HNDL vs. JEPI
Compare and contrast key facts about Strategy Shares Nasdaq 7HANDL Index ETF (HNDL) and JPMorgan Equity Premium Income ETF (JEPI).
HNDL and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HNDL is a passively managed fund by Rational Capital LLC that tracks the performance of the NASDAQ 7 HANDL™ Index. It was launched on Jan 17, 2018. 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: HNDL or JEPI.
Key characteristics
| HNDL | JEPI | |
|---|---|---|
| YTD Return | 13.63% | 15.91% |
| 1Y Return | 24.54% | 21.29% |
| 3Y Return (Ann) | 1.44% | 8.56% |
| Sharpe Ratio | 2.62 | 2.91 |
| Sortino Ratio | 3.69 | 4.06 |
| Omega Ratio | 1.47 | 1.59 |
| Calmar Ratio | 1.40 | 5.33 |
| Martin Ratio | 16.56 | 20.85 |
| Ulcer Index | 1.39% | 0.99% |
| Daily Std Dev | 8.81% | 7.08% |
| Max Drawdown | -23.72% | -13.71% |
| Current Drawdown | -0.05% | 0.00% |
Correlation
The correlation between HNDL and JEPI is 0.70, 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
HNDL vs. JEPI - Performance Comparison
In the year-to-date period, HNDL achieves a 13.63% return, which is significantly lower than JEPI's 15.91% 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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HNDL vs. JEPI - Expense Ratio Comparison
HNDL has a 0.97% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
HNDL vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategy Shares Nasdaq 7HANDL Index ETF (HNDL) 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
HNDL vs. JEPI - Dividend Comparison
HNDL's dividend yield for the trailing twelve months is around 6.63%, less than JEPI's 7.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
HNDL Strategy Shares Nasdaq 7HANDL Index ETF | 6.63% | 6.78% | 7.86% | 6.86% | 6.68% | 6.82% | 6.91% |
JEPI JPMorgan Equity Premium Income ETF | 7.06% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% |
Drawdowns
HNDL vs. JEPI - Drawdown Comparison
The maximum HNDL drawdown since its inception was -23.72%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for HNDL and JEPI. For additional features, visit the drawdowns tool.
Volatility
HNDL vs. JEPI - Volatility Comparison
Strategy Shares Nasdaq 7HANDL Index ETF (HNDL) has a higher volatility of 2.49% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.04%. This indicates that HNDL'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.