IDOG vs. JEPI

Last updated Jun 3, 2026

IDOG (ALPS International Sector Dividend Dogs ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - IDOG is a Foreign Large Cap Equities fund tracking the S-Network International Sector Dividend Dogs Index, while JEPI is a Dividend fund actively managed by JPMorgan. IDOG is passively managed, while JEPI is actively managed. Over the past 5 years, IDOG returned 13.68%/yr vs 7.30%/yr for JEPI. A 0.57 correlation means they provide meaningful diversification when combined. IDOG charges 0.50%/yr vs 0.35%/yr for JEPI.

Performance

IDOG vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS International Sector Dividend Dogs ETF (IDOG) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDOG achieves a 14.56% return, which is significantly higher than JEPI's 0.01% return.

IDOG

• 1D: 0.32%
• 1M: 2.78%
• YTD: 14.56%
• 6M: 18.11%
• 1Y: 34.92%
• 3Y*: 22.15%
• 5Y*: 13.68%
• 10Y*: 11.04%

JEPI

• 1D: 0.02%
• 1M: -1.94%
• YTD: 0.01%
• 6M: 0.89%
• 1Y: 7.76%
• 3Y*: 8.83%
• 5Y*: 7.30%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDOG vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IDOG ALPS International Sector Dividend Dogs ETF	14.56%	39.94%	1.35%	23.57%	-4.50%	11.33%	28.40%
JEPI JPMorgan Equity Premium Income ETF	0.01%	8.09%	12.57%	9.83%	-3.49%	21.52%	18.61%

Correlation

The correlation between IDOG and JEPI is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (All Time) Calculated using the full available price history since May 22, 2020	0.57

The correlation between IDOG and JEPI has been stable across timeframes, ranging from 0.53 to 0.57 - a consistent structural relationship.

IDOG vs. JEPI - Sectors Allocation Comparison

Sectors	IDOG	JEPI
Industrials	11.7%	13.8%
Financial Services	11.0%	9.8%
Energy	10.7%	3.5%
Utilities	10.0%	6.2%
Basic Materials	10.0%	1.9%
Communication Services	9.9%	6.9%
Consumer Cyclical	9.5%	11.7%
Consumer Defensive	9.4%	9.6%
Healthcare	9.3%	14.1%
Technology	8.5%	19.1%
Real Estate	-	3.5%

Return for Risk

IDOG vs. JEPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDOG

IDOG Risk / Return Rank: 82
IDOG Sharpe Ratio Rank: 80
IDOG Sortino Ratio Rank: 77
IDOG Omega Ratio Rank: 74
IDOG Calmar Ratio Rank: 90
IDOG Martin Ratio Rank: 88

JEPI

JEPI Risk / Return Rank: 27
JEPI Sharpe Ratio Rank: 28
JEPI Sortino Ratio Rank: 28
JEPI Omega Ratio Rank: 27
JEPI Calmar Ratio Rank: 25
JEPI Martin Ratio Rank: 27

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDOG vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS International Sector Dividend Dogs ETF (IDOG) 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.

	IDOG	JEPI	Difference
Sharpe ratio Return per unit of total volatility	2.63	0.99	+1.64
Sortino ratio Return per unit of downside risk	3.52	1.48	+2.04
Omega ratio Gain probability vs. loss probability	1.45	1.18	+0.26
Calmar ratio Return relative to maximum drawdown	5.58	1.18	+4.39
Martin ratio Return relative to average drawdown	19.56	3.87	+15.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDOG vs. JEPI - Sharpe Ratio Comparison

The current IDOG Sharpe Ratio is 2.63, which is higher than the JEPI Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IDOG and JEPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IDOG	JEPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	0.99	+1.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.66	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	1.01	-0.49

Drawdowns

IDOG vs. JEPI - Drawdown Comparison

The maximum IDOG drawdown since its inception was -37.32%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for IDOG and JEPI.

Drawdown Indicators

	IDOG	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	-37.32%	-13.71%	-23.61%
Max Drawdown (1Y) Largest decline over 1 year	-6.47%	-6.68%	+0.21%
Max Drawdown (3Y) Largest decline over 3 years	-13.92%	-13.26%	-0.66%
Max Drawdown (5Y) Largest decline over 5 years	-25.31%	-13.71%	-11.60%
Max Drawdown (10Y) Largest decline over 10 years	-37.32%	—	—
Current Drawdown Current decline from peak	0.00%	-4.96%	+4.96%
Average Drawdown Average peak-to-trough decline	-7.93%	-2.11%	-5.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	2.04%	-0.19%

Volatility

IDOG vs. JEPI - Volatility Comparison

ALPS International Sector Dividend Dogs ETF (IDOG) has a higher volatility of 4.22% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.34%. This indicates that IDOG'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.

Volatility by Period

	IDOG	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.22%	1.34%	+2.88%
Volatility (6M) Calculated over the trailing 6-month period	10.07%	6.10%	+3.97%
Volatility (1Y) Calculated over the trailing 1-year period	13.34%	7.85%	+5.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.61%	11.06%	+4.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.45%	10.80%	+6.65%

IDOG vs. JEPI - Expense Ratio Comparison

IDOG has a 0.50% expense ratio, which is higher than JEPI's 0.35% expense ratio.

Dividends

IDOG vs. JEPI - Dividend Comparison

IDOG's dividend yield for the trailing twelve months is around 3.40%, less than JEPI's 8.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDOG ALPS International Sector Dividend Dogs ETF	3.40%	4.26%	4.90%	4.86%	4.46%	3.85%	3.00%	5.41%	4.50%	3.33%	4.01%	4.19%
JEPI JPMorgan Equity Premium Income ETF	8.28%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IDOG and JEPI in my portfolio?

IDOG and JEPI have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDOG or JEPI?

IDOG has higher volatility (4.22%) compared to JEPI (1.34%). In terms of maximum drawdown, IDOG dropped -37.32% vs JEPI's -13.71%.

Which ETF is better, IDOG or JEPI?

On 5-year performance, IDOG leads with 13.68% vs 7.30% for JEPI. On fees, JEPI is cheaper at 0.35% per year. On volatility, JEPI has been the lower-risk option at 1.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDOG or JEPI?

Over the 5-year period, IDOG has performed better with a 13.68% return vs 7.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDOG or JEPI?

JEPI is cheaper with a 0.35% expense ratio, compared with 0.50% for IDOG.

Which ETF pays a higher dividend yield, IDOG or JEPI?

JEPI has the higher dividend yield at 8.28%, compared with 3.40% for IDOG.

What is the main difference between IDOG and JEPI?

IDOG is categorized as Foreign Large Cap Equities, while JEPI is Dividend. They also come from different issuers: SS&C and JPMorgan. Their fees differ too: 0.50% for IDOG and 0.35% for JEPI.

Which has better risk-adjusted returns?

IDOG currently has the higher Sharpe Ratio (2.63 vs 0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.