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RYE vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

RYE vs. JEPI

Last updated May 16, 2025

Compare and contrast key facts about Invesco S&P 500® Equal Weight Energy ETF (RYE) and JPMorgan Equity Premium Income ETF (JEPI).

RYE and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RYE is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weighted / Energy -SEC. It was launched on Nov 1, 2006. 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: RYE or JEPI.

Correlation

The correlation between RYE and JEPI is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

RYE vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Energy ETF (RYE) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period

RYE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JEPI

YTD

-0.06%

1M

3.57%

6M

-2.52%

1Y

5.64%

5Y*

N/A

10Y*

N/A

*Annualized

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RYE vs. JEPI - Expense Ratio Comparison

RYE has a 0.40% expense ratio, which is higher than JEPI's 0.35% expense ratio.

RYE
Invesco S&P 500® Equal Weight Energy ETF
JEPI
JPMorgan Equity Premium Income ETF

Risk-Adjusted Performance

RYE vs. JEPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RYE
The Risk-Adjusted Performance Rank of RYE is 1010
Overall Rank
The Sharpe Ratio Rank of RYE is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of RYE is 99
Sortino Ratio Rank
The Omega Ratio Rank of RYE is 99
Omega Ratio Rank
The Calmar Ratio Rank of RYE is 99
Calmar Ratio Rank
The Martin Ratio Rank of RYE is 1313
Martin Ratio Rank
JEPI
The Risk-Adjusted Performance Rank of JEPI is 4949
Overall Rank
The Sharpe Ratio Rank of JEPI is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 4343
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5050
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5252
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RYE vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Energy ETF (RYE) 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

RYE vs. JEPI - Dividend Comparison

RYE has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.03%.

TTM20242023202220212020201920182017201620152014
RYE
Invesco S&P 500® Equal Weight Energy ETF		0.00%1.21%2.84%3.43%2.37%3.15%2.15%2.18%2.55%1.14%2.80%1.97%
JEPI
JPMorgan Equity Premium Income ETF		8.03%7.33%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RYE vs. JEPI - Drawdown Comparison

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Volatility

RYE vs. JEPI - Volatility Comparison

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