ILF vs. JEPI
Compare and contrast key facts about iShares Latin American 40 ETF (ILF) and JPMorgan Equity Premium Income ETF (JEPI).
ILF and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ILF is a passively managed fund by iShares that tracks the performance of the S&P Latin America 40 Index. It was launched on Oct 25, 2001. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
ILF vs. JEPI - Performance Comparison
Loading graphics...
ILF vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ILF iShares Latin American 40 ETF | 16.65% | 52.65% | -23.11% | 33.14% | 9.81% | -13.59% | 53.73% |
JEPI JPMorgan Equity Premium Income ETF | 0.20% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
Returns By Period
In the year-to-date period, ILF achieves a 16.65% return, which is significantly higher than JEPI's 0.20% return.
ILF
- 1D
- 4.41%
- 1M
- -2.63%
- YTD
- 16.65%
- 6M
- 25.92%
- 1Y
- 58.11%
- 3Y*
- 20.46%
- 5Y*
- 13.16%
- 10Y*
- 8.47%
JEPI
- 1D
- 1.85%
- 1M
- -4.79%
- YTD
- 0.20%
- 6M
- 3.11%
- 1Y
- 7.84%
- 3Y*
- 9.57%
- 5Y*
- 8.26%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ILF vs. JEPI - Expense Ratio Comparison
ILF has a 0.48% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Return for Risk
ILF vs. JEPI — Risk / Return Rank
ILF
JEPI
ILF vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Latin American 40 ETF (ILF) 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.
| ILF | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.48 | 0.60 | +1.88 |
Sortino ratioReturn per unit of downside risk | 3.06 | 0.93 | +2.13 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.15 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 4.47 | 0.85 | +3.62 |
Martin ratioReturn relative to average drawdown | 15.54 | 4.15 | +11.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ILF | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.48 | 0.60 | +1.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.75 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.03 | -0.72 |
Correlation
The correlation between ILF and JEPI is 0.41, 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.
Dividends
ILF vs. JEPI - Dividend Comparison
ILF's dividend yield for the trailing twelve months is around 3.76%, less than JEPI's 8.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILF iShares Latin American 40 ETF | 3.76% | 4.39% | 7.44% | 4.61% | 12.72% | 8.47% | 1.88% | 3.09% | 3.12% | 1.80% | 1.59% | 3.25% |
JEPI JPMorgan Equity Premium Income ETF | 8.40% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ILF vs. JEPI - Drawdown Comparison
The maximum ILF drawdown since its inception was -67.48%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for ILF and JEPI.
Loading graphics...
Drawdown Indicators
| ILF | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.48% | -13.71% | -53.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.67% | -10.28% | -2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -13.71% | -16.00% |
Max Drawdown (10Y)Largest decline over 10 years | -57.79% | — | — |
Current DrawdownCurrent decline from peak | -4.82% | -4.79% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -24.07% | -2.07% | -22.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 2.10% | +1.55% |
Volatility
ILF vs. JEPI - Volatility Comparison
iShares Latin American 40 ETF (ILF) has a higher volatility of 11.60% compared to JPMorgan Equity Premium Income ETF (JEPI) at 3.95%. This indicates that ILF'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.
Loading graphics...
Volatility by Period
| ILF | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.60% | 3.95% | +7.65% |
Volatility (6M)Calculated over the trailing 6-month period | 17.90% | 6.36% | +11.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.59% | 13.26% | +10.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.24% | 11.06% | +12.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.59% | 10.89% | +17.70% |