HSCZ vs. JEPI
Compare and contrast key facts about iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) and JPMorgan Equity Premium Income ETF (JEPI).
HSCZ and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HSCZ is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Small-Cap 100% Hedged to USD Index. It was launched on Jun 29, 2015. 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: HSCZ or JEPI.
Key characteristics
| HSCZ | JEPI | |
|---|---|---|
| YTD Return | 6.72% | 3.60% |
| 1Y Return | 16.37% | 10.43% |
| 3Y Return (Ann) | 5.15% | 7.05% |
| Sharpe Ratio | 1.49 | 1.34 |
| Daily Std Dev | 10.55% | 7.25% |
| Max Drawdown | -34.89% | -13.71% |
| Current Drawdown | -0.92% | -2.60% |
Correlation
The correlation between HSCZ and JEPI is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HSCZ vs. JEPI - Performance Comparison
In the year-to-date period, HSCZ achieves a 6.72% return, which is significantly higher than JEPI's 3.60% 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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HSCZ vs. JEPI - Expense Ratio Comparison
HSCZ has a 0.43% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
HSCZ vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) 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
HSCZ vs. JEPI - Dividend Comparison
HSCZ's dividend yield for the trailing twelve months is around 2.79%, less than JEPI's 7.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 2.79% | 2.98% | 26.91% | 2.90% | 1.46% | 4.51% | 6.15% | 2.52% | 2.57% | 1.75% |
JEPI JPMorgan Equity Premium Income ETF | 7.48% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
HSCZ vs. JEPI - Drawdown Comparison
The maximum HSCZ drawdown since its inception was -34.89%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for HSCZ and JEPI. For additional features, visit the drawdowns tool.
Volatility
HSCZ vs. JEPI - Volatility Comparison
iShares Currency Hedged MSCI EAFE Small Cap ETF (HSCZ) has a higher volatility of 2.96% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.64%. This indicates that HSCZ'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.