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

Correlation

The correlation between IWMY and JEPI is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IWMY vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance R2000 Enhanced Options & 0DTE Income ETF (IWMY) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000,000.00%10,000,000.00%15,000,000.00%20,000,000.00%25,000,000.00%NovemberDecember2025FebruaryMarchApril
23,429,900.00%
16.67%
IWMY
JEPI

Key characteristics

Sharpe Ratio

IWMY:

-0.04

JEPI:

0.41

Sortino Ratio

IWMY:

0.05

JEPI:

0.67

Omega Ratio

IWMY:

1.01

JEPI:

1.11

Calmar Ratio

IWMY:

-0.04

JEPI:

0.43

Martin Ratio

IWMY:

-0.14

JEPI:

1.99

Ulcer Index

IWMY:

4.88%

JEPI:

2.83%

Daily Std Dev

IWMY:

16.70%

JEPI:

13.76%

Max Drawdown

IWMY:

-18.72%

JEPI:

-13.71%

Current Drawdown

IWMY:

-13.46%

JEPI:

-7.02%

Returns By Period

In the year-to-date period, IWMY achieves a -8.31% return, which is significantly lower than JEPI's -2.96% return.


IWMY

YTD

-8.31%

1M

-8.28%

6M

-9.77%

1Y

-1.30%

5Y*

N/A

10Y*

N/A

JEPI

YTD

-2.96%

1M

-4.23%

6M

-4.11%

1Y

4.70%

5Y*

N/A

10Y*

N/A

*Annualized

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IWMY vs. JEPI - Expense Ratio Comparison

IWMY has a 0.99% expense ratio, which is higher than JEPI's 0.35% expense ratio.


Expense ratio chart for IWMY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWMY: 0.99%
Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%

Risk-Adjusted Performance

IWMY vs. JEPI — Risk-Adjusted Performance Rank

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

IWMY
The Risk-Adjusted Performance Rank of IWMY is 2020
Overall Rank
The Sharpe Ratio Rank of IWMY is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of IWMY is 1919
Sortino Ratio Rank
The Omega Ratio Rank of IWMY is 1919
Omega Ratio Rank
The Calmar Ratio Rank of IWMY is 2020
Calmar Ratio Rank
The Martin Ratio Rank of IWMY is 1919
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5656
Overall Rank
The Sharpe Ratio Rank of JEPI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IWMY vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance R2000 Enhanced Options & 0DTE Income ETF (IWMY) 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.


The chart of Sharpe ratio for IWMY, currently valued at -0.04, compared to the broader market-1.000.001.002.003.004.00
IWMY: -0.04
JEPI: 0.41
The chart of Sortino ratio for IWMY, currently valued at 0.05, compared to the broader market-2.000.002.004.006.008.00
IWMY: 0.05
JEPI: 0.67
The chart of Omega ratio for IWMY, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
IWMY: 1.01
JEPI: 1.11
The chart of Calmar ratio for IWMY, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00
IWMY: -0.04
JEPI: 0.43
The chart of Martin ratio for IWMY, currently valued at -0.14, compared to the broader market0.0020.0040.0060.00
IWMY: -0.14
JEPI: 1.99

The current IWMY Sharpe Ratio is -0.04, which is lower than the JEPI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of IWMY and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchApril
-0.04
0.41
IWMY
JEPI

Dividends

IWMY vs. JEPI - Dividend Comparison

IWMY's dividend yield for the trailing twelve months is around 111.60%, more than JEPI's 7.90% yield.


TTM20242023202220212020
IWMY
Defiance R2000 Enhanced Options & 0DTE Income ETF
111.60%107.92%11.34%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.90%7.33%8.40%11.67%6.59%5.79%

Drawdowns

IWMY vs. JEPI - Drawdown Comparison

The maximum IWMY drawdown since its inception was -18.72%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for IWMY and JEPI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.46%
-7.02%
IWMY
JEPI

Volatility

IWMY vs. JEPI - Volatility Comparison

The current volatility for Defiance R2000 Enhanced Options & 0DTE Income ETF (IWMY) is 10.21%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 11.06%. This indicates that IWMY experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.21%
11.06%
IWMY
JEPI