PBTP vs. JEPI
Compare and contrast key facts about Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) and JPMorgan Equity Premium Income ETF (JEPI).
PBTP and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PBTP is a passively managed fund by Invesco that tracks the performance of the ICE BofA U.S. Treasuries Inflation-Linked (0-5 Y). It was launched on Sep 22, 2017. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
PBTP vs. JEPI - Performance Comparison
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PBTP vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PBTP Invesco PureBeta 0-5 Yr US TIPS ETF | 1.05% | 5.98% | 4.72% | 4.53% | -3.02% | 5.51% | 3.86% |
JEPI JPMorgan Equity Premium Income ETF | 0.20% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
Returns By Period
In the year-to-date period, PBTP achieves a 1.05% return, which is significantly higher than JEPI's 0.20% return.
PBTP
- 1D
- 0.04%
- 1M
- 0.10%
- YTD
- 1.05%
- 6M
- 1.35%
- 1Y
- 3.94%
- 3Y*
- 4.63%
- 5Y*
- 3.45%
- 10Y*
- —
JEPI
- 1D
- 1.85%
- 1M
- -4.79%
- YTD
- 0.20%
- 6M
- 3.11%
- 1Y
- 7.84%
- 3Y*
- 9.57%
- 5Y*
- 8.26%
- 10Y*
- —
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PBTP vs. JEPI - Expense Ratio Comparison
PBTP has a 0.07% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Return for Risk
PBTP vs. JEPI — Risk / Return Rank
PBTP
JEPI
PBTP vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) 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.
| PBTP | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 0.60 | +1.41 |
Sortino ratioReturn per unit of downside risk | 3.02 | 0.93 | +2.09 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.15 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 3.91 | 0.85 | +3.06 |
Martin ratioReturn relative to average drawdown | 12.96 | 4.15 | +8.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PBTP | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 0.60 | +1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 0.75 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.27 | 1.03 | +0.24 |
Correlation
The correlation between PBTP 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.
Dividends
PBTP vs. JEPI - Dividend Comparison
PBTP's dividend yield for the trailing twelve months is around 3.14%, less than JEPI's 8.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PBTP Invesco PureBeta 0-5 Yr US TIPS ETF | 3.14% | 3.82% | 2.59% | 2.36% | 5.33% | 3.12% | 1.25% | 2.12% | 2.33% | 0.73% |
JEPI JPMorgan Equity Premium Income ETF | 8.40% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% |
Drawdowns
PBTP vs. JEPI - Drawdown Comparison
The maximum PBTP drawdown since its inception was -5.44%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for PBTP and JEPI.
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Drawdown Indicators
| PBTP | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.44% | -13.71% | +8.27% |
Max Drawdown (1Y)Largest decline over 1 year | -1.03% | -10.28% | +9.25% |
Max Drawdown (5Y)Largest decline over 5 years | -5.44% | -13.71% | +8.27% |
Current DrawdownCurrent decline from peak | -0.24% | -4.79% | +4.55% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -2.07% | +1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.31% | 2.10% | -1.79% |
Volatility
PBTP vs. JEPI - Volatility Comparison
The current volatility for Invesco PureBeta 0-5 Yr US TIPS ETF (PBTP) is 0.56%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 3.95%. This indicates that PBTP 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.
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Volatility by Period
| PBTP | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.56% | 3.95% | -3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 1.05% | 6.36% | -5.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.97% | 13.26% | -11.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.86% | 11.06% | -8.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.66% | 10.89% | -8.23% |