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ISPY vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ISPY and JEPI is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

ISPY vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 High Income ETF (ISPY) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
24.73%
14.34%
ISPY
JEPI

Key characteristics

Sortino Ratio

ISPY:

2.81

JEPI:

2.60

Omega Ratio

ISPY:

1.39

JEPI:

1.38

Ulcer Index

ISPY:

1.76%

JEPI:

1.13%

Daily Std Dev

ISPY:

11.46%

JEPI:

7.48%

Max Drawdown

ISPY:

-7.88%

JEPI:

-13.71%

Current Drawdown

ISPY:

-2.39%

JEPI:

-3.69%

Returns By Period

In the year-to-date period, ISPY achieves a 22.71% return, which is significantly higher than JEPI's 13.12% return.


ISPY

YTD

22.71%

1M

0.74%

6M

9.10%

1Y

23.54%

5Y*

N/A

10Y*

N/A

JEPI

YTD

13.12%

1M

-1.50%

6M

6.56%

1Y

13.86%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


ISPY vs. JEPI - Expense Ratio Comparison

ISPY has a 0.55% expense ratio, which is higher than JEPI's 0.35% expense ratio.


ISPY
ProShares S&P 500 High Income ETF
Expense ratio chart for ISPY: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

ISPY vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 High Income ETF (ISPY) 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.


Sharpe ratio
No data
The chart of Sortino ratio for ISPY, currently valued at 2.81, compared to the broader market-2.000.002.004.006.008.0010.002.812.60
The chart of Omega ratio for ISPY, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.38
ISPY
JEPI


Chart placeholderNot enough data

Dividends

ISPY vs. JEPI - Dividend Comparison

ISPY's dividend yield for the trailing twelve months is around 9.20%, more than JEPI's 7.30% yield.


TTM2023202220212020
ISPY
ProShares S&P 500 High Income ETF
9.20%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.30%8.40%11.67%6.59%5.79%

Drawdowns

ISPY vs. JEPI - Drawdown Comparison

The maximum ISPY drawdown since its inception was -7.88%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for ISPY and JEPI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.39%
-3.69%
ISPY
JEPI

Volatility

ISPY vs. JEPI - Volatility Comparison

ProShares S&P 500 High Income ETF (ISPY) has a higher volatility of 3.77% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.90%. This indicates that ISPY'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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.77%
2.90%
ISPY
JEPI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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