SCHD vs. JEPI
Compare and contrast key facts about Schwab US Dividend Equity ETF (SCHD) and JPMorgan Equity Premium Income ETF (JEPI).
SCHD and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. 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: SCHD or JEPI.
Key characteristics
| SCHD | JEPI | |
|---|---|---|
| YTD Return | 0.36% | 2.59% |
| 1Y Return | 6.55% | 9.09% |
| 3Y Return (Ann) | 3.91% | 7.20% |
| Sharpe Ratio | 0.54 | 1.24 |
| Daily Std Dev | 11.69% | 7.36% |
| Max Drawdown | -33.37% | -13.71% |
| Current Drawdown | -5.98% | -3.55% |
Correlation
The correlation between SCHD and JEPI is 0.79, 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.
Performance
SCHD vs. JEPI - Performance Comparison
In the year-to-date period, SCHD achieves a 0.36% return, which is significantly lower than JEPI's 2.59% 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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SCHD vs. JEPI - Expense Ratio Comparison
Risk-Adjusted Performance
SCHD vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab US Dividend Equity ETF (SCHD) 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
SCHD vs. JEPI - Dividend Comparison
SCHD's dividend yield for the trailing twelve months is around 3.53%, less than JEPI's 7.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 3.53% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
JEPI JPMorgan Equity Premium Income ETF | 7.69% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SCHD vs. JEPI - Drawdown Comparison
The maximum SCHD drawdown since its inception was -33.37%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SCHD and JEPI. For additional features, visit the drawdowns tool.
Volatility
SCHD vs. JEPI - Volatility Comparison
Schwab US Dividend Equity ETF (SCHD) has a higher volatility of 3.74% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.16%. This indicates that SCHD'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.