KXI vs. JEPI

Last updated Jun 9, 2026

KXI (iShares Global Consumer Staples ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - KXI is a Consumer Staples Equities fund tracking the S&P Global Consumer Staples Index, while JEPI is a Dividend fund actively managed by JPMorgan. KXI is passively managed, while JEPI is actively managed. Over the past 5 years, KXI returned 4.04%/yr vs 7.28%/yr for JEPI. A 0.68 correlation means they provide meaningful diversification when combined. KXI charges 0.46%/yr vs 0.35%/yr for JEPI.

Performance

KXI vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Consumer Staples ETF (KXI) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KXI achieves a 3.99% return, which is significantly higher than JEPI's 0.04% return.

KXI

• 1D: -0.27%
• 1M: -2.04%
• YTD: 3.99%
• 6M: 5.03%
• 1Y: 3.34%
• 3Y*: 6.25%
• 5Y*: 4.04%
• 10Y*: 5.67%

JEPI

• 1D: -0.31%
• 1M: -0.40%
• YTD: 0.04%
• 6M: 0.91%
• 1Y: 7.03%
• 3Y*: 8.80%
• 5Y*: 7.28%
• 10Y*: —

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

KXI vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
KXI iShares Global Consumer Staples ETF	3.99%	9.68%	4.20%	2.41%	-6.02%	13.71%	19.57%
JEPI JPMorgan Equity Premium Income ETF	0.04%	8.09%	12.57%	9.83%	-3.49%	21.52%	18.61%

Correlation

The correlation between KXI and JEPI is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (All Time) Calculated using the full available price history since May 22, 2020	0.68

Over the past year, the correlation between KXI and JEPI has dropped to 0.46 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

KXI vs. JEPI - Sectors Allocation Comparison

Sectors	KXI	JEPI
Consumer Defensive	96.9%	9.6%
Consumer Cyclical	3.1%	11.7%
Basic Materials	-	1.9%
Communication Services	-	6.9%
Energy	-	3.5%
Financial Services	-	9.8%
Healthcare	-	14.1%
Industrials	-	13.8%
Real Estate	-	3.5%
Technology	-	19.1%
Utilities	-	6.2%

Return for Risk

KXI vs. JEPI — Risk / Return Rank

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

KXI

KXI Risk / Return Rank: 13
KXI Sharpe Ratio Rank: 14
KXI Sortino Ratio Rank: 13
KXI Omega Ratio Rank: 13
KXI Calmar Ratio Rank: 13
KXI Martin Ratio Rank: 13

JEPI

JEPI Risk / Return Rank: 26
JEPI Sharpe Ratio Rank: 27
JEPI Sortino Ratio Rank: 27
JEPI Omega Ratio Rank: 27
JEPI Calmar Ratio Rank: 24
JEPI Martin Ratio Rank: 26

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.

KXI vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Consumer Staples ETF (KXI) and JPMorgan Equity Premium Income ETF (JEPI). 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.

	KXI	JEPI	Difference
Sharpe ratio: Return per unit of total volatility	0.28	0.90	-0.61
Sortino ratio: Return per unit of downside risk	0.48	1.35	-0.87
Omega ratio: Gain probability vs. loss probability	1.06	1.17	-0.11
Calmar ratio: Return relative to maximum drawdown	0.33	1.06	-0.73
Martin ratio: Return relative to average drawdown	0.71	3.31	-2.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KXI vs. JEPI - Sharpe Ratio Comparison

The current KXI Sharpe Ratio is 0.28, which is lower than the JEPI Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of KXI and JEPI, 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

	KXI	JEPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.28	0.90	-0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.66	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	1.01	-0.52

Drawdowns

KXI vs. JEPI - Drawdown Comparison

The maximum KXI drawdown since its inception was -42.27%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for KXI and JEPI.

Drawdown Indicators

	KXI	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	-42.27%	-13.71%	-28.56%
Max Drawdown (1Y) Largest decline over 1 year	-10.24%	-6.68%	-3.56%
Max Drawdown (3Y) Largest decline over 3 years	-11.92%	-13.26%	+1.34%
Max Drawdown (5Y) Largest decline over 5 years	-17.45%	-13.71%	-3.74%
Max Drawdown (10Y) Largest decline over 10 years	-24.59%	—	—
Current Drawdown Current decline from peak	-8.61%	-4.93%	-3.68%
Average Drawdown Average peak-to-trough decline	-5.37%	-2.12%	-3.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.69%	2.13%	+2.56%

Volatility

KXI vs. JEPI - Volatility Comparison

iShares Global Consumer Staples ETF (KXI) has a higher volatility of 3.85% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.48%. This indicates that KXI's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KXI	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.85%	1.48%	+2.37%
Volatility (6M) Calculated over the trailing 6-month period	9.39%	6.09%	+3.30%
Volatility (1Y) Calculated over the trailing 1-year period	11.81%	7.89%	+3.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.46%	11.06%	+1.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.75%	10.79%	+2.96%

KXI vs. JEPI - Expense Ratio Comparison

KXI has a 0.46% expense ratio, which is higher than JEPI's 0.35% expense ratio.

Dividends

KXI vs. JEPI - Dividend Comparison

KXI's dividend yield for the trailing twelve months is around 2.21%, less than JEPI's 8.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JEPI JPMorgan Equity Premium Income ETF	8.28%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%	0.00%	0.00%	0.00%
KXI iShares Global Consumer Staples ETF	2.21%	2.29%	2.51%	2.99%	1.98%	2.26%	2.34%	2.17%	2.97%	2.17%	2.34%	2.20%

Frequently Asked Questions

Can I hold both KXI and JEPI in my portfolio?

KXI and JEPI have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KXI or JEPI?

KXI has higher volatility (3.85%) compared to JEPI (1.48%). In terms of maximum drawdown, KXI dropped -42.27% vs JEPI's -13.71%.

Which ETF is better, KXI or JEPI?

On 5-year performance, JEPI leads with 7.28% vs 4.04% for KXI. On fees, JEPI is cheaper at 0.35% per year. On volatility, JEPI has been the lower-risk option at 1.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KXI or JEPI?

Over the 5-year period, JEPI has performed better with a 7.28% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KXI or JEPI?

JEPI is cheaper with a 0.35% expense ratio, compared with 0.46% for KXI.

Which ETF pays a higher dividend yield, KXI or JEPI?

JEPI has the higher dividend yield at 8.28%, compared with 2.21% for KXI.

What is the main difference between KXI and JEPI?

KXI is categorized as Consumer Staples Equities, while JEPI is Dividend. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.46% for KXI and 0.35% for JEPI.

Which has better risk-adjusted returns?

JEPI currently has the higher Sharpe Ratio (0.90 vs 0.28), 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.