NURE vs. JEPQ
Compare and contrast key facts about Nuveen Short-Term REIT ETF (NURE) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
NURE and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NURE is a passively managed fund by Nuveen that tracks the performance of the Dow Jones U.S. Select Short-Term REIT Index. It was launched on Dec 19, 2016. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NURE or JEPQ.
Performance
NURE vs. JEPQ - Performance Comparison
Returns By Period
In the year-to-date period, NURE achieves a 11.54% return, which is significantly lower than JEPQ's 22.99% return.
NURE
11.54%
1.95%
13.83%
25.98%
5.26%
N/A
JEPQ
22.99%
2.81%
9.92%
26.76%
N/A
N/A
Key characteristics
| NURE | JEPQ | |
|---|---|---|
| Sharpe Ratio | 1.65 | 2.20 |
| Sortino Ratio | 2.33 | 2.88 |
| Omega Ratio | 1.28 | 1.45 |
| Calmar Ratio | 0.90 | 2.53 |
| Martin Ratio | 7.66 | 10.94 |
| Ulcer Index | 3.44% | 2.48% |
| Daily Std Dev | 16.04% | 12.33% |
| Max Drawdown | -46.05% | -16.82% |
| Current Drawdown | -10.85% | -0.32% |
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NURE vs. JEPQ - Expense Ratio Comparison
Both NURE and JEPQ have an expense ratio of 0.35%.
Correlation
The correlation between NURE and JEPQ is 0.51, 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.
Risk-Adjusted Performance
NURE vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Short-Term REIT ETF (NURE) 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.
Dividends
NURE vs. JEPQ - Dividend Comparison
NURE's dividend yield for the trailing twelve months is around 3.50%, less than JEPQ's 9.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
NURE Nuveen Short-Term REIT ETF | 3.50% | 3.74% | 2.81% | 1.34% | 2.88% | 3.28% | 4.11% | 3.82% | 0.48% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.38% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NURE vs. JEPQ - Drawdown Comparison
The maximum NURE drawdown since its inception was -46.05%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for NURE and JEPQ. For additional features, visit the drawdowns tool.
Volatility
NURE vs. JEPQ - Volatility Comparison
Nuveen Short-Term REIT ETF (NURE) has a higher volatility of 4.98% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.71%. This indicates that NURE'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.