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MLPA vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MLPA and JEPI is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

MLPA vs. JEPI - Performance Comparison

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

60.00%80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
164.68%
67.42%
MLPA
JEPI

Key characteristics

Sharpe Ratio

MLPA:

0.78

JEPI:

0.37

Sortino Ratio

MLPA:

1.14

JEPI:

0.62

Omega Ratio

MLPA:

1.15

JEPI:

1.10

Calmar Ratio

MLPA:

0.97

JEPI:

0.39

Martin Ratio

MLPA:

3.86

JEPI:

1.79

Ulcer Index

MLPA:

3.57%

JEPI:

2.86%

Daily Std Dev

MLPA:

17.60%

JEPI:

13.76%

Max Drawdown

MLPA:

-78.74%

JEPI:

-13.71%

Current Drawdown

MLPA:

-6.43%

JEPI:

-6.74%

Returns By Period

In the year-to-date period, MLPA achieves a 4.38% return, which is significantly higher than JEPI's -2.67% return.


MLPA

YTD

4.38%

1M

-5.22%

6M

9.93%

1Y

12.94%

5Y*

24.40%

10Y*

2.19%

JEPI

YTD

-2.67%

1M

-2.30%

6M

-3.57%

1Y

5.27%

5Y*

N/A

10Y*

N/A

*Annualized

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MLPA vs. JEPI - Expense Ratio Comparison

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


Expense ratio chart for MLPA: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MLPA: 0.46%
Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%

Risk-Adjusted Performance

MLPA vs. JEPI — Risk-Adjusted Performance Rank

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

MLPA
The Risk-Adjusted Performance Rank of MLPA is 7676
Overall Rank
The Sharpe Ratio Rank of MLPA is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of MLPA is 7272
Sortino Ratio Rank
The Omega Ratio Rank of MLPA is 7171
Omega Ratio Rank
The Calmar Ratio Rank of MLPA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of MLPA is 8080
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5252
Overall Rank
The Sharpe Ratio Rank of JEPI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4848
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5353
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5454
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MLPA vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MLP ETF (MLPA) 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.


The chart of Sharpe ratio for MLPA, currently valued at 0.78, compared to the broader market-1.000.001.002.003.004.00
MLPA: 0.78
JEPI: 0.37
The chart of Sortino ratio for MLPA, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.00
MLPA: 1.14
JEPI: 0.62
The chart of Omega ratio for MLPA, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
MLPA: 1.15
JEPI: 1.10
The chart of Calmar ratio for MLPA, currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.0012.00
MLPA: 0.97
JEPI: 0.39
The chart of Martin ratio for MLPA, currently valued at 3.86, compared to the broader market0.0020.0040.0060.00
MLPA: 3.86
JEPI: 1.79

The current MLPA Sharpe Ratio is 0.78, which is higher than the JEPI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of MLPA and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.78
0.37
MLPA
JEPI

Dividends

MLPA vs. JEPI - Dividend Comparison

MLPA's dividend yield for the trailing twelve months is around 7.19%, less than JEPI's 7.88% yield.


TTM20242023202220212020201920182017201620152014
MLPA
Global X MLP ETF
7.19%7.25%7.49%7.30%8.72%13.84%9.09%10.00%8.05%7.15%9.29%5.80%
JEPI
JPMorgan Equity Premium Income ETF
7.88%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MLPA vs. JEPI - Drawdown Comparison

The maximum MLPA drawdown since its inception was -78.74%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for MLPA and JEPI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.43%
-6.74%
MLPA
JEPI

Volatility

MLPA vs. JEPI - Volatility Comparison

Global X MLP ETF (MLPA) and JPMorgan Equity Premium Income ETF (JEPI) have volatilities of 11.18% and 11.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.18%
11.07%
MLPA
JEPI