JIVE vs. JEPQ

Last updated Jun 3, 2026

JIVE (Jpmorgan International Value ETF) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - JIVE is a Foreign Large Cap Equities fund actively managed by JPMorgan, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. JIVE is actively managed, while JEPQ is passively managed. Over the past year, JIVE returned 43.55% vs 29.60% for JEPQ. A 0.54 correlation means they provide meaningful diversification when combined. JIVE charges 0.55%/yr vs 0.35%/yr for JEPQ.

Performance

JIVE vs. JEPQ - Performance Comparison

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

Returns By Period

In the year-to-date period, JIVE achieves a 16.94% return, which is significantly higher than JEPQ's 9.65% return.

JIVE

• 1D: 0.84%
• 1M: 4.08%
• YTD: 16.94%
• 6M: 21.63%
• 1Y: 43.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JEPQ

• 1D: 0.26%
• 1M: 4.36%
• YTD: 9.65%
• 6M: 10.05%
• 1Y: 29.60%
• 3Y*: 20.96%
• 5Y*: —
• 10Y*: —

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

JIVE vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JIVE Jpmorgan International Value ETF	16.94%	49.80%	11.22%	5.38%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	9.65%	15.18%	24.85%	6.08%

Correlation

The correlation between JIVE and JEPQ is 0.64, 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	0.64
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023	0.54

The correlation between JIVE and JEPQ shifts across timeframes, from 0.54 (all time) to 0.64 (1 year), reflecting how their relationship changes across market environments.

JIVE vs. JEPQ - Sectors Allocation Comparison

Sectors	JIVE	JEPQ
Financial Services	33.4%	0.4%
Energy	8.9%	0.4%
Industrials	7.4%	3.1%
Technology	6.9%	54.0%
Basic Materials	5.4%	1.0%
Consumer Cyclical	4.3%	12.8%
Healthcare	4.3%	4.4%
Consumer Defensive	3.7%	7.1%
Communication Services	2.8%	15.4%
Real Estate	2.3%	0.2%
Utilities	1.8%	1.3%

Return for Risk

JIVE vs. JEPQ — Risk / Return Rank

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

JIVE

JIVE Risk / Return Rank: 85
JIVE Sharpe Ratio Rank: 89
JIVE Sortino Ratio Rank: 87
JIVE Omega Ratio Rank: 86
JIVE Calmar Ratio Rank: 81
JIVE Martin Ratio Rank: 82

JEPQ

JEPQ Risk / Return Rank: 77
JEPQ Sharpe Ratio Rank: 77
JEPQ Sortino Ratio Rank: 73
JEPQ Omega Ratio Rank: 82
JEPQ Calmar Ratio Rank: 68
JEPQ Martin Ratio Rank: 83

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.

JIVE vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan International Value ETF (JIVE) 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.

	JIVE	JEPQ	Difference
Sharpe ratio Return per unit of total volatility	3.04	2.54	+0.50
Sortino ratio Return per unit of downside risk	3.99	3.35	+0.64
Omega ratio Gain probability vs. loss probability	1.54	1.50	+0.04
Calmar ratio Return relative to maximum drawdown	4.28	3.42	+0.86
Martin ratio Return relative to average drawdown	16.61	16.82	-0.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JIVE vs. JEPQ - Sharpe Ratio Comparison

The current JIVE Sharpe Ratio is 3.04, which is comparable to the JEPQ Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of JIVE and JEPQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JIVE	JEPQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.04	2.54	+0.50
Sharpe Ratio (All Time) Calculated using the full available price history	2.04	1.01	+1.04

Drawdowns

JIVE vs. JEPQ - Drawdown Comparison

The maximum JIVE drawdown since its inception was -13.79%, smaller than the maximum JEPQ drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for JIVE and JEPQ.

Drawdown Indicators

	JIVE	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-13.79%	-20.07%	+6.28%
Max Drawdown (1Y) Largest decline over 1 year	-10.57%	-8.82%	-1.75%
Max Drawdown (3Y) Largest decline over 3 years	—	-20.07%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.96%	-3.42%	+1.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	1.79%	+0.93%

Volatility

JIVE vs. JEPQ - Volatility Comparison

Jpmorgan International Value ETF (JIVE) has a higher volatility of 4.94% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 1.25%. This indicates that JIVE'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.

Volatility by Period

	JIVE	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.94%	1.25%	+3.69%
Volatility (6M) Calculated over the trailing 6-month period	11.93%	9.07%	+2.86%
Volatility (1Y) Calculated over the trailing 1-year period	14.45%	11.73%	+2.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.96%	16.62%	-1.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.96%	16.62%	-1.66%

JIVE vs. JEPQ - Expense Ratio Comparison

JIVE has a 0.55% expense ratio, which is higher than JEPQ's 0.35% expense ratio.

Dividends

JIVE vs. JEPQ - Dividend Comparison

JIVE's dividend yield for the trailing twelve months is around 2.46%, less than JEPQ's 10.06% yield.

Position	TTM	2025	2024	2023	2022
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.06%	10.53%	9.65%	10.03%	9.44%
JIVE Jpmorgan International Value ETF	2.46%	2.88%	2.48%	0.74%	0.00%

Frequently Asked Questions

Can I hold both JIVE and JEPQ in my portfolio?

JIVE and JEPQ have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JIVE or JEPQ?

JIVE has higher volatility (4.94%) compared to JEPQ (1.25%). In terms of maximum drawdown, JIVE dropped -13.79% vs JEPQ's -20.07%.

Which ETF is better, JIVE or JEPQ?

On 1-year performance, JIVE leads with 43.55% vs 29.60% for JEPQ. On fees, JEPQ is cheaper at 0.35% per year. On volatility, JEPQ has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JIVE or JEPQ?

Over the 1-year period, JIVE has performed better with a 43.55% return vs 29.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JIVE or JEPQ?

JEPQ is cheaper with a 0.35% expense ratio, compared with 0.55% for JIVE.

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

JEPQ has the higher dividend yield at 10.06%, compared with 2.46% for JIVE.

What is the main difference between JIVE and JEPQ?

JIVE is categorized as Foreign Large Cap Equities, while JEPQ is Nasdaq-100. Their fees differ too: 0.55% for JIVE and 0.35% for JEPQ.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (3.04 vs 2.54), 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.