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JEPI.TO vs. VOOM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEPI.TO vs. VOOM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in JPMorgan US Equity Premium Income Active ETF (JEPI.TO) and Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE). The values are adjusted to include any dividend payments, if applicable.

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JEPI.TO vs. VOOM.DE - Yearly Performance Comparison


2026 (YTD)20252024
JEPI.TO
JPMorgan US Equity Premium Income Active ETF
0.97%3.09%7.35%
VOOM.DE
Lyxor Global Gender Equality (DR) UCITS ETF - Acc
1.60%17.91%0.57%
Different Trading Currencies

JEPI.TO is traded in CAD, while VOOM.DE is traded in EUR. To make them comparable, the VOOM.DE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JEPI.TO achieves a 0.97% return, which is significantly lower than VOOM.DE's 1.60% return.


JEPI.TO

1D
-0.68%
1M
-3.48%
YTD
0.97%
6M
2.16%
1Y
4.46%
3Y*
5Y*
10Y*

VOOM.DE

1D
1.40%
1M
-2.62%
YTD
1.60%
6M
2.96%
1Y
15.34%
3Y*
14.64%
5Y*
9.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEPI.TO vs. VOOM.DE - Expense Ratio Comparison

JEPI.TO has a 0.35% expense ratio, which is higher than VOOM.DE's 0.20% expense ratio.


Return for Risk

JEPI.TO vs. VOOM.DE — Risk / Return Rank

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

JEPI.TO
JEPI.TO Risk / Return Rank: 1919
Overall Rank
JEPI.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
JEPI.TO Sortino Ratio Rank: 1818
Sortino Ratio Rank
JEPI.TO Omega Ratio Rank: 2020
Omega Ratio Rank
JEPI.TO Calmar Ratio Rank: 1919
Calmar Ratio Rank
JEPI.TO Martin Ratio Rank: 1919
Martin Ratio Rank

VOOM.DE
VOOM.DE Risk / Return Rank: 3737
Overall Rank
VOOM.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
VOOM.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
VOOM.DE Omega Ratio Rank: 2929
Omega Ratio Rank
VOOM.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
VOOM.DE Martin Ratio Rank: 4848
Martin Ratio Rank
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.

JEPI.TO vs. VOOM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan US Equity Premium Income Active ETF (JEPI.TO) and Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE). 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.


JEPI.TOVOOM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.31

0.89

-0.58

Sortino ratio

Return per unit of downside risk

0.51

1.27

-0.76

Omega ratio

Gain probability vs. loss probability

1.08

1.17

-0.09

Calmar ratio

Return relative to maximum drawdown

0.37

1.51

-1.14

Martin ratio

Return relative to average drawdown

1.18

6.68

-5.50

JEPI.TO vs. VOOM.DE - Sharpe Ratio Comparison

The current JEPI.TO Sharpe Ratio is 0.31, which is lower than the VOOM.DE Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of JEPI.TO and VOOM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEPI.TOVOOM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

0.89

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.66

-0.08

Correlation

The correlation between JEPI.TO and VOOM.DE is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JEPI.TO vs. VOOM.DE - Dividend Comparison

JEPI.TO's dividend yield for the trailing twelve months is around 7.15%, while VOOM.DE has not paid dividends to shareholders.


Drawdowns

JEPI.TO vs. VOOM.DE - Drawdown Comparison

The maximum JEPI.TO drawdown since its inception was -14.36%, smaller than the maximum VOOM.DE drawdown of -31.18%. Use the drawdown chart below to compare losses from any high point for JEPI.TO and VOOM.DE.


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Drawdown Indicators


JEPI.TOVOOM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.36%

-36.78%

+22.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-12.77%

+2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-18.04%

Current Drawdown

Current decline from peak

-3.55%

-4.06%

+0.51%

Average Drawdown

Average peak-to-trough decline

-3.44%

-5.39%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

2.30%

+1.03%

Volatility

JEPI.TO vs. VOOM.DE - Volatility Comparison

The current volatility for JPMorgan US Equity Premium Income Active ETF (JEPI.TO) is 3.75%, while Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) has a volatility of 4.59%. This indicates that JEPI.TO experiences smaller price fluctuations and is considered to be less risky than VOOM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JEPI.TOVOOM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

4.59%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

9.77%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

14.66%

17.27%

-2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

14.05%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.39%

15.36%

-1.97%