JEPQ.L vs. VOO
Compare and contrast key facts about JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) and Vanguard S&P 500 ETF (VOO).
JEPQ.L and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEPQ.L is an actively managed fund by JPMorgan. It was launched on Oct 29, 2024. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
JEPQ.L vs. VOO - Performance Comparison
Loading graphics...
JEPQ.L vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | -1.93% | 14.77% | 2.89% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | -0.51% |
Returns By Period
In the year-to-date period, JEPQ.L achieves a -1.93% return, which is significantly higher than VOO's -3.66% return.
JEPQ.L
- 1D
- 3.16%
- 1M
- -1.60%
- YTD
- -1.93%
- 6M
- 3.02%
- 1Y
- 21.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JEPQ.L vs. VOO - Expense Ratio Comparison
JEPQ.L has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
JEPQ.L vs. VOO — Risk / Return Rank
JEPQ.L
VOO
JEPQ.L vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) and Vanguard S&P 500 ETF (VOO). 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.
| JEPQ.L | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.01 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.95 | 1.53 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.54 | 1.55 | +0.98 |
Martin ratioReturn relative to average drawdown | 10.66 | 7.31 | +3.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JEPQ.L | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.01 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.71 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.83 | -0.17 |
Correlation
The correlation between JEPQ.L and VOO is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JEPQ.L vs. VOO - Dividend Comparison
JEPQ.L's dividend yield for the trailing twelve months is around 11.07%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ.L JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) | 11.07% | 10.06% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
JEPQ.L vs. VOO - Drawdown Comparison
The maximum JEPQ.L drawdown since its inception was -20.10%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for JEPQ.L and VOO.
Loading graphics...
Drawdown Indicators
| JEPQ.L | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.10% | -33.99% | +13.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.21% | -11.98% | +0.77% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -4.68% | -5.55% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -3.03% | -3.72% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.55% | -0.58% |
Volatility
JEPQ.L vs. VOO - Volatility Comparison
JPMorgan Nasdaq Equity Premium Income Active UCITS ETF USD (Dist) (JEPQ.L) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.59% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| JEPQ.L | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 5.34% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 9.47% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 18.11% | -1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 16.82% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 17.99% | -1.45% |