GLTR vs. JEPI
Compare and contrast key facts about Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) and JPMorgan Equity Premium Income ETF (JEPI).
GLTR and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLTR is a passively managed fund by Abrdn Plc that tracks the performance of the ETFS Physical Precious Metals Basket Index. It was launched on Oct 22, 2010. 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: GLTR or JEPI.
Key characteristics
| GLTR | JEPI | |
|---|---|---|
| YTD Return | 27.71% | 15.21% |
| 1Y Return | 35.10% | 19.89% |
| 3Y Return (Ann) | 8.15% | 8.43% |
| Sharpe Ratio | 1.83 | 2.83 |
| Sortino Ratio | 2.48 | 3.95 |
| Omega Ratio | 1.31 | 1.57 |
| Calmar Ratio | 1.24 | 5.17 |
| Martin Ratio | 9.94 | 20.20 |
| Ulcer Index | 3.41% | 0.99% |
| Daily Std Dev | 18.58% | 7.06% |
| Max Drawdown | -55.70% | -13.71% |
| Current Drawdown | -4.53% | 0.00% |
Correlation
The correlation between GLTR and JEPI is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GLTR vs. JEPI - Performance Comparison
In the year-to-date period, GLTR achieves a 27.71% return, which is significantly higher than JEPI's 15.21% 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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GLTR vs. JEPI - Expense Ratio Comparison
GLTR has a 0.60% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
GLTR vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) 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
GLTR vs. JEPI - Dividend Comparison
GLTR has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.10%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.10% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
GLTR vs. JEPI - Drawdown Comparison
The maximum GLTR drawdown since its inception was -55.70%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for GLTR and JEPI. For additional features, visit the drawdowns tool.
Volatility
GLTR vs. JEPI - Volatility Comparison
Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) has a higher volatility of 6.29% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.98%. This indicates that GLTR'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.