IDV vs. JEPI
Compare and contrast key facts about iShares International Select Dividend ETF (IDV) and JPMorgan Equity Premium Income ETF (JEPI).
IDV and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDV is a passively managed fund by iShares that tracks the performance of the Dow Jones EPAC Select Dividend. It was launched on Jun 11, 2007. 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: IDV or JEPI.
Key characteristics
| IDV | JEPI | |
|---|---|---|
| YTD Return | 7.80% | 6.54% |
| 1Y Return | 16.83% | 12.94% |
| 3Y Return (Ann) | 2.48% | 7.71% |
| Sharpe Ratio | 1.30 | 1.94 |
| Daily Std Dev | 13.10% | 7.13% |
| Max Drawdown | -70.14% | -13.71% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between IDV and JEPI is 0.60, 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
IDV vs. JEPI - Performance Comparison
In the year-to-date period, IDV achieves a 7.80% return, which is significantly higher than JEPI's 6.54% 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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IDV vs. JEPI - Expense Ratio Comparison
IDV has a 0.49% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
IDV vs. JEPI - Risk-Adjusted Performance 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.
Dividends
IDV vs. JEPI - Dividend Comparison
IDV's dividend yield for the trailing twelve months is around 6.17%, less than JEPI's 7.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 6.17% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% | 6.03% | 4.48% |
JEPI JPMorgan Equity Premium Income ETF | 7.27% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. For additional features, visit the drawdowns tool.
Volatility
IDV vs. JEPI - Volatility Comparison
iShares International Select Dividend ETF (IDV) has a higher volatility of 3.22% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.93%. 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.