NUSI vs. JEPQ
Compare and contrast key facts about Nationwide Risk-Managed Income ETF (NUSI) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
NUSI and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NUSI is an actively managed fund by Nationwide. It was launched on Dec 19, 2019. 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: NUSI or JEPQ.
Key characteristics
| NUSI | JEPQ | |
|---|---|---|
| YTD Return | 25.11% | 23.39% |
| 1Y Return | 31.27% | 28.15% |
| Sharpe Ratio | 2.85 | 2.38 |
| Sortino Ratio | 4.13 | 3.11 |
| Omega Ratio | 1.58 | 1.49 |
| Calmar Ratio | 2.54 | 2.71 |
| Martin Ratio | 15.92 | 11.74 |
| Ulcer Index | 2.17% | 2.48% |
| Daily Std Dev | 12.10% | 12.20% |
| Max Drawdown | -31.24% | -16.82% |
| Current Drawdown | -0.02% | 0.00% |
Correlation
The correlation between NUSI and JEPQ is 0.87, 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.
Performance
NUSI vs. JEPQ - Performance Comparison
In the year-to-date period, NUSI achieves a 25.11% return, which is significantly higher than JEPQ's 23.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NUSI vs. JEPQ - Expense Ratio Comparison
NUSI has a 0.68% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Risk-Adjusted Performance
NUSI vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nationwide Risk-Managed Income ETF (NUSI) 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
NUSI vs. JEPQ - Dividend Comparison
NUSI's dividend yield for the trailing twelve months is around 7.13%, less than JEPQ's 9.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
NUSI Nationwide Risk-Managed Income ETF | 7.13% | 7.17% | 9.05% | 7.77% | 7.48% | 0.65% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.35% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% |
Drawdowns
NUSI vs. JEPQ - Drawdown Comparison
The maximum NUSI drawdown since its inception was -31.24%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for NUSI and JEPQ. For additional features, visit the drawdowns tool.
Volatility
NUSI vs. JEPQ - Volatility Comparison
Nationwide Risk-Managed Income ETF (NUSI) has a higher volatility of 3.65% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.33%. This indicates that NUSI'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.