JEPQ.TO vs. JEPQ
Compare and contrast key facts about JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
JEPQ.TO and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEPQ.TO is an actively managed fund by JPMorgan. It was launched on Sep 27, 2024. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022.
Performance
JEPQ.TO vs. JEPQ - Performance Comparison
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JEPQ.TO vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
JEPQ.TO JPMorgan Nasdaq Equity Premium Income Active ETF | -1.63% | 10.46% | 15.40% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -0.64% | 9.89% | 14.35% |
Different Trading Currencies
JEPQ.TO is traded in CAD, while JEPQ is traded in USD. To make them comparable, the JEPQ values have been converted to CAD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with JEPQ.TO having a -1.63% return and JEPQ slightly higher at -1.55%.
JEPQ.TO
- 1D
- -0.11%
- 1M
- -1.92%
- YTD
- -1.63%
- 6M
- 1.17%
- 1Y
- 16.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPQ
- 1D
- 0.00%
- 1M
- -1.93%
- YTD
- -1.55%
- 6M
- 1.23%
- 1Y
- 15.67%
- 3Y*
- 20.19%
- 5Y*
- —
- 10Y*
- —
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JEPQ.TO vs. JEPQ - Expense Ratio Comparison
Both JEPQ.TO and JEPQ have an expense ratio of 0.35%.
Return for Risk
JEPQ.TO vs. JEPQ — Risk / Return Rank
JEPQ.TO
JEPQ
JEPQ.TO vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.TO | JEPQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.86 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.29 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.39 | -0.05 |
Martin ratioReturn relative to average drawdown | 5.52 | 5.77 | -0.25 |
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
| JEPQ.TO | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.86 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 1.06 | -0.15 |
Correlation
The correlation between JEPQ.TO and JEPQ is 0.91, 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.
Dividends
JEPQ.TO vs. JEPQ - Dividend Comparison
JEPQ.TO's dividend yield for the trailing twelve months is around 9.54%, less than JEPQ's 11.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JEPQ.TO JPMorgan Nasdaq Equity Premium Income Active ETF | 9.54% | 10.34% | 5.50% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.14% | 10.53% | 9.65% | 10.03% | 9.44% |
Drawdowns
JEPQ.TO vs. JEPQ - Drawdown Comparison
The maximum JEPQ.TO drawdown since its inception was -20.05%, roughly equal to the maximum JEPQ drawdown of -19.88%. Use the drawdown chart below to compare losses from any high point for JEPQ.TO and JEPQ.
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Drawdown Indicators
| JEPQ.TO | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.05% | -20.07% | +0.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -11.58% | -0.41% |
Current DrawdownCurrent decline from peak | -4.80% | -4.89% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -3.55% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.36% | +0.55% |
Volatility
JEPQ.TO vs. JEPQ - Volatility Comparison
JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 5.88% and 5.86%, 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.
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Volatility by Period
| JEPQ.TO | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 5.86% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 10.48% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 18.26% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.89% | 15.54% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 15.54% | +2.35% |