JEPI vs. ISPA.DE
JEPI (JPMorgan Equity Premium Income ETF) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - JEPI is a Dividend fund actively managed by JPMorgan, while ISPA.DE is a Global Equities fund tracking the STOXX® Global Select Dividend 100 index. JEPI is actively managed, while ISPA.DE is passively managed. Over the past 5 years, JEPI returned 7.28%/yr vs 9.96%/yr for ISPA.DE. At a 0.44 correlation, their price movements are largely independent. JEPI charges 0.35%/yr vs 0.46%/yr for ISPA.DE.
Performance
JEPI vs. ISPA.DE - Performance Comparison
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Different Trading Currencies
JEPI is traded in USD, while ISPA.DE is traded in EUR. To make them comparable, the ISPA.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, JEPI achieves a 0.04% return, which is significantly lower than ISPA.DE's 12.16% return.
JEPI
- 1D
- -0.31%
- 1M
- -0.40%
- YTD
- 0.04%
- 6M
- 0.91%
- 1Y
- 7.03%
- 3Y*
- 8.80%
- 5Y*
- 7.28%
- 10Y*
- —
ISPA.DE
- 1D
- 0.60%
- 1M
- 0.90%
- YTD
- 12.16%
- 6M
- 15.03%
- 1Y
- 31.44%
- 3Y*
- 21.88%
- 5Y*
- 9.96%
- 10Y*
- 9.23%
JEPI vs. ISPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 0.04% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 12.16% | 35.16% | 6.51% | 8.11% | -5.10% | 12.74% | 38.71% |
Correlation
The correlation between JEPI and ISPA.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 22, 2020 | 0.44 |
The correlation between JEPI and ISPA.DE shifts across timeframes, from 0.41 (3 years) to 0.56 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
JEPI vs. ISPA.DE — Risk / Return Rank
JEPI
ISPA.DE
JEPI vs. ISPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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 | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.53 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 5.88 | -4.82 |
| Martin ratioReturn relative to average drawdown | 3.31 | 20.02 | -16.71 |
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
| JEPI | ISPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 3.02 | -2.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.68 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.52 | +0.49 |
Drawdowns
JEPI vs. ISPA.DE - Drawdown Comparison
The maximum JEPI drawdown since its inception was -13.71%, smaller than the maximum ISPA.DE drawdown of -40.28%. Use the drawdown chart below to compare losses from any high point for JEPI and ISPA.DE.
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Drawdown Indicators
| JEPI | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.71% | -40.28% | +26.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.68% | -5.38% | -1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -13.26% | -13.70% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -13.71% | -24.03% | +10.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.28% | — |
Current DrawdownCurrent decline from peak | -4.93% | -1.37% | -3.56% |
Average DrawdownAverage peak-to-trough decline | -2.12% | -5.77% | +3.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.58% | +0.55% |
Volatility
JEPI vs. ISPA.DE - Volatility Comparison
The current volatility for JPMorgan Equity Premium Income ETF (JEPI) is 1.48%, while iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) has a volatility of 3.09%. This indicates that JEPI experiences smaller price fluctuations and is considered to be less risky than ISPA.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 | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.48% | 3.09% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 6.09% | 7.98% | -1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.89% | 10.48% | -2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.06% | 14.43% | -3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.79% | 16.27% | -5.48% |
JEPI vs. ISPA.DE - Expense Ratio Comparison
JEPI has a 0.35% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
JEPI vs. ISPA.DE - Dividend Comparison
JEPI's dividend yield for the trailing twelve months is around 8.28%, more than ISPA.DE's 3.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 3.75% | 4.52% | 4.89% | 5.91% | 6.92% | 3.32% | 4.04% | 4.02% | 3.37% | 5.66% | 3.64% | 4.35% |
JEPI JPMorgan Equity Premium Income ETF | 8.28% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JEPI and ISPA.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPI is cheaper with a 0.35% expense ratio, compared with 0.46% for ISPA.DE.
JEPI is categorized as Dividend, while ISPA.DE is Global Equities. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JEPI and 0.46% for ISPA.DE.
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