JEPQ vs. IDV

Last updated Jun 14, 2026

JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. Both are passively managed. Over the past 3 years, JEPQ returned 19.91%/yr vs 25.11%/yr for IDV. At a 0.50 correlation, their price movements are largely independent. JEPQ charges 0.35%/yr vs 0.49%/yr for IDV.

Performance

JEPQ vs. IDV - Performance Comparison

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

Returns By Period

In the year-to-date period, JEPQ achieves a 7.85% return, which is significantly lower than IDV's 13.60% return.

JEPQ

• 1D: 0.62%
• 1M: 0.68%
• YTD: 7.85%
• 6M: 8.80%
• 1Y: 26.60%
• 3Y*: 19.91%
• 5Y*: —
• 10Y*: —

IDV

• 1D: 0.31%
• 1M: -0.98%
• YTD: 13.60%
• 6M: 15.83%
• 1Y: 36.40%
• 3Y*: 25.11%
• 5Y*: 12.17%
• 10Y*: 10.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JEPQ vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	7.85%	15.18%	24.85%	36.28%	-11.16%
IDV iShares International Select Dividend ETF	13.60%	52.16%	4.00%	10.32%	-5.35%

Correlation

The correlation between JEPQ and IDV is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (All Time) Calculated using the full available price history since May 4, 2022	0.50

The correlation between JEPQ and IDV shifts across timeframes, from 0.42 (3 years) to 0.52 (1 year), reflecting how their relationship changes across market environments.

JEPQ vs. IDV - Sectors Allocation Comparison

Sectors	JEPQ	IDV
Technology	58.9%	0.9%
Communication Services	13.9%	9.9%
Consumer Cyclical	11.8%	9.9%
Consumer Defensive	6.0%	7.2%
Healthcare	3.9%	-
Industrials	2.8%	6.9%
Utilities	1.1%	11.5%
Basic Materials	0.9%	6.3%
Financial Services	0.3%	30.6%
Energy	0.3%	14.8%
Real Estate	0.2%	2.3%

Return for Risk

JEPQ vs. IDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEPQ

JEPQ Risk / Return Rank: 74
JEPQ Sharpe Ratio Rank: 73
JEPQ Sortino Ratio Rank: 69
JEPQ Omega Ratio Rank: 79
JEPQ Calmar Ratio Rank: 66
JEPQ Martin Ratio Rank: 81

IDV

IDV Risk / Return Rank: 88
IDV Sharpe Ratio Rank: 91
IDV Sortino Ratio Rank: 88
IDV Omega Ratio Rank: 89
IDV Calmar Ratio Rank: 85
IDV Martin Ratio Rank: 85

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 vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and iShares International Select Dividend ETF (IDV). 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.

	JEPQ	IDV	Difference
Sharpe ratio: Return per unit of total volatility	2.03	2.69	-0.66
Sortino ratio: Return per unit of downside risk	2.69	3.52	-0.83
Omega ratio: Gain probability vs. loss probability	1.40	1.49	-0.09
Calmar ratio: Return relative to maximum drawdown	2.91	4.13	-1.22
Martin ratio: Return relative to average drawdown	13.84	15.32	-1.48

JEPQ vs. IDV - Sharpe Ratio Comparison

The current JEPQ Sharpe Ratio is 2.03, which is comparable to the IDV Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of JEPQ and IDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JEPQ vs. IDV - Drawdown Comparison

The maximum JEPQ drawdown since its inception was -20.07%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for JEPQ and IDV.

Drawdown Indicators

	JEPQ	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-20.07%	-70.14%	+50.07%
Max Drawdown (1Y) Largest decline over 1 year	-8.82%	-8.52%	-0.30%
Max Drawdown (3Y) Largest decline over 3 years	-20.07%	-11.86%	-8.21%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.19%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.50%	—
Current Drawdown Current decline from peak	-1.64%	-1.70%	+0.06%
Average Drawdown Average peak-to-trough decline	-3.41%	-15.38%	+11.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	2.30%	-0.45%

Volatility

JEPQ vs. IDV - Volatility Comparison

JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a higher volatility of 4.98% compared to iShares International Select Dividend ETF (IDV) at 4.24%. This indicates that JEPQ's price experiences larger fluctuations and is considered to be riskier than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JEPQ	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.98%	4.24%	+0.74%
Volatility (6M) Calculated over the trailing 6-month period	10.22%	10.88%	-0.66%
Volatility (1Y) Calculated over the trailing 1-year period	12.61%	13.10%	-0.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.73%	15.58%	+1.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.73%	17.92%	-1.19%

JEPQ vs. IDV - Expense Ratio Comparison

JEPQ has a 0.35% expense ratio, which is lower than IDV's 0.49% expense ratio.

Dividends

JEPQ vs. IDV - Dividend Comparison

JEPQ's dividend yield for the trailing twelve months is around 10.22%, more than IDV's 4.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDV iShares International Select Dividend ETF	4.40%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.22%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JEPQ and IDV in my portfolio?

JEPQ and IDV have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JEPQ or IDV?

JEPQ has higher volatility (4.98%) compared to IDV (4.24%). In terms of maximum drawdown, JEPQ dropped -20.07% vs IDV's -70.14%.

Which ETF is better, JEPQ or IDV?

On 3-year performance, IDV leads with 25.11% vs 19.91% for JEPQ. On fees, JEPQ is cheaper at 0.35% per year. On volatility, IDV has been the lower-risk option at 4.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JEPQ or IDV?

Over the 3-year period, IDV has performed better with a 25.11% return vs 19.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JEPQ or IDV?

JEPQ is cheaper with a 0.35% expense ratio, compared with 0.49% for IDV.

Which ETF pays a higher dividend yield, JEPQ or IDV?

JEPQ has the higher dividend yield at 10.22%, compared with 4.40% for IDV.

What is the main difference between JEPQ and IDV?

JEPQ is categorized as Nasdaq-100, while IDV is Global Equities. JEPQ tracks Nasdaq-100 Index, while IDV tracks Dow Jones EPAC Select Dividend. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.35% for JEPQ and 0.49% for IDV.

Which has better risk-adjusted returns?

IDV currently has the higher Sharpe Ratio (2.69 vs 2.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.