JEPQ vs. SCHD
Compare and contrast key facts about JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Schwab US Dividend Equity ETF (SCHD).
JEPQ and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JEPQ or SCHD.
Performance
JEPQ vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, JEPQ achieves a 22.43% return, which is significantly higher than SCHD's 16.26% return.
JEPQ
22.43%
2.46%
9.42%
26.56%
N/A
N/A
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
Key characteristics
| JEPQ | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.15 | 2.27 |
| Sortino Ratio | 2.82 | 3.27 |
| Omega Ratio | 1.44 | 1.40 |
| Calmar Ratio | 2.47 | 3.34 |
| Martin Ratio | 10.68 | 12.25 |
| Ulcer Index | 2.48% | 2.05% |
| Daily Std Dev | 12.33% | 11.06% |
| Max Drawdown | -16.82% | -33.37% |
| Current Drawdown | -0.78% | -1.54% |
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JEPQ vs. SCHD - Expense Ratio Comparison
JEPQ has a 0.35% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between JEPQ and SCHD is 0.60, 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.
Risk-Adjusted Performance
JEPQ vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
JEPQ vs. SCHD - Dividend Comparison
JEPQ's dividend yield for the trailing twelve months is around 9.42%, more than SCHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.42% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
JEPQ vs. SCHD - Drawdown Comparison
The maximum JEPQ drawdown since its inception was -16.82%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JEPQ and SCHD. For additional features, visit the drawdowns tool.
Volatility
JEPQ vs. SCHD - Volatility Comparison
JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a higher volatility of 3.86% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that JEPQ's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.