ICDU.L vs. JEPI
Compare and contrast key facts about iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (ICDU.L) and JPMorgan Equity Premium Income ETF (JEPI).
ICDU.L and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ICDU.L is a passively managed fund by iShares that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Nov 20, 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: ICDU.L or JEPI.
Key characteristics
| ICDU.L | JEPI | |
|---|---|---|
| YTD Return | 2.55% | 6.51% |
| 1Y Return | 24.26% | 13.81% |
| 3Y Return (Ann) | 6.69% | 7.65% |
| Sharpe Ratio | 1.36 | 1.79 |
| Daily Std Dev | 16.74% | 7.19% |
| Max Drawdown | -33.84% | -13.71% |
| Current Drawdown | -6.63% | 0.00% |
Correlation
The correlation between ICDU.L and JEPI is 0.38, 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.
Performance
ICDU.L vs. JEPI - Performance Comparison
In the year-to-date period, ICDU.L achieves a 2.55% return, which is significantly lower than JEPI's 6.51% 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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ICDU.L vs. JEPI - Expense Ratio Comparison
ICDU.L has a 0.15% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
ICDU.L vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (ICDU.L) 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
ICDU.L vs. JEPI - Dividend Comparison
ICDU.L has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 7.28%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
ICDU.L iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.28% | 8.40% | 11.68% | 6.59% | 5.79% |
Drawdowns
ICDU.L vs. JEPI - Drawdown Comparison
The maximum ICDU.L drawdown since its inception was -33.84%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for ICDU.L and JEPI. For additional features, visit the drawdowns tool.
Volatility
ICDU.L vs. JEPI - Volatility Comparison
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc) (ICDU.L) has a higher volatility of 5.39% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.97%. This indicates that ICDU.L'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.