LVDS vs. JEPQ

Last updated Jul 17, 2026

LVDS (JPMorgan Fundamental Data Science Large Value ETF) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - LVDS is a Large Cap Value Equities fund actively managed by JPMorgan, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. LVDS is actively managed, while JEPQ is passively managed. Over the past year, LVDS returned 29.17% vs 20.98% for JEPQ. A 0.56 correlation means they provide meaningful diversification when combined. LVDS charges 0.30%/yr vs 0.35%/yr for JEPQ.

Performance

LVDS vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Large Value ETF (LVDS) 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, LVDS achieves a 19.24% return, which is significantly higher than JEPQ's 7.89% return.

LVDS

• 1D: 0.73%
• 1M: 2.52%
• 6M: 15.52%
• YTD: 19.24%
• 1Y: 29.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JEPQ

• 1D: -1.43%
• 1M: -1.48%
• 6M: 6.48%
• YTD: 7.89%
• 1Y: 20.98%
• 3Y*: 18.48%
• 5Y*: —
• 10Y*: —

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

LVDS vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	19.24%	7.40%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	7.89%	12.53%

Correlation

The correlation between LVDS and JEPQ is 0.56, 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	0.56
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.56

The correlation between LVDS and JEPQ has been stable across timeframes, ranging from 0.56 to 0.56 - a consistent structural relationship.

LVDS vs. JEPQ - Sectors Allocation Comparison

Sectors	LVDS	JEPQ
Financial Services	18.7%	0.3%
Technology	18.7%	58.9%
Industrials	12.1%	2.8%
Healthcare	10.1%	3.9%
Consumer Cyclical	8.4%	11.8%
Communication Services	7.5%	13.9%
Energy	6.6%	0.3%
Consumer Defensive	6.4%	6.0%
Utilities	4.7%	1.1%
Real Estate	4.1%	0.2%
Basic Materials	2.7%	0.9%

Return for Risk

LVDS vs. JEPQ — Risk / Return Rank

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

LVDS

LVDS Risk / Return Rank: 93
LVDS Sharpe Ratio Rank: 94
LVDS Sortino Ratio Rank: 94
LVDS Omega Ratio Rank: 92
LVDS Calmar Ratio Rank: 90
LVDS Martin Ratio Rank: 92

JEPQ

JEPQ Risk / Return Rank: 60
JEPQ Sharpe Ratio Rank: 55
JEPQ Sortino Ratio Rank: 52
JEPQ Omega Ratio Rank: 59
JEPQ Calmar Ratio Rank: 59
JEPQ Martin Ratio Rank: 74

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.

LVDS vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Value ETF (LVDS) 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.

	LVDS	JEPQ	Difference
Sharpe ratio: Return per unit of total volatility	2.79	1.52	+1.27
Sortino ratio: Return per unit of downside risk	3.94	2.08	+1.87
Omega ratio: Gain probability vs. loss probability	1.50	1.29	+0.21
Calmar ratio: Return relative to maximum drawdown	4.41	2.39	+2.02
Martin ratio: Return relative to average drawdown	17.88	10.98	+6.90

LVDS vs. JEPQ - Sharpe Ratio Comparison

The current LVDS Sharpe Ratio is 2.79, which is higher than the JEPQ Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of LVDS 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.

Drawdowns

LVDS vs. JEPQ - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, smaller than the maximum JEPQ drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for LVDS and JEPQ.

Drawdown Indicators

	LVDS	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-20.07%	+13.43%
Max Drawdown (1Y) Largest decline over 1 year	-6.64%	-8.82%	+2.18%
Max Drawdown (3Y) Largest decline over 3 years	—	-20.07%	—
Current Drawdown Current decline from peak	0.00%	-2.57%	+2.57%
Average Drawdown Average peak-to-trough decline	-0.92%	-3.37%	+2.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	1.92%	-0.28%

Volatility

LVDS vs. JEPQ - Volatility Comparison

The current volatility for JPMorgan Fundamental Data Science Large Value ETF (LVDS) is 2.88%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 5.76%. This indicates that LVDS experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LVDS	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.88%	5.76%	-2.88%
Volatility (6M) Calculated over the trailing 6-month period	8.16%	11.42%	-3.26%
Volatility (1Y) Calculated over the trailing 1-year period	10.50%	13.83%	-3.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.56%	16.82%	-6.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.56%	16.82%	-6.26%

LVDS vs. JEPQ - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is lower than JEPQ's 0.35% expense ratio.

Dividends

LVDS vs. JEPQ - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 7.55%, less than JEPQ's 10.57% yield.

Position	TTM	2025	2024	2023	2022
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.57%	10.53%	9.65%	10.03%	9.44%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.55%	8.25%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LVDS and JEPQ in my portfolio?

LVDS and JEPQ have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LVDS or JEPQ?

JEPQ has higher volatility (5.76%) compared to LVDS (2.88%). In terms of maximum drawdown, LVDS dropped -6.64% vs JEPQ's -20.07%.

Which ETF is better, LVDS or JEPQ?

On 1-year performance, LVDS leads with 29.17% vs 20.98% for JEPQ. On fees, LVDS is cheaper at 0.30% per year. On volatility, LVDS has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LVDS or JEPQ?

Over the 1-year period, LVDS has performed better with a 29.17% return vs 20.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LVDS or JEPQ?

LVDS is cheaper with a 0.30% expense ratio, compared with 0.35% for JEPQ.

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

JEPQ has the higher dividend yield at 10.57%, compared with 7.55% for LVDS.

What is the main difference between LVDS and JEPQ?

LVDS is categorized as Large Cap Value Equities, while JEPQ is Nasdaq-100. Their fees differ too: 0.30% for LVDS and 0.35% for JEPQ.

Which has better risk-adjusted returns?

LVDS currently has the higher Sharpe Ratio (2.79 vs 1.52), 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.