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

Key characteristics


JEPIXYLD
YTD Return6.20%5.77%
1Y Return16.84%12.01%
3Y Return (Ann)9.09%5.31%
Sharpe Ratio2.371.95
Daily Std Dev7.16%6.17%
Max Drawdown-13.71%-33.80%
Current Drawdown0.00%0.00%

Correlation

0.71
-1.001.00

The correlation between JEPI and XYLD is 0.71, 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.

Performance

JEPI vs. XYLD - Performance Comparison

In the year-to-date period, JEPI achieves a 6.20% return, which is significantly higher than XYLD's 5.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


30.00%40.00%50.00%60.00%OctoberNovemberDecember2024FebruaryMarch
62.27%
46.07%
JEPI
XYLD

Compare stocks, funds, or ETFs


JPMorgan Equity Premium Income ETF

Global X S&P 500 Covered Call ETF

JEPI vs. XYLD - Expense Ratio Comparison

JEPI has a 0.35% expense ratio, which is lower than XYLD's 0.60% expense ratio.

XYLD
Global X S&P 500 Covered Call ETF
0.50%1.00%1.50%2.00%0.60%
0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

JEPI vs. XYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Income ETF (JEPI) and Global X S&P 500 Covered Call ETF (XYLD). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
JEPI
JPMorgan Equity Premium Income ETF
2.37
XYLD
Global X S&P 500 Covered Call ETF
1.95

JEPI vs. XYLD - Sharpe Ratio Comparison

The current JEPI Sharpe Ratio is 2.37, which roughly equals the XYLD Sharpe Ratio of 1.95. The chart below compares the 12-month rolling Sharpe Ratio of JEPI and XYLD.


Rolling 12-month Sharpe Ratio1.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.37
1.95
JEPI
XYLD

Dividends

JEPI vs. XYLD - Dividend Comparison

JEPI's dividend yield for the trailing twelve months is around 7.56%, less than XYLD's 9.49% yield.


TTM20232022202120202019201820172016201520142013
JEPI
JPMorgan Equity Premium Income ETF
7.56%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XYLD
Global X S&P 500 Covered Call ETF
9.49%10.51%13.44%9.08%7.54%5.08%7.12%5.18%3.23%4.65%4.14%2.49%

Drawdowns

JEPI vs. XYLD - Drawdown Comparison

The maximum JEPI drawdown since its inception was -13.71%, smaller than the maximum XYLD drawdown of -33.80%. The drawdown chart below compares losses from any high point along the way for JEPI and XYLD


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
JEPI
XYLD

Volatility

JEPI vs. XYLD - Volatility Comparison

JPMorgan Equity Premium Income ETF (JEPI) has a higher volatility of 1.26% compared to Global X S&P 500 Covered Call ETF (XYLD) at 0.66%. This indicates that JEPI's price experiences larger fluctuations and is considered to be riskier than XYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%OctoberNovemberDecember2024FebruaryMarch
1.26%
0.66%
JEPI
XYLD