JEPQ vs. IPDP

Last updated Apr 3, 2026

Compare and contrast key facts about JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Dividend Performers ETF (IPDP).

JEPQ and IPDP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022. IPDP is an actively managed fund by Innovative Portfolios. It was launched on Dec 24, 2018.

Performance

JEPQ vs. IPDP - Performance Comparison

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

JEPQ vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	-2.41%
IPDP Dividend Performers ETF	0.00%

Returns By Period

JEPQ

• 1D: 0.13%
• 1M: -1.64%
• YTD: -1.76%
• 6M: 2.43%
• 1Y: 19.67%
• 3Y*: 19.59%
• 5Y*: —
• 10Y*: —

IPDP

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JEPQ vs. IPDP - Expense Ratio Comparison

JEPQ has a 0.35% expense ratio, which is lower than IPDP's 1.52% expense ratio.

IPDP

Dividend Performers ETF

JEPQ

JPMorgan Nasdaq Equity Premium Income ETF

Return for Risk

JEPQ vs. IPDP — Risk / Return Rank

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

JEPQ

JEPQ Risk / Return Rank: 63
JEPQ Sharpe Ratio Rank: 56
JEPQ Sortino Ratio Rank: 59
JEPQ Omega Ratio Rank: 68
JEPQ Calmar Ratio Rank: 59
JEPQ Martin Ratio Rank: 72

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. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Dividend Performers ETF (IPDP). 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	IPDP	Difference
Sharpe ratio Return per unit of total volatility	1.07	—	—
Sortino ratio Return per unit of downside risk	1.63	—	—
Omega ratio Gain probability vs. loss probability	1.26	—	—
Calmar ratio Return relative to maximum drawdown	1.75	—	—
Martin ratio Return relative to average drawdown	8.55	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	JEPQ	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.84	—	—

Dividends

JEPQ vs. IPDP - Dividend Comparison

JEPQ's dividend yield for the trailing twelve months is around 11.12%, while IPDP has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	11.12%	10.53%	9.65%	10.03%	9.44%
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

JEPQ vs. IPDP - Drawdown Comparison

The maximum JEPQ drawdown since its inception was -20.07%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for JEPQ and IPDP.

Drawdown Indicators

	JEPQ	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-20.07%	0.00%	-20.07%
Max Drawdown (1Y) Largest decline over 1 year	-8.82%	—	—
Current Drawdown Current decline from peak	-4.77%	0.00%	-4.77%
Average Drawdown Average peak-to-trough decline	-3.55%	0.00%	-3.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	—	—

Volatility

Volatility by Period

	JEPQ	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.94%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.52%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.53%	0.00%	+18.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.90%	0.00%	+16.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.90%	0.00%	+16.90%