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REET vs. JEPQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

REET vs. JEPQ

Last updated Jun 9, 2026

REET (iShares Global REIT ETF) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - REET is a REIT fund tracking the FTSE EPRA/NAREIT Global REIT Index, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. Both are passively managed. Over the past 3 years, REET returned 9.05%/yr vs 20.04%/yr for JEPQ. At a 0.47 correlation, their price movements are largely independent. REET charges 0.14%/yr vs 0.35%/yr for JEPQ.

Performance

REET vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global REIT ETF (REET) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REET achieves a 8.47% return, which is significantly higher than JEPQ's 7.44% return.

REET

1D
-0.88%
1M
-1.75%
YTD
8.47%
6M
9.73%
1Y
11.75%
3Y*
9.05%
5Y*
1.87%
10Y*
4.04%

JEPQ

1D
1.24%
1M
0.97%
YTD
7.44%
6M
7.26%
1Y
25.85%
3Y*
20.04%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

REET vs. JEPQ - Yearly Performance Comparison

2026 (YTD)2025202420232022
REET
iShares Global REIT ETF		8.47%7.97%2.65%10.28%-15.52%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		7.44%15.18%24.85%36.28%-11.16%

Correlation

The correlation between REET and JEPQ is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (All Time)
Calculated using the full available price history since May 4, 2022

0.47

Over the past year, the correlation between REET and JEPQ has dropped to 0.24 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

REET vs. JEPQ - Sectors Allocation Comparison

Sectors
REET
JEPQ

Real Estate

99.8%
0.2%

Financial Services

0.2%
0.4%

Basic Materials

-

1.0%

Communication Services

-

15.4%

Consumer Cyclical

-

12.8%

Consumer Defensive

-

7.1%

Energy

-

0.4%

Healthcare

-

4.4%

Industrials

-

3.1%

Technology

-

54.0%

Utilities

-

1.3%

Real Estate

REET
99.8%
JEPQ
0.2%

Financial Services

REET
0.2%
JEPQ
0.4%

Basic Materials

REET

-

JEPQ
1.0%

Communication Services

REET

-

JEPQ
15.4%

Consumer Cyclical

REET

-

JEPQ
12.8%

Consumer Defensive

REET

-

JEPQ
7.1%

Energy

REET

-

JEPQ
0.4%

Healthcare

REET

-

JEPQ
4.4%

Industrials

REET

-

JEPQ
3.1%

Technology

REET

-

JEPQ
54.0%

Utilities

REET

-

JEPQ
1.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Global REIT ETF

JPMorgan Nasdaq Equity Premium Income ETF

Often compared with REET:
REET vs. VNQREET vs. VNQIREET vs. XLREREET vs. USRTREET vs. SCHHREET vs. RWOREET vs. FREL
Often compared with JEPQ:
JEPQ vs. JEPIJEPQ vs. QQQIJEPQ vs. QQQJEPQ vs. SCHDJEPQ vs. QYLDJEPQ vs. GPIQJEPQ vs. SPYI

Return for Risk

REET vs. JEPQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
REET
REET Risk / Return Rank: 3030
Overall Rank
REET Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
REET Sortino Ratio Rank: 2828
Sortino Ratio Rank
REET Omega Ratio Rank: 2828
Omega Ratio Rank
REET Calmar Ratio Rank: 2929
Calmar Ratio Rank
REET Martin Ratio Rank: 3434
Martin Ratio Rank
JEPQ
JEPQ Risk / Return Rank: 7373
Overall Rank
JEPQ Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
JEPQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
JEPQ Omega Ratio Rank: 7979
Omega Ratio Rank
JEPQ Calmar Ratio Rank: 6565
Calmar Ratio Rank
JEPQ Martin Ratio Rank: 8080
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.

REET vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) 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.

REETJEPQDifference
Sharpe ratioReturn per unit of total volatility
0.97
2.13

-1.16

Sortino ratioReturn per unit of downside risk
1.39
2.79

-1.41

Omega ratioGain probability vs. loss probability

1.18

1.42

-0.25

Calmar ratioReturn relative to maximum drawdown

1.31

2.95

-1.64

Martin ratioReturn relative to average drawdown

4.68

14.33

-9.65

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REET vs. JEPQ - Sharpe Ratio Comparison

The current REET Sharpe Ratio is 0.97, which is lower than the JEPQ Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of REET and JEPQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

REETJEPQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

2.13

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.96

-0.72

Drawdowns

REET vs. JEPQ - Drawdown Comparison

The maximum REET drawdown since its inception was -44.59%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for REET and JEPQ.

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Drawdown Indicators

REETJEPQDifference

Max Drawdown

Largest peak-to-trough decline

-44.59%

-20.07%

-24.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-8.82%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-20.07%

+2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-32.11%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-44.59%

—

—

Current Drawdown

Current decline from peak

-2.46%

-2.02%

-0.44%

Average Drawdown

Average peak-to-trough decline

-9.78%

-3.42%

-6.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

1.81%

+0.71%

Volatility

REET vs. JEPQ - Volatility Comparison

iShares Global REIT ETF (REET) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 3.56% and 3.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

REETJEPQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

3.65%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

9.66%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

12.19%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

16.67%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.85%

16.67%

+2.18%

REET vs. JEPQ - Expense Ratio Comparison

REET has a 0.14% expense ratio, which is lower than JEPQ's 0.35% expense ratio.

Dividends

REET vs. JEPQ - Dividend Comparison

REET's dividend yield for the trailing twelve months is around 3.41%, less than JEPQ's 10.26% yield.

PositionTTM20252024202320222021202020192018201720162015
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		10.26%10.53%9.65%10.03%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
REET
iShares Global REIT ETF		3.41%3.67%3.64%3.27%2.43%3.18%2.65%5.25%5.73%3.84%5.37%3.56%

Frequently Asked Questions

REET and JEPQ have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JEPQ has higher volatility (3.65%) compared to REET (3.56%). In terms of maximum drawdown, REET dropped -44.59% vs JEPQ's -20.07%.

On 3-year performance, JEPQ leads with 20.04% vs 9.05% for REET. On fees, REET is cheaper at 0.14% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, JEPQ has performed better with a 20.04% return vs 9.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REET is cheaper with a 0.14% expense ratio, compared with 0.35% for JEPQ.

JEPQ has the higher dividend yield at 10.26%, compared with 3.41% for REET.

REET is categorized as REIT, while JEPQ is Nasdaq-100. REET tracks FTSE EPRA/NAREIT Global REIT Index, while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.14% for REET and 0.35% for JEPQ.

JEPQ currently has the higher Sharpe Ratio (2.13 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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