RLY vs. JEPI
Compare and contrast key facts about SPDR SSgA Multi-Asset Real Return ETF (RLY) and JPMorgan Equity Premium Income ETF (JEPI).
RLY and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RLY is an actively managed fund by State Street. It was launched on Apr 25, 2012. 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: RLY or JEPI.
Key characteristics
| RLY | JEPI | |
|---|---|---|
| YTD Return | 1.99% | 3.25% |
| 1Y Return | 5.65% | 9.33% |
| 3Y Return (Ann) | 7.07% | 7.16% |
| Sharpe Ratio | 0.37 | 1.19 |
| Daily Std Dev | 11.32% | 7.35% |
| Max Drawdown | -37.74% | -13.71% |
| Current Drawdown | -5.49% | -2.93% |
Correlation
The correlation between RLY 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.
Performance
RLY vs. JEPI - Performance Comparison
In the year-to-date period, RLY achieves a 1.99% return, which is significantly lower than JEPI's 3.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RLY vs. JEPI - Expense Ratio Comparison
RLY has a 0.50% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
RLY vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Multi-Asset Real Return ETF (RLY) 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
RLY vs. JEPI - Dividend Comparison
RLY's dividend yield for the trailing twelve months is around 3.38%, less than JEPI's 7.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RLY SPDR SSgA Multi-Asset Real Return ETF | 3.38% | 3.71% | 5.66% | 12.15% | 2.16% | 3.45% | 2.76% | 1.85% | 2.07% | 1.80% | 1.89% | 2.15% |
JEPI JPMorgan Equity Premium Income ETF | 7.51% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RLY vs. JEPI - Drawdown Comparison
The maximum RLY drawdown since its inception was -37.74%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for RLY and JEPI. For additional features, visit the drawdowns tool.
Volatility
RLY vs. JEPI - Volatility Comparison
SPDR SSgA Multi-Asset Real Return ETF (RLY) and JPMorgan Equity Premium Income ETF (JEPI) have volatilities of 2.96% and 2.84%, 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.