FFEB vs. JEPI

In the year-to-date period, FFEB achieves a -1.17% return, which is significantly lower than JEPI's -0.61% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

FFEB has a 0.85% expense ratio, which is higher than JEPI's 0.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) 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.

The current FFEB Sharpe Ratio is 0.69, which is higher than the JEPI Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of FFEB and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FFEB has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.07%.

The maximum FFEB drawdown since its inception was -22.81%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for FFEB and JEPI. For additional features, visit the drawdowns tool.

FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) and JPMorgan Equity Premium Income ETF (JEPI) have volatilities of 5.19% and 4.96%, 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.