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.
Key characteristics
| DURA | JEPQ | |
|---|---|---|
| YTD Return | 15.00% | 21.88% |
| 1Y Return | 21.77% | 28.96% |
| Sharpe Ratio | 2.23 | 2.41 |
| Sortino Ratio | 3.20 | 3.15 |
| Omega Ratio | 1.40 | 1.49 |
| Calmar Ratio | 2.09 | 2.76 |
| Martin Ratio | 13.35 | 11.93 |
| Ulcer Index | 1.59% | 2.48% |
| Daily Std Dev | 9.52% | 12.25% |
| Max Drawdown | -33.12% | -16.82% |
| Current Drawdown | -0.37% | 0.00% |
Correlation
The correlation between DURA and JEPQ is 0.51, 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
DURA vs. JEPQ - Performance Comparison
In the year-to-date period, DURA achieves a 15.00% return, which is significantly lower than JEPQ's 21.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
DURA vs. JEPQ - Dividend Comparison
DURA's dividend yield for the trailing twelve months is around 2.88%, less than JEPQ's 9.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
DURA VanEck Vectors Morningstar Durable Dividend ETF | 2.88% | 3.58% | 3.01% | 2.89% | 3.49% | 3.08% | 0.66% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.46% | 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 -16.82%. Use the drawdown chart below to compare losses from any high point for DURA and JEPQ. For additional features, visit the drawdowns tool.
Volatility
DURA vs. JEPQ - Volatility Comparison
The current volatility for VanEck Vectors Morningstar Durable Dividend ETF (DURA) is 2.69%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 3.34%. This indicates that DURA experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.