IWDA.AS vs. JEPI
IWDA.AS (iShares Core MSCI World UCITS ETF USD (Acc)) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - IWDA.AS is a Global Equities fund tracking the MSCI World Index, while JEPI is a Dividend fund actively managed by JPMorgan. IWDA.AS is passively managed, while JEPI is actively managed. Over the past 5 years, IWDA.AS returned 12.88%/yr vs 8.46%/yr for JEPI. At a 0.43 correlation, their price movements are largely independent. IWDA.AS charges 0.20%/yr vs 0.35%/yr for JEPI.
Performance
IWDA.AS vs. JEPI - Performance Comparison
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Different Trading Currencies
IWDA.AS is traded in EUR, while JEPI is traded in USD. To make them comparable, the JEPI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IWDA.AS achieves a 11.06% return, which is significantly higher than JEPI's 1.89% return.
IWDA.AS
- 1D
- -0.03%
- 1M
- 3.65%
- YTD
- 11.06%
- 6M
- 11.08%
- 1Y
- 23.22%
- 3Y*
- 17.53%
- 5Y*
- 12.88%
- 10Y*
- 12.81%
JEPI
- 1D
- -0.42%
- 1M
- 1.77%
- YTD
- 1.89%
- 6M
- 1.81%
- 1Y
- 5.72%
- 3Y*
- 6.28%
- 5Y*
- 8.46%
- 10Y*
- —
IWDA.AS vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 11.06% | 7.08% | 27.23% | 19.89% | -13.54% | 32.54% | 16.79% |
JEPI JPMorgan Equity Premium Income ETF | 1.89% | -4.74% | 20.00% | 6.53% | 2.49% | 30.61% | 6.27% |
Correlation
The correlation between IWDA.AS and JEPI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since May 22, 2020 | 0.43 |
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Return for Risk
IWDA.AS vs. JEPI — Risk / Return Rank
IWDA.AS
JEPI
IWDA.AS vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) 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.
| IWDA.AS | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.51 | ||
| Sortino ratioReturn per unit of downside risk | +2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.12 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 1.09 | +2.55 |
| Martin ratioReturn relative to average drawdown | 14.53 | 2.85 | +11.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWDA.AS | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 0.65 | +1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.70 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.84 | -0.01 |
Drawdowns
IWDA.AS vs. JEPI - Drawdown Comparison
The maximum IWDA.AS drawdown since its inception was -33.63%, which is greater than JEPI's maximum drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for IWDA.AS and JEPI.
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Drawdown Indicators
| IWDA.AS | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.63% | -19.13% | -14.50% |
Max Drawdown (1Y)Largest decline over 1 year | -6.45% | -5.26% | -1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -21.59% | -19.13% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -21.59% | -19.13% | -2.46% |
Max Drawdown (10Y)Largest decline over 10 years | -33.63% | — | — |
Current DrawdownCurrent decline from peak | -0.34% | -6.45% | +6.11% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -3.69% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.01% | -0.38% |
Volatility
IWDA.AS vs. JEPI - Volatility Comparison
iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) has a higher volatility of 2.62% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.04%. This indicates that IWDA.AS'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.
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Volatility by Period
| IWDA.AS | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.04% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 6.49% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.90% | 8.92% | +1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 12.14% | +1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 11.83% | +3.16% |
IWDA.AS vs. JEPI - Expense Ratio Comparison
IWDA.AS has a 0.20% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Dividends
IWDA.AS vs. JEPI - Dividend Comparison
IWDA.AS has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 8.28% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
Frequently Asked Questions
IWDA.AS and JEPI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWDA.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWDA.AS is cheaper with a 0.20% expense ratio, compared with 0.35% for JEPI.
IWDA.AS is categorized as Global Equities, while JEPI is Dividend. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for IWDA.AS and 0.35% for JEPI.
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