IDOG vs. JEPQ

Last updated Jun 14, 2026

IDOG (ALPS International Sector Dividend Dogs ETF) and JEPQ (JPMorgan Nasdaq 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 JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. Both are passively managed. Over the past 3 years, IDOG returned 21.66%/yr vs 19.91%/yr for JEPQ. A 0.51 correlation means they provide meaningful diversification when combined. IDOG charges 0.50%/yr vs 0.35%/yr for JEPQ.

Performance

IDOG vs. JEPQ - Performance Comparison

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

Returns By Period

In the year-to-date period, IDOG achieves a 15.19% return, which is significantly higher than JEPQ's 7.85% return.

IDOG

• 1D: 0.25%
• 1M: 1.68%
• YTD: 15.19%
• 6M: 16.21%
• 1Y: 35.59%
• 3Y*: 21.66%
• 5Y*: 13.53%
• 10Y*: 11.68%

JEPQ

• 1D: 0.62%
• 1M: 0.68%
• YTD: 7.85%
• 6M: 8.80%
• 1Y: 26.60%
• 3Y*: 19.91%
• 5Y*: —
• 10Y*: —

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

IDOG vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IDOG ALPS International Sector Dividend Dogs ETF	15.19%	39.94%	1.35%	23.57%	-3.80%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	7.85%	15.18%	24.85%	36.28%	-11.16%

Correlation

The correlation between IDOG and JEPQ is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (All Time) Calculated using the full available price history since May 4, 2022	0.51

The correlation between IDOG and JEPQ has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

IDOG vs. JEPQ - Sectors Allocation Comparison

Sectors	IDOG	JEPQ
Industrials	12.2%	2.8%
Financial Services	11.3%	0.3%
Basic Materials	10.2%	0.9%
Energy	10.1%	0.3%
Communication Services	9.8%	13.9%
Consumer Cyclical	9.6%	11.8%
Utilities	9.6%	1.1%
Consumer Defensive	9.1%	6.0%
Technology	9.1%	58.9%
Healthcare	8.9%	3.9%
Real Estate	-	0.2%

Return for Risk

IDOG vs. JEPQ — Risk / Return Rank

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

IDOG

IDOG Risk / Return Rank: 87
IDOG Sharpe Ratio Rank: 87
IDOG Sortino Ratio Rank: 84
IDOG Omega Ratio Rank: 82
IDOG Calmar Ratio Rank: 92
IDOG Martin Ratio Rank: 91

JEPQ

JEPQ Risk / Return Rank: 74
JEPQ Sharpe Ratio Rank: 73
JEPQ Sortino Ratio Rank: 69
JEPQ Omega Ratio Rank: 79
JEPQ Calmar Ratio Rank: 66
JEPQ Martin Ratio Rank: 81

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. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS International Sector Dividend Dogs ETF (IDOG) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	IDOG	JEPQ	Difference
Sharpe ratio: Return per unit of total volatility	2.49	2.03	+0.45
Sortino ratio: Return per unit of downside risk	3.30	2.69	+0.61
Omega ratio: Gain probability vs. loss probability	1.42	1.40	+0.02
Calmar ratio: Return relative to maximum drawdown	5.31	2.91	+2.40
Martin ratio: Return relative to average drawdown	18.43	13.84	+4.59

IDOG vs. JEPQ - Sharpe Ratio Comparison

The current IDOG Sharpe Ratio is 2.49, which is comparable to the JEPQ Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of IDOG and JEPQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IDOG vs. JEPQ - Drawdown Comparison

The maximum IDOG drawdown since its inception was -37.32%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for IDOG and JEPQ.

Drawdown Indicators

	IDOG	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-37.32%	-20.07%	-17.25%
Max Drawdown (1Y) Largest decline over 1 year	-6.47%	-8.82%	+2.35%
Max Drawdown (3Y) Largest decline over 3 years	-13.92%	-20.07%	+6.15%
Max Drawdown (5Y) Largest decline over 5 years	-25.31%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.32%	—	—
Current Drawdown Current decline from peak	0.00%	-1.64%	+1.64%
Average Drawdown Average peak-to-trough decline	-7.91%	-3.41%	-4.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	1.85%	+0.02%

Volatility

IDOG vs. JEPQ - Volatility Comparison

ALPS International Sector Dividend Dogs ETF (IDOG) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 4.82% and 4.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDOG	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.82%	4.98%	-0.16%
Volatility (6M) Calculated over the trailing 6-month period	10.76%	10.22%	+0.54%
Volatility (1Y) Calculated over the trailing 1-year period	13.84%	12.61%	+1.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.70%	16.73%	-1.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.45%	16.73%	+0.72%

IDOG vs. JEPQ - Expense Ratio Comparison

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

Dividends

IDOG vs. JEPQ - Dividend Comparison

IDOG's dividend yield for the trailing twelve months is around 3.39%, less than JEPQ's 10.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDOG ALPS International Sector Dividend Dogs ETF	3.39%	4.26%	4.90%	4.86%	4.46%	3.85%	3.00%	5.41%	4.50%	3.33%	4.01%	4.19%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.22%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IDOG and JEPQ in my portfolio?

IDOG and JEPQ have a correlation of 0.47, 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 JEPQ?

JEPQ has higher volatility (4.98%) compared to IDOG (4.82%). In terms of maximum drawdown, IDOG dropped -37.32% vs JEPQ's -20.07%.

Which ETF is better, IDOG or JEPQ?

On 3-year performance, IDOG leads with 21.66% vs 19.91% for JEPQ. On fees, JEPQ is cheaper at 0.35% per year. On volatility, IDOG has been the lower-risk option at 4.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDOG or JEPQ?

Over the 3-year period, IDOG has performed better with a 21.66% return vs 19.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDOG or JEPQ?

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

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

JEPQ has the higher dividend yield at 10.22%, compared with 3.39% for IDOG.

What is the main difference between IDOG and JEPQ?

IDOG is categorized as Foreign Large Cap Equities, while JEPQ is Nasdaq-100. IDOG tracks S-Network International Sector Dividend Dogs Index, while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: SS&C and JPMorgan. Their fees differ too: 0.50% for IDOG and 0.35% for JEPQ.

Which has better risk-adjusted returns?

IDOG currently has the higher Sharpe Ratio (2.49 vs 2.03), 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.