JETS vs. JEPQ
JETS (U.S. Global Jets ETF) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - JETS is a Industrials Equities fund tracking the U.S. Global Jets Index, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. Both are passively managed. Over the past 3 years, JETS returned 14.53%/yr vs 17.49%/yr for JEPQ. Their 0.53 correlation means they have sometimes moved together and sometimes differently. JETS charges 0.60%/yr vs 0.35%/yr for JEPQ.
Performance
JETS vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, JETS achieves a 11.44% return, which is significantly higher than JEPQ's 6.05% return.
JETS
- 1D
- -1.26%
- 1M
- -5.78%
- 6M
- 11.91%
- YTD
- 11.44%
- 1Y
- 36.40%
- 3Y*
- 14.53%
- 5Y*
- 6.76%
- 10Y*
- 4.27%
- ALL TIME*
- 2.66%
JEPQ
- 1D
- 0.57%
- 1M
- -1.92%
- 6M
- 3.71%
- YTD
- 6.05%
- 1Y
- 19.59%
- 3Y*
- 17.49%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $439.89M | $417.31M | $422.49M | |
| $81.88M | $89.07M | $95.81M |
JETS vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JETS U.S. Global Jets ETF | 11.44% | 11.64% | 33.21% | 11.42% | -20.41% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 6.05% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between JETS and JEPQ is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.53 |
The correlation between JETS and JEPQ has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.
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Return for Risk
JETS vs. JEPQ — Risk / Return Rank
JETS
JEPQ
JETS vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for U.S. Global Jets ETF (JETS) 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.
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.
| JETS | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 2.02 | -0.70 |
| Martin ratioReturn relative to average drawdown | 3.34 | 8.30 | -4.97 |
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Drawdowns
JETS vs. JEPQ - Drawdown Comparison
The maximum JETS drawdown since its inception was -64.92%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for JETS and JEPQ.
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Drawdown Indicators
| JETS | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.92% | -20.07% | -44.85% |
Max Drawdown (1Y)Largest decline over 1 year | -24.13% | -8.82% | -15.31% |
Max Drawdown (3Y)Largest decline over 3 years | -35.21% | -20.07% | -15.14% |
Max Drawdown (5Y)Largest decline over 5 years | -40.38% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -64.92% | — | — |
Current DrawdownCurrent decline from peak | -7.16% | -4.23% | -2.93% |
Average DrawdownAverage peak-to-trough decline | -24.94% | -3.38% | -21.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.52% | 2.14% | +7.38% |
Volatility
JETS vs. JEPQ - Volatility Comparison
U.S. Global Jets ETF (JETS) has a higher volatility of 9.08% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 6.09%. This indicates that JETS'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
| JETS | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.08% | 6.09% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 26.62% | 12.15% | +14.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.90% | 14.65% | +18.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.50% | 16.90% | +15.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.21% | 16.90% | +17.31% |
JETS vs. JEPQ - Expense Ratio Comparison
JETS has a 0.60% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Dividends
JETS vs. JEPQ - Dividend Comparison
JETS's dividend yield for the trailing twelve months is around 0.74%, less than JEPQ's 10.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.99% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JETS U.S. Global Jets ETF | 0.74% | 0.83% | 0.00% | 0.00% | 0.00% | 0.67% | 0.04% | 1.24% | 0.09% | 1.57% | 0.58% | 0.17% |
Frequently Asked Questions
JETS and JEPQ have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JETS has higher volatility (9.08%) compared to JEPQ (6.09%). In terms of maximum drawdown, JETS dropped -64.92% vs JEPQ's -20.07%.
On 3-year performance, JEPQ leads with 17.49% vs 14.53% for JETS. On fees, JEPQ is cheaper at 0.35% per year. On volatility, JEPQ has been the lower-risk option at 6.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, JEPQ has performed better with a 17.49% return vs 14.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JEPQ is cheaper with a 0.35% expense ratio, compared with 0.60% for JETS.
JEPQ has the higher dividend yield at 9.99%, compared with 0.74% for JETS.
JETS is categorized as Industrials Equities, while JEPQ is Nasdaq-100. JETS tracks U.S. Global Jets Index, while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: US Global and JPMorgan. Their fees differ too: 0.60% for JETS and 0.35% for JEPQ.
JEPQ currently has the higher Sharpe Ratio (1.22 vs 0.97), 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.
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