JEPI vs. USD=X
JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan, while USD=X (USD Cash) is a currency. Over the past 5 years, JEPI returned 7.45%/yr vs 0.00%/yr for USD=X.
Performance
JEPI vs. USD=X - Performance Comparison
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Returns By Period
JEPI
- 1D
- 0.43%
- 1M
- 0.90%
- YTD
- 1.29%
- 6M
- 1.18%
- 1Y
- 7.58%
- 3Y*
- 9.13%
- 5Y*
- 7.45%
- 10Y*
- —
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
JEPI vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 1.29% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
JEPI vs. USD=X — Risk / Return Rank
JEPI
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JEPI vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and USD Cash (USD=X). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JEPI | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.17 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | — | — |
| Martin ratioReturn relative to average drawdown | 3.46 | — | — |
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Drawdowns
JEPI vs. USD=X - Drawdown Comparison
The maximum JEPI drawdown since its inception was -13.71%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for JEPI and USD=X.
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Drawdown Indicators
| JEPI | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.71% | 0.00% | -13.71% |
Max Drawdown (1Y)Largest decline over 1 year | -6.68% | 0.00% | -6.68% |
Max Drawdown (3Y)Largest decline over 3 years | -13.26% | 0.00% | -13.26% |
Max Drawdown (5Y)Largest decline over 5 years | -13.71% | 0.00% | -13.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -3.75% | 0.00% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -2.13% | 0.00% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 0.00% | +2.20% |
Volatility
JEPI vs. USD=X - Volatility Comparison
JPMorgan Equity Premium Income ETF (JEPI) has a higher volatility of 2.05% compared to USD Cash (USD=X) at 0.00%. This indicates that JEPI's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEPI | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 0.00% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 6.23% | 0.00% | +6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.02% | 0.00% | +8.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.08% | 0.00% | +11.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.79% | 0.00% | +10.79% |
Frequently Asked Questions
JEPI has higher volatility (2.05%) compared to USD=X (0.00%). In terms of maximum drawdown, JEPI dropped -13.71% vs USD=X's 0.00%.
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