HELO vs. PHEQ

In the year-to-date period, HELO achieves a -3.41% return, which is significantly lower than PHEQ's -2.13% return.

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HELO has a 0.50% expense ratio, which is higher than PHEQ's 0.29% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Hedged Equity Laddered Overlay ETF (HELO) and Parametric Hedged Equity ETF (PHEQ). 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 HELO Sharpe Ratio is 0.69, which is comparable to the PHEQ Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of HELO and PHEQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HELO's dividend yield for the trailing twelve months is around 0.68%, less than PHEQ's 1.48% yield.

The maximum HELO drawdown since its inception was -10.89%, smaller than the maximum PHEQ drawdown of -12.55%. Use the drawdown chart below to compare losses from any high point for HELO and PHEQ. For additional features, visit the drawdowns tool.