NUSA vs. JEPI
Compare and contrast key facts about Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF (NUSA) and JPMorgan Equity Premium Income ETF (JEPI).
NUSA and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NUSA is a passively managed fund by Nuveen that tracks the performance of the ICE BofA Enhanced Yield US Broad Bond (1-5 Y). It was launched on Mar 31, 2017. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NUSA or JEPI.
Performance
NUSA vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, NUSA achieves a 3.02% return, which is significantly lower than JEPI's 14.44% return.
NUSA
3.02%
-0.66%
2.82%
5.37%
1.24%
N/A
JEPI
14.44%
-0.20%
7.19%
17.88%
N/A
N/A
Key characteristics
| NUSA | JEPI | |
|---|---|---|
| Sharpe Ratio | 2.07 | 2.53 |
| Sortino Ratio | 3.18 | 3.52 |
| Omega Ratio | 1.42 | 1.50 |
| Calmar Ratio | 1.18 | 4.62 |
| Martin Ratio | 9.68 | 17.99 |
| Ulcer Index | 0.63% | 0.99% |
| Daily Std Dev | 2.88% | 7.05% |
| Max Drawdown | -9.44% | -13.71% |
| Current Drawdown | -1.47% | -1.35% |
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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.
Correlation
The correlation between NUSA and JEPI is 0.17, 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.
Risk-Adjusted Performance
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.
Dividends
NUSA vs. JEPI - Dividend Comparison
NUSA's dividend yield for the trailing twelve months is around 4.13%, less than JEPI's 7.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
NUSA Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF | 4.13% | 3.54% | 2.44% | 2.16% | 2.51% | 2.85% | 3.22% | 2.21% |
JEPI JPMorgan Equity Premium Income ETF | 7.15% | 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.
Volatility
NUSA vs. JEPI - Volatility Comparison
The current volatility for Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF (NUSA) is 0.66%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.17%. 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.