ITDB vs. JEPI

Last updated Jun 5, 2026

ITDB (Ishares Lifepath Target Date 2030 ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - ITDB is a Target Retirement Date fund actively managed by iShares, while JEPI is a Dividend fund actively managed by JPMorgan. Both are actively managed. Over the past year, ITDB returned 16.43% vs 8.25% for JEPI. A 0.71 correlation means they provide meaningful diversification when combined. ITDB charges 0.09%/yr vs 0.35%/yr for JEPI.

Performance

ITDB vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2030 ETF (ITDB) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ITDB achieves a 6.50% return, which is significantly higher than JEPI's 0.69% return.

ITDB

• 1D: 0.16%
• 1M: 1.96%
• YTD: 6.50%
• 6M: 6.87%
• 1Y: 16.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JEPI

• 1D: 0.54%
• 1M: -0.71%
• YTD: 0.69%
• 6M: 1.05%
• 1Y: 8.25%
• 3Y*: 9.05%
• 5Y*: 7.37%
• 10Y*: —

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

ITDB vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ITDB Ishares Lifepath Target Date 2030 ETF	6.50%	14.58%	9.65%	11.73%
JEPI JPMorgan Equity Premium Income ETF	0.69%	8.09%	12.57%	5.72%

Correlation

The correlation between ITDB and JEPI is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.64
Correlation (All Time) Calculated using the full available price history since Oct 20, 2023	0.71

The correlation between ITDB and JEPI has been stable across timeframes, ranging from 0.64 to 0.71 - a consistent structural relationship.

ITDB vs. JEPI - Sectors Allocation Comparison

Sectors	ITDB	JEPI
Technology	26.0%	19.1%
Financial Services	14.9%	9.8%
Industrials	12.3%	13.8%
Consumer Cyclical	8.9%	11.7%
Communication Services	8.0%	6.9%
Healthcare	7.6%	14.1%
Real Estate	5.4%	3.5%
Energy	4.6%	3.5%
Consumer Defensive	4.6%	9.6%
Basic Materials	3.9%	1.9%
Utilities	3.8%	6.2%

Return for Risk

ITDB vs. JEPI — Risk / Return Rank

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

ITDB

ITDB Risk / Return Rank: 70
ITDB Sharpe Ratio Rank: 71
ITDB Sortino Ratio Rank: 73
ITDB Omega Ratio Rank: 73
ITDB Calmar Ratio Rank: 60
ITDB Martin Ratio Rank: 70

JEPI

JEPI Risk / Return Rank: 29
JEPI Sharpe Ratio Rank: 30
JEPI Sortino Ratio Rank: 30
JEPI Omega Ratio Rank: 30
JEPI Calmar Ratio Rank: 27
JEPI Martin Ratio Rank: 28

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.

ITDB vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2030 ETF (ITDB) 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.

	ITDB	JEPI	Difference
Sharpe ratio: Return per unit of total volatility	2.29	1.05	+1.23
Sortino ratio: Return per unit of downside risk	3.26	1.57	+1.70
Omega ratio: Gain probability vs. loss probability	1.43	1.19	+0.23
Calmar ratio: Return relative to maximum drawdown	2.91	1.24	+1.68
Martin ratio: Return relative to average drawdown	12.83	3.96	+8.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITDB vs. JEPI - Sharpe Ratio Comparison

The current ITDB Sharpe Ratio is 2.29, which is higher than the JEPI Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of ITDB 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.

Sharpe Ratios by Period

	ITDB	JEPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	1.05	+1.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.67	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.94	1.02	+0.92

Drawdowns

ITDB vs. JEPI - Drawdown Comparison

The maximum ITDB drawdown since its inception was -8.41%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for ITDB and JEPI.

Drawdown Indicators

	ITDB	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	-8.41%	-13.71%	+5.30%
Max Drawdown (1Y) Largest decline over 1 year	-5.66%	-6.68%	+1.02%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.71%	—
Current Drawdown Current decline from peak	-0.31%	-4.31%	+4.00%
Average Drawdown Average peak-to-trough decline	-0.94%	-2.12%	+1.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.28%	2.08%	-0.80%

Volatility

ITDB vs. JEPI - Volatility Comparison

Ishares Lifepath Target Date 2030 ETF (ITDB) has a higher volatility of 2.45% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.46%. This indicates that ITDB'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.

Volatility by Period

	ITDB	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.45%	1.46%	+0.99%
Volatility (6M) Calculated over the trailing 6-month period	5.90%	6.10%	-0.20%
Volatility (1Y) Calculated over the trailing 1-year period	7.23%	7.87%	-0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.60%	11.06%	-2.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.60%	10.80%	-2.20%

ITDB vs. JEPI - Expense Ratio Comparison

ITDB has a 0.09% expense ratio, which is lower than JEPI's 0.35% expense ratio.

Dividends

ITDB vs. JEPI - Dividend Comparison

ITDB's dividend yield for the trailing twelve months is around 1.92%, less than JEPI's 8.23% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
ITDB Ishares Lifepath Target Date 2030 ETF	1.92%	2.05%	1.96%	0.62%	0.00%	0.00%	0.00%
JEPI JPMorgan Equity Premium Income ETF	8.23%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%

Frequently Asked Questions

Can I hold both ITDB and JEPI in my portfolio?

ITDB and JEPI have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ITDB or JEPI?

ITDB has higher volatility (2.45%) compared to JEPI (1.46%). In terms of maximum drawdown, ITDB dropped -8.41% vs JEPI's -13.71%.

Which ETF is better, ITDB or JEPI?

On 1-year performance, ITDB leads with 16.43% vs 8.25% for JEPI. On fees, ITDB is cheaper at 0.09% per year. On volatility, JEPI has been the lower-risk option at 1.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ITDB or JEPI?

Over the 1-year period, ITDB has performed better with a 16.43% return vs 8.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ITDB or JEPI?

ITDB is cheaper with a 0.09% expense ratio, compared with 0.35% for JEPI.

Which ETF pays a higher dividend yield, ITDB or JEPI?

JEPI has the higher dividend yield at 8.23%, compared with 1.92% for ITDB.

What is the main difference between ITDB and JEPI?

ITDB is categorized as Target Retirement Date, while JEPI is Dividend. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.09% for ITDB and 0.35% for JEPI.

Which has better risk-adjusted returns?

ITDB currently has the higher Sharpe Ratio (2.29 vs 1.05), 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.