Correlation
The correlation between RSPE and JEPI is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
RSPE vs. JEPI
Compare and contrast key facts about Invesco ESG S&P 500 Equal Weight ETF (RSPE) and JPMorgan Equity Premium Income ETF (JEPI).
RSPE and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RSPE is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weight ESG Leaders Select Index. It was launched on Nov 17, 2021. 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: RSPE or JEPI.
Performance
RSPE vs. JEPI - Performance Comparison
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Key characteristics
RSPE:
0.44
JEPI:
0.56
RSPE:
0.68
JEPI:
0.81
RSPE:
1.09
JEPI:
1.13
RSPE:
0.37
JEPI:
0.54
RSPE:
1.32
JEPI:
2.23
RSPE:
5.23%
JEPI:
3.19%
RSPE:
17.83%
JEPI:
13.82%
RSPE:
-22.94%
JEPI:
-13.71%
RSPE:
-5.69%
JEPI:
-4.02%
Returns By Period
In the year-to-date period, RSPE achieves a 0.67% return, which is significantly higher than JEPI's 0.17% return.
RSPE
0.67%
5.00%
-5.66%
6.51%
7.35%
N/A
N/A
JEPI
0.17%
1.80%
-3.98%
6.67%
8.01%
10.94%
N/A
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RSPE vs. JEPI - Expense Ratio Comparison
RSPE has a 0.20% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
RSPE vs. JEPI — Risk-Adjusted Performance Rank
RSPE
JEPI
RSPE vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco ESG S&P 500 Equal Weight ETF (RSPE) 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.
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Dividends
RSPE vs. JEPI - Dividend Comparison
RSPE's dividend yield for the trailing twelve months is around 1.61%, less than JEPI's 8.01% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|
RSPE Invesco ESG S&P 500 Equal Weight ETF | 1.61% | 1.57% | 1.91% | 1.83% | 0.29% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 8.01% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
Drawdowns
RSPE vs. JEPI - Drawdown Comparison
The maximum RSPE drawdown since its inception was -22.94%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for RSPE and JEPI.
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Volatility
RSPE vs. JEPI - Volatility Comparison
Invesco ESG S&P 500 Equal Weight ETF (RSPE) has a higher volatility of 5.25% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.29%. This indicates that RSPE'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.
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