.33% | 3.58% | 3.01% | 2.89% | 3.49% | 3.08% | 0.66% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.27% | 9.65% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DURA vs. JEPQ - Drawdown Comparison
The maximum DURA drawdown since its inception was -33.12%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for DURA and JEPQ.
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Volatility
DURA vs. JEPQ - Volatility Comparison
VanEck Vectors Morningstar Durable Dividend ETF (DURA) has a higher volatility of 4.25% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 2.06%. This indicates that DURA's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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