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JEPQ.TO vs. JEPQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JEPQ.TO vs. JEPQ

Last updated Jun 3, 2026

JEPQ.TO (JPMorgan Nasdaq Equity Premium Income Active ETF) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both Nasdaq-100 funds from JPMorgan. JEPQ.TO is actively managed, while JEPQ is passively managed. Over the past year, JEPQ.TO returned 31.24% vs 30.81% for JEPQ. Their correlation of 0.90 suggests significant overlap in exposure. Both charge a 0.35% expense ratio.

Performance

JEPQ.TO vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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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 stocks are quite close, with JEPQ.TO having a 10.63% return and JEPQ slightly lower at 10.60%.

JEPQ.TO

1D
-0.58%
1M
5.98%
YTD
10.63%
6M
9.02%
1Y
31.24%
3Y*
—
5Y*
—
10Y*
—

JEPQ

1D
0.26%
1M
6.32%
YTD
10.60%
6M
9.06%
1Y
30.81%
3Y*
22.20%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

JEPQ.TO vs. JEPQ - Yearly Performance Comparison

2026 (YTD)20252024
JEPQ.TO
JPMorgan Nasdaq Equity Premium Income Active ETF		10.63%10.46%15.40%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		10.60%9.89%14.35%

Correlation

The correlation between JEPQ.TO and JEPQ is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2024

0.90

The correlation between JEPQ.TO and JEPQ has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

JEPQ.TO vs. JEPQ - Sectors Allocation Comparison

Sectors
JEPQ.TO
JEPQ

Technology

54.0%
54.0%

Communication Services

15.4%
15.4%

Consumer Cyclical

12.8%
12.8%

Consumer Defensive

7.1%
7.1%

Healthcare

4.4%
4.4%

Industrials

3.0%
3.1%

Utilities

1.2%
1.3%

Basic Materials

1.0%
1.0%

Energy

0.4%
0.4%

Financial Services

0.4%
0.4%

Real Estate

0.2%
0.2%

Technology

JEPQ.TO
54.0%
JEPQ
54.0%

Communication Services

JEPQ.TO
15.4%
JEPQ
15.4%

Consumer Cyclical

JEPQ.TO
12.8%
JEPQ
12.8%

Consumer Defensive

JEPQ.TO
7.1%
JEPQ
7.1%

Healthcare

JEPQ.TO
4.4%
JEPQ
4.4%

Industrials

JEPQ.TO
3.0%
JEPQ
3.1%

Utilities

JEPQ.TO
1.2%
JEPQ
1.3%

Basic Materials

JEPQ.TO
1.0%
JEPQ
1.0%

Energy

JEPQ.TO
0.4%
JEPQ
0.4%

Financial Services

JEPQ.TO
0.4%
JEPQ
0.4%

Real Estate

JEPQ.TO
0.2%
JEPQ
0.2%

Compare stocks, funds, or ETFs

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JPMorgan Nasdaq Equity Premium Income Active ETF

JPMorgan Nasdaq Equity Premium Income ETF

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Often compared with JEPQ:
JEPQ vs. JEPIJEPQ vs. QQQIJEPQ vs. QQQJEPQ vs. SCHDJEPQ vs. QYLDJEPQ vs. GPIQJEPQ vs. SPYI

Return for Risk

JEPQ.TO vs. JEPQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JEPQ.TO
JEPQ.TO Risk / Return Rank: 7777
Overall Rank
JEPQ.TO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
JEPQ.TO Sortino Ratio Rank: 7373
Sortino Ratio Rank
JEPQ.TO Omega Ratio Rank: 7979
Omega Ratio Rank
JEPQ.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
JEPQ.TO Martin Ratio Rank: 8181
Martin Ratio Rank
JEPQ
JEPQ Risk / Return Rank: 7777
Overall Rank
JEPQ Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 7373
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 8282
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 6868
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.TOJEPQDifference

Sharpe ratio

Return per unit of total volatility

2.50

2.63

-0.13

Sortino ratio

Return per unit of downside risk

3.35

3.45

-0.10

Omega ratio

Gain probability vs. loss probability

1.48

1.52

-0.03

Calmar ratio

Return relative to maximum drawdown

4.09

4.15

-0.06

Martin ratio

Return relative to average drawdown

16.39

17.16

-0.77

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JEPQ.TO vs. JEPQ - Sharpe Ratio Comparison

The current JEPQ.TO Sharpe Ratio is 2.50, which is comparable to the JEPQ Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of JEPQ.TO and JEPQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

JEPQ.TOJEPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

2.63

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

1.25

+0.07

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.TOJEPQDifference

Max Drawdown

Largest peak-to-trough decline

-20.05%

-19.88%

-0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-7.50%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

—

-19.88%

—

Current Drawdown

Current decline from peak

-0.81%

0.00%

-0.81%

Average Drawdown

Average peak-to-trough decline

-3.37%

-3.05%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.81%

+0.12%

Volatility

JEPQ.TO vs. JEPQ - Volatility Comparison

JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) has a higher volatility of 4.05% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 1.25%. This indicates that JEPQ.TO's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JEPQ.TOJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

1.25%

+2.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

9.01%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

12.58%

11.78%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

15.28%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

15.28%

+2.08%

JEPQ.TO vs. JEPQ - Expense Ratio Comparison

Both JEPQ.TO and JEPQ have an expense ratio of 0.35%.

Dividends

JEPQ.TO vs. JEPQ - Dividend Comparison

JEPQ.TO's dividend yield for the trailing twelve months is around 10.04%, which matches JEPQ's 10.06% yield.

PositionTTM2025202420232022
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		10.06%10.53%9.65%10.03%9.44%
JEPQ.TO
JPMorgan Nasdaq Equity Premium Income Active ETF		10.04%10.34%5.50%0.00%0.00%

Frequently Asked Questions

JEPQ.TO and JEPQ have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JEPQ.TO and JEPQ have the same expense ratio: 0.35% per year.

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