JEPQ vs. SCHD
Compare and contrast key facts about JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Schwab U.S. 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 a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. 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. Both JEPQ and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JEPQ vs. SCHD - Performance Comparison
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JEPQ vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -2.87% | 15.18% | 24.85% | 36.28% | -12.89% |
SCHD Schwab U.S. Dividend Equity ETF | 12.79% | 4.34% | 11.66% | 4.54% | -1.42% |
Returns By Period
In the year-to-date period, JEPQ achieves a -2.87% return, which is significantly lower than SCHD's 12.79% return.
JEPQ
- 1D
- 3.25%
- 1M
- -3.50%
- YTD
- -2.87%
- 6M
- 1.65%
- 1Y
- 19.82%
- 3Y*
- 19.06%
- 5Y*
- —
- 10Y*
- —
SCHD
- 1D
- 0.66%
- 1M
- -2.61%
- YTD
- 12.79%
- 6M
- 14.49%
- 1Y
- 13.97%
- 3Y*
- 12.05%
- 5Y*
- 8.44%
- 10Y*
- 12.31%
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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.
Return for Risk
JEPQ vs. SCHD — Risk / Return Rank
JEPQ
SCHD
JEPQ vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Schwab U.S. 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.
| JEPQ | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.89 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.35 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.19 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.19 | +0.51 |
Martin ratioReturn relative to average drawdown | 8.45 | 3.99 | +4.46 |
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 | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.89 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.84 | -0.02 |
Correlation
The correlation between JEPQ and SCHD is 0.50, 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.
Dividends
JEPQ vs. SCHD - Dividend Comparison
JEPQ's dividend yield for the trailing twelve months is around 11.10%, more than SCHD's 3.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.10% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
JEPQ vs. SCHD - Drawdown Comparison
The maximum JEPQ drawdown since its inception was -20.07%, 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.
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Drawdown Indicators
| JEPQ | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.07% | -33.37% | +13.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -12.74% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -5.85% | -2.89% | -2.96% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -3.34% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 3.89% | -1.55% |
Volatility
JEPQ vs. SCHD - Volatility Comparison
JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a higher volatility of 6.02% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. 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.
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Volatility by Period
| JEPQ | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 2.40% | +3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.47% | 7.96% | +2.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 15.74% | +2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 14.40% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 16.70% | +0.21% |