QQQS vs. JEPI
Compare and contrast key facts about Invesco NASDAQ Future Gen 200 ETF (QQQS) and JPMorgan Equity Premium Income ETF (JEPI).
QQQS and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQQS is a passively managed fund by Invesco that tracks the performance of the Nasdaq Innovators Completion Cap Total Return Index. It was launched on Oct 13, 2022. 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: QQQS or JEPI.
Performance
QQQS vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, QQQS achieves a 5.73% return, which is significantly lower than JEPI's 15.68% return.
QQQS
5.73%
1.13%
8.68%
25.80%
N/A
N/A
JEPI
15.68%
1.17%
9.24%
18.27%
N/A
N/A
Key characteristics
| QQQS | JEPI | |
|---|---|---|
| Sharpe Ratio | 0.97 | 2.63 |
| Sortino Ratio | 1.47 | 3.65 |
| Omega Ratio | 1.17 | 1.52 |
| Calmar Ratio | 0.85 | 4.81 |
| Martin Ratio | 3.69 | 18.61 |
| Ulcer Index | 7.21% | 1.00% |
| Daily Std Dev | 27.53% | 7.08% |
| Max Drawdown | -38.06% | -13.71% |
| Current Drawdown | -13.68% | -0.28% |
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QQQS vs. JEPI - Expense Ratio Comparison
QQQS has a 0.20% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Correlation
The correlation between QQQS and JEPI is 0.59, 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.
Risk-Adjusted Performance
QQQS vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ Future Gen 200 ETF (QQQS) 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
QQQS vs. JEPI - Dividend Comparison
QQQS's dividend yield for the trailing twelve months is around 0.79%, less than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
QQQS Invesco NASDAQ Future Gen 200 ETF | 0.79% | 0.68% | 0.04% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% |
Drawdowns
QQQS vs. JEPI - Drawdown Comparison
The maximum QQQS drawdown since its inception was -38.06%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for QQQS and JEPI. For additional features, visit the drawdowns tool.
Volatility
QQQS vs. JEPI - Volatility Comparison
Invesco NASDAQ Future Gen 200 ETF (QQQS) has a higher volatility of 7.62% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.25%. This indicates that QQQS's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.