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IDV vs. JEPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDV vs. JEPI

Last updated Aug 6, 2026
Documentation

IDV (iShares International Select Dividend ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend, while JEPI is a Dividend fund actively managed by JPMorgan. IDV is passively managed, while JEPI is actively managed. Over the past 5 years, IDV returned 13.38%/yr vs 7.48%/yr for JEPI. Their 0.56 correlation means they have sometimes moved together and sometimes differently. IDV charges 0.49%/yr vs 0.35%/yr for JEPI.

Performance

IDV vs. JEPI - Performance Comparison

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

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Returns By Period

In the year-to-date period, IDV achieves a 15.85% return, which is significantly higher than JEPI's 5.34% return.

IDV

1D
-0.25%
1M
5.34%
6M
6.55%
YTD
15.85%
1Y
32.40%
3Y*
25.76%
5Y*
13.38%
10Y*
10.46%
ALL TIME*
4.99%

JEPI

1D
0.28%
1M
1.99%
6M
2.32%
YTD
5.34%
1Y
11.45%
3Y*
9.79%
5Y*
7.48%
10Y*
—
ALL TIME*
11.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

IDV

iShares International Select Dividend ETF
$33.01M$32.79M$39.75M

JEPI

JPMorgan Equity Premium Income ETF
$297.97M$266.12M$294.88M

IDV vs. JEPI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
IDV
iShares International Select Dividend ETF		15.85%52.16%4.00%10.32%-6.40%12.00%28.96%
JEPI
JPMorgan Equity Premium Income ETF		5.34%8.09%12.57%9.83%-3.49%21.52%18.39%

Correlation

The correlation between IDV and JEPI is 0.48, which is low. Their historical price movements had little consistent relationship.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.48

Correlation (3Y)
Balances recent behavior with more history.

0.52

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.57

Correlation (All Time)
Calculated using the full available price history since May 21, 2020

0.56

The correlation between IDV and JEPI has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.

IDV vs. JEPI - Sectors Allocation Comparison

Sectors
IDV
JEPI

Financial Services

33.3%
8.9%

Energy

13.9%
2.6%

Utilities

12.1%
4.9%

Communication Services

9.5%
6.1%

Consumer Cyclical

8.6%
9.8%

Consumer Defensive

7.6%
7.7%

Industrials

6.4%
11.2%

Basic Materials

5.7%
1.6%

Real Estate

2.0%
2.6%

Technology

0.8%
15.4%

Healthcare

-

12.9%

Financial Services

IDV
33.3%
JEPI
8.9%

Energy

IDV
13.9%
JEPI
2.6%

Utilities

IDV
12.1%
JEPI
4.9%

Communication Services

IDV
9.5%
JEPI
6.1%

Consumer Cyclical

IDV
8.6%
JEPI
9.8%

Consumer Defensive

IDV
7.6%
JEPI
7.7%

Industrials

IDV
6.4%
JEPI
11.2%

Basic Materials

IDV
5.7%
JEPI
1.6%

Real Estate

IDV
2.0%
JEPI
2.6%

Technology

IDV
0.8%
JEPI
15.4%

Healthcare

IDV

-

JEPI
12.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares International Select Dividend ETF

JPMorgan Equity Premium Income ETF

Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. FIDI
Often compared with JEPI:
JEPI vs. JEPQJEPI vs. SCHDJEPI vs. SPYJEPI vs. QYLDJEPI vs. SPYIJEPI vs. QQQIJEPI vs. DIVO

Return for Risk

IDV vs. JEPI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
IDV
IDV Risk / Return Rank: 8787
Overall Rank
IDV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8989
Sortino Ratio Rank
IDV Omega Ratio Rank: 9090
Omega Ratio Rank
IDV Calmar Ratio Rank: 8787
Calmar Ratio Rank
IDV Martin Ratio Rank: 8080
Martin Ratio Rank
JEPI
JEPI Risk / Return Rank: 4747
Overall Rank
JEPI Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 5252
Sortino Ratio Rank
JEPI Omega Ratio Rank: 5252
Omega Ratio Rank
JEPI Calmar Ratio Rank: 4242
Calmar Ratio Rank
JEPI Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IDV vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) 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.

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.

IDVJEPIDifference
Sharpe ratioReturn per unit of total volatility
2.50
1.44

+1.06

Sortino ratioReturn per unit of downside risk
3.34
2.10

+1.24

Omega ratioGain probability vs. loss probability

1.46

1.27

+0.19

Calmar ratioReturn relative to maximum drawdown

3.82

1.72

+2.10

Martin ratioReturn relative to average drawdown

11.86

4.88

+6.98

IDV vs. JEPI - Sharpe Ratio Comparison

The current IDV Sharpe Ratio is 2.50, which is higher than the JEPI Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of IDV 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.

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Drawdowns

IDV vs. JEPI - Drawdown Comparison

The maximum IDV drawdown since its inception was -70.14%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for IDV and JEPI.

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Drawdown Indicators

IDVJEPIDifference

Max Drawdown

Largest peak-to-trough decline

-70.14%

-13.71%

-56.43%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

-6.68%

-1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

-13.26%

+1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

-13.71%

-15.48%

Max Drawdown (10Y)

Largest decline over 10 years

-42.50%

—

—

Current Drawdown

Current decline from peak

-0.25%

0.00%

-0.25%

Average Drawdown

Average peak-to-trough decline

-15.29%

-2.13%

-13.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.35%

+0.39%

Volatility

IDV vs. JEPI - Volatility Comparison

iShares International Select Dividend ETF (IDV) has a higher volatility of 2.76% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.22%. This indicates that IDV'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.

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Volatility by Period

IDVJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

2.22%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

10.86%

6.38%

+4.48%

Volatility (1Y)

Calculated over the trailing 1-year period

13.01%

8.01%

+5.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.54%

11.11%

+4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

10.73%

+6.89%

IDV vs. JEPI - Expense Ratio Comparison

IDV has a 0.49% expense ratio, which is higher than JEPI's 0.35% expense ratio.

Dividends

IDV vs. JEPI - Dividend Comparison

IDV's dividend yield for the trailing twelve months is around 5.13%, less than JEPI's 7.96% yield.

PositionTTM20252024202320222021202020192018201720162015
IDV
iShares International Select Dividend ETF		5.13%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
JEPI
JPMorgan Equity Premium Income ETF		7.96%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

IDV and JEPI have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDV has higher volatility (2.76%) compared to JEPI (2.22%). In terms of maximum drawdown, IDV dropped -70.14% vs JEPI's -13.71%.

On 5-year performance, IDV leads with 13.38% vs 7.48% for JEPI. On fees, JEPI is cheaper at 0.35% per year. On volatility, JEPI has been the lower-risk option at 2.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IDV has performed better with a 13.38% return vs 7.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JEPI is cheaper with a 0.35% expense ratio, compared with 0.49% for IDV.

JEPI has the higher dividend yield at 7.96%, compared with 5.13% for IDV.

IDV is categorized as Global Equities, while JEPI is Dividend. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.49% for IDV and 0.35% for JEPI.

IDV currently has the higher Sharpe Ratio (2.50 vs 1.44), 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.

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