HEGD vs. JEPI
Compare and contrast key facts about Swan Hedged Equity US Large Cap ETF (HEGD) and JPMorgan Equity Premium Income ETF (JEPI).
HEGD and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HEGD is an actively managed fund by Swan Global Investments. It was launched on Dec 22, 2020. 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: HEGD or JEPI.
Correlation
The correlation between HEGD and JEPI is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
HEGD vs. JEPI - Performance Comparison
Key characteristics
HEGD:
1.92
JEPI:
1.71
HEGD:
2.74
JEPI:
2.34
HEGD:
1.35
JEPI:
1.33
HEGD:
3.55
JEPI:
2.82
HEGD:
12.61
JEPI:
9.60
HEGD:
1.29%
JEPI:
1.35%
HEGD:
8.45%
JEPI:
7.61%
HEGD:
-14.56%
JEPI:
-13.71%
HEGD:
-1.93%
JEPI:
-3.54%
Returns By Period
The year-to-date returns for both investments are quite close, with HEGD having a 0.62% return and JEPI slightly higher at 0.63%.
HEGD
0.62%
-1.57%
3.73%
16.67%
N/A
N/A
JEPI
0.63%
-2.32%
6.97%
13.08%
N/A
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
HEGD vs. JEPI - Expense Ratio Comparison
HEGD has a 0.87% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
HEGD vs. JEPI — Risk-Adjusted Performance Rank
HEGD
JEPI
HEGD vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Swan Hedged Equity US Large Cap ETF (HEGD) 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
HEGD vs. JEPI - Dividend Comparison
HEGD's dividend yield for the trailing twelve months is around 0.43%, less than JEPI's 7.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|
HEGD Swan Hedged Equity US Large Cap ETF | 0.43% | 0.43% | 0.39% | 0.87% | 0.31% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.28% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
HEGD vs. JEPI - Drawdown Comparison
The maximum HEGD drawdown since its inception was -14.56%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for HEGD and JEPI. For additional features, visit the drawdowns tool.
Volatility
HEGD vs. JEPI - Volatility Comparison
The current volatility for Swan Hedged Equity US Large Cap ETF (HEGD) is 2.56%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 3.12%. This indicates that HEGD experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.