IVVW vs. JEPAX

In the year-to-date period, IVVW achieves a -3.03% return, which is significantly lower than JEPAX's -0.16% return.

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IVVW has a 0.25% expense ratio, which is lower than JEPAX's 0.85% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 BuyWrite ETF (IVVW) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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.

The current IVVW Sharpe Ratio is 0.46, which is comparable to the JEPAX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of IVVW and JEPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IVVW's dividend yield for the trailing twelve months is around 17.28%, more than JEPAX's 7.66% yield.

The maximum IVVW drawdown since its inception was -16.79%, smaller than the maximum JEPAX drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for IVVW and JEPAX. For additional features, visit the drawdowns tool.

The current volatility for iShares S&P 500 BuyWrite ETF (IVVW) is 3.04%, while JPMorgan Equity Premium Income Fund Class A (JEPAX) has a volatility of 3.81%. This indicates that IVVW experiences smaller price fluctuations and is considered to be less risky than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.