LVHD vs. JEPI
Compare and contrast key facts about Legg Mason Low Volatility High Dividend ETF (LVHD) and JPMorgan Equity Premium Income ETF (JEPI).
LVHD and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LVHD is a passively managed fund by Franklin Templeton that tracks the performance of the QS Low Volatility High Dividend Index. It was launched on Dec 29, 2015. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
LVHD vs. JEPI - Performance Comparison
Loading graphics...
LVHD vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LVHD Legg Mason Low Volatility High Dividend ETF | 6.73% | 7.50% | 10.18% | -0.95% | -1.82% | 26.90% | 22.22% |
JEPI JPMorgan Equity Premium Income ETF | 0.46% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
Returns By Period
In the year-to-date period, LVHD achieves a 6.73% return, which is significantly higher than JEPI's 0.46% return.
LVHD
- 1D
- -0.18%
- 1M
- -4.83%
- YTD
- 6.73%
- 6M
- 5.06%
- 1Y
- 7.56%
- 3Y*
- 8.47%
- 5Y*
- 7.55%
- 10Y*
- 8.18%
JEPI
- 1D
- 0.27%
- 1M
- -4.29%
- YTD
- 0.46%
- 6M
- 3.19%
- 1Y
- 8.06%
- 3Y*
- 9.67%
- 5Y*
- 8.32%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
LVHD vs. JEPI - Expense Ratio Comparison
LVHD has a 0.27% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Return for Risk
LVHD vs. JEPI — Risk / Return Rank
LVHD
JEPI
LVHD vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Legg Mason Low Volatility High Dividend ETF (LVHD) 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.
| LVHD | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.61 | +0.02 |
Sortino ratioReturn per unit of downside risk | 0.95 | 0.95 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.16 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 0.79 | +0.06 |
Martin ratioReturn relative to average drawdown | 3.03 | 3.83 | -0.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| LVHD | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.61 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.76 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 1.04 | -0.47 |
Correlation
The correlation between LVHD and JEPI is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LVHD vs. JEPI - Dividend Comparison
LVHD's dividend yield for the trailing twelve months is around 3.20%, less than JEPI's 8.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
LVHD Legg Mason Low Volatility High Dividend ETF | 3.20% | 3.35% | 4.23% | 3.55% | 3.30% | 2.56% | 3.27% | 3.30% | 3.82% | 3.33% | 2.48% |
JEPI JPMorgan Equity Premium Income ETF | 8.46% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LVHD vs. JEPI - Drawdown Comparison
The maximum LVHD drawdown since its inception was -37.32%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for LVHD and JEPI.
Loading graphics...
Drawdown Indicators
| LVHD | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.32% | -13.71% | -23.61% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -10.28% | +1.90% |
Max Drawdown (5Y)Largest decline over 5 years | -16.75% | -13.71% | -3.04% |
Max Drawdown (10Y)Largest decline over 10 years | -37.32% | — | — |
Current DrawdownCurrent decline from peak | -4.83% | -4.53% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -4.05% | -2.07% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.12% | +0.27% |
Volatility
LVHD vs. JEPI - Volatility Comparison
The current volatility for Legg Mason Low Volatility High Dividend ETF (LVHD) is 2.77%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 3.90%. This indicates that LVHD experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| LVHD | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 3.90% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 6.49% | 6.36% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 13.24% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.87% | 11.06% | +1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.49% | 10.88% | +4.61% |