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PUTW vs. JEPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PUTW vs. JEPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Equity Premium Income Fund (PUTW) and JPMorgan Equity Premium Income Fund Class A (JEPAX). The values are adjusted to include any dividend payments, if applicable.

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PUTW vs. JEPAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PUTW
WisdomTree Equity Premium Income Fund
-1.66%14.45%17.18%15.53%-10.11%20.94%1.65%7.47%
JEPAX
JPMorgan Equity Premium Income Fund Class A
-2.40%7.55%12.07%9.42%-4.05%19.13%5.75%7.45%

Returns By Period

In the year-to-date period, PUTW achieves a -1.66% return, which is significantly higher than JEPAX's -2.40% return.


PUTW

1D
2.60%
1M
-3.50%
YTD
-1.66%
6M
1.99%
1Y
15.64%
3Y*
13.04%
5Y*
9.37%
10Y*
7.80%

JEPAX

1D
0.07%
1M
-7.35%
YTD
-2.40%
6M
0.30%
1Y
4.66%
3Y*
8.21%
5Y*
7.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PUTW vs. JEPAX - Expense Ratio Comparison

PUTW has a 0.44% expense ratio, which is lower than JEPAX's 0.85% expense ratio.


Return for Risk

PUTW vs. JEPAX — Risk / Return Rank

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

PUTW
PUTW Risk / Return Rank: 7272
Overall Rank
PUTW Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PUTW Sortino Ratio Rank: 6767
Sortino Ratio Rank
PUTW Omega Ratio Rank: 7474
Omega Ratio Rank
PUTW Calmar Ratio Rank: 7272
Calmar Ratio Rank
PUTW Martin Ratio Rank: 8585
Martin Ratio Rank

JEPAX
JEPAX Risk / Return Rank: 1919
Overall Rank
JEPAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
JEPAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
JEPAX Omega Ratio Rank: 2121
Omega Ratio Rank
JEPAX Calmar Ratio Rank: 1616
Calmar Ratio Rank
JEPAX Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PUTW vs. JEPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (PUTW) and JPMorgan Equity Premium Income Fund Class A (JEPAX). 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.


PUTWJEPAXDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.46

+0.64

Sortino ratio

Return per unit of downside risk

1.65

0.74

+0.90

Omega ratio

Gain probability vs. loss probability

1.27

1.12

+0.16

Calmar ratio

Return relative to maximum drawdown

1.62

0.46

+1.17

Martin ratio

Return relative to average drawdown

8.70

2.14

+6.57

PUTW vs. JEPAX - Sharpe Ratio Comparison

The current PUTW Sharpe Ratio is 1.10, which is higher than the JEPAX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of PUTW and JEPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PUTWJEPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.46

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.64

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.51

+0.10

Correlation

The correlation between PUTW and JEPAX is 0.69, 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.


Dividends

PUTW vs. JEPAX - Dividend Comparison

PUTW's dividend yield for the trailing twelve months is around 12.37%, more than JEPAX's 7.45% yield.


TTM2025202420232022202120202019201820172016
PUTW
WisdomTree Equity Premium Income Fund
12.37%13.18%11.99%8.94%3.27%0.00%1.43%1.47%6.46%3.52%2.27%
JEPAX
JPMorgan Equity Premium Income Fund Class A
7.45%7.88%6.95%8.19%11.98%5.96%11.35%5.61%0.00%0.00%0.00%

Drawdowns

PUTW vs. JEPAX - Drawdown Comparison

The maximum PUTW drawdown since its inception was -28.40%, smaller than the maximum JEPAX drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for PUTW and JEPAX.


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Drawdown Indicators


PUTWJEPAXDifference

Max Drawdown

Largest peak-to-trough decline

-28.40%

-32.69%

+4.29%

Max Drawdown (1Y)

Largest decline over 1 year

-9.90%

-10.43%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-16.56%

-13.74%

-2.82%

Max Drawdown (10Y)

Largest decline over 10 years

-28.40%

Current Drawdown

Current decline from peak

-4.73%

-7.35%

+2.62%

Average Drawdown

Average peak-to-trough decline

-3.48%

-3.05%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

2.23%

-0.38%

Volatility

PUTW vs. JEPAX - Volatility Comparison

WisdomTree Equity Premium Income Fund (PUTW) has a higher volatility of 4.77% compared to JPMorgan Equity Premium Income Fund Class A (JEPAX) at 3.45%. This indicates that PUTW's price experiences larger fluctuations and is considered to be riskier than JEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PUTWJEPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

3.45%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

6.50%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

14.33%

13.68%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.21%

11.40%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.23%

15.02%

-1.79%