REM vs. JEPI
Compare and contrast key facts about iShares Mortgage Real Estate ETF (REM) and JPMorgan Equity Premium Income ETF (JEPI).
REM and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. REM is a passively managed fund by iShares that tracks the performance of the FTSE NAREIT All Mortgage Capped Index. It was launched on May 4, 2007. 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: REM or JEPI.
Performance
REM vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, REM achieves a 1.83% return, which is significantly lower than JEPI's 14.71% return.
REM
1.83%
-2.93%
3.91%
11.51%
-3.78%
1.76%
JEPI
14.71%
-0.18%
7.76%
17.98%
N/A
N/A
Key characteristics
| REM | JEPI | |
|---|---|---|
| Sharpe Ratio | 0.61 | 2.55 |
| Sortino Ratio | 0.94 | 3.54 |
| Omega Ratio | 1.12 | 1.50 |
| Calmar Ratio | 0.32 | 4.65 |
| Martin Ratio | 2.10 | 18.00 |
| Ulcer Index | 5.81% | 1.00% |
| Daily Std Dev | 19.90% | 7.05% |
| Max Drawdown | -74.72% | -13.71% |
| Current Drawdown | -29.37% | -1.12% |
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REM vs. JEPI - Expense Ratio Comparison
REM has a 0.48% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Correlation
The correlation between REM and JEPI is 0.55, 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
REM vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Mortgage Real Estate ETF (REM) 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
REM vs. JEPI - Dividend Comparison
REM's dividend yield for the trailing twelve months is around 9.44%, more than JEPI's 7.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REM iShares Mortgage Real Estate ETF | 9.44% | 9.46% | 11.13% | 7.29% | 7.72% | 8.16% | 10.00% | 9.97% | 10.03% | 11.99% | 14.53% | 16.12% |
JEPI JPMorgan Equity Premium Income ETF | 7.13% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
REM vs. JEPI - Drawdown Comparison
The maximum REM drawdown since its inception was -74.72%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for REM and JEPI. For additional features, visit the drawdowns tool.
Volatility
REM vs. JEPI - Volatility Comparison
iShares Mortgage Real Estate ETF (REM) has a higher volatility of 4.12% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.14%. This indicates that REM'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.