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

Correlation

The correlation between NUSA and JEPI is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

NUSA vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF (NUSA) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
6.41%
67.42%
NUSA
JEPI

Key characteristics

Sharpe Ratio

NUSA:

2.74

JEPI:

0.37

Sortino Ratio

NUSA:

4.32

JEPI:

0.62

Omega Ratio

NUSA:

1.56

JEPI:

1.10

Calmar Ratio

NUSA:

2.13

JEPI:

0.39

Martin Ratio

NUSA:

10.60

JEPI:

1.79

Ulcer Index

NUSA:

0.65%

JEPI:

2.86%

Daily Std Dev

NUSA:

2.51%

JEPI:

13.76%

Max Drawdown

NUSA:

-9.44%

JEPI:

-13.71%

Current Drawdown

NUSA:

-0.13%

JEPI:

-6.74%

Returns By Period

In the year-to-date period, NUSA achieves a 2.50% return, which is significantly higher than JEPI's -2.67% return.


NUSA

YTD

2.50%

1M

0.78%

6M

2.75%

1Y

7.05%

5Y*

1.40%

10Y*

N/A

JEPI

YTD

-2.67%

1M

-3.71%

6M

-3.57%

1Y

5.59%

5Y*

N/A

10Y*

N/A

*Annualized

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NUSA vs. JEPI - Expense Ratio Comparison

NUSA has a 0.20% expense ratio, which is lower than JEPI's 0.35% expense ratio.


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%
Expense ratio chart for NUSA: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NUSA: 0.20%

Risk-Adjusted Performance

NUSA vs. JEPI — Risk-Adjusted Performance Rank

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

NUSA
The Risk-Adjusted Performance Rank of NUSA is 9696
Overall Rank
The Sharpe Ratio Rank of NUSA is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NUSA is 9797
Sortino Ratio Rank
The Omega Ratio Rank of NUSA is 9797
Omega Ratio Rank
The Calmar Ratio Rank of NUSA is 9494
Calmar Ratio Rank
The Martin Ratio Rank of NUSA is 9393
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5050
Overall Rank
The Sharpe Ratio Rank of JEPI is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4545
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5050
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5252
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 5555
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.

NUSA vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF (NUSA) 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 NUSA, currently valued at 2.74, compared to the broader market-1.000.001.002.003.004.00
NUSA: 2.74
JEPI: 0.37
The chart of Sortino ratio for NUSA, currently valued at 4.32, compared to the broader market-2.000.002.004.006.008.00
NUSA: 4.32
JEPI: 0.62
The chart of Omega ratio for NUSA, currently valued at 1.56, compared to the broader market0.501.001.502.002.50
NUSA: 1.56
JEPI: 1.10
The chart of Calmar ratio for NUSA, currently valued at 2.13, compared to the broader market0.002.004.006.008.0010.0012.00
NUSA: 2.13
JEPI: 0.39
The chart of Martin ratio for NUSA, currently valued at 10.60, compared to the broader market0.0020.0040.0060.00
NUSA: 10.60
JEPI: 1.79

The current NUSA Sharpe Ratio is 2.74, which is higher than the JEPI Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of NUSA 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
2.74
0.37
NUSA
JEPI

Dividends

NUSA vs. JEPI - Dividend Comparison

NUSA's dividend yield for the trailing twelve months is around 3.94%, less than JEPI's 7.88% yield.


TTM20242023202220212020201920182017
NUSA
Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF
3.94%3.93%3.54%2.44%2.16%2.51%2.84%3.22%2.20%
JEPI
JPMorgan Equity Premium Income ETF
7.88%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%

Drawdowns

NUSA vs. JEPI - Drawdown Comparison

The maximum NUSA drawdown since its inception was -9.44%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for NUSA and JEPI. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.13%
-6.74%
NUSA
JEPI

Volatility

NUSA vs. JEPI - Volatility Comparison

The current volatility for Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF (NUSA) is 0.90%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 11.07%. This indicates that NUSA 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
0.90%
11.07%
NUSA
JEPI