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GLTR vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

GLTR vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.58%
9.24%
GLTR
JEPI

Returns By Period

In the year-to-date period, GLTR achieves a 25.23% return, which is significantly higher than JEPI's 15.68% return.


GLTR

YTD

25.23%

1M

-5.63%

6M

9.58%

1Y

28.85%

5Y (annualized)

9.42%

10Y (annualized)

6.29%

JEPI

YTD

15.68%

1M

1.17%

6M

9.24%

1Y

18.27%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


GLTRJEPI
Sharpe Ratio1.502.63
Sortino Ratio2.093.65
Omega Ratio1.261.52
Calmar Ratio1.054.81
Martin Ratio7.4618.61
Ulcer Index3.76%1.00%
Daily Std Dev18.76%7.08%
Max Drawdown-55.70%-13.71%
Current Drawdown-6.39%-0.28%

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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.


GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF
Expense ratio chart for GLTR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Correlation

-0.50.00.51.00.2

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.

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.


Sharpe ratio
The chart of Sharpe ratio for GLTR, currently valued at 1.50, compared to the broader market0.002.004.001.502.63
The chart of Sortino ratio for GLTR, currently valued at 2.09, compared to the broader market-2.000.002.004.006.008.0010.0012.002.093.65
The chart of Omega ratio for GLTR, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.52
The chart of Calmar ratio for GLTR, currently valued at 1.41, compared to the broader market0.005.0010.0015.001.414.81
The chart of Martin ratio for GLTR, currently valued at 7.46, compared to the broader market0.0020.0040.0060.0080.00100.007.4618.61
GLTR
JEPI

The current GLTR Sharpe Ratio is 1.50, which is lower than the JEPI Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of GLTR 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.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.50
2.63
GLTR
JEPI

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 7.07%.


TTM2023202220212020
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
7.07%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.39%
-0.28%
GLTR
JEPI

Volatility

GLTR vs. JEPI - Volatility Comparison

Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) has a higher volatility of 6.12% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.25%. 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.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.12%
2.25%
GLTR
JEPI