SCHP vs. JEPI
Compare and contrast key facts about Schwab U.S. TIPS ETF (SCHP) and JPMorgan Equity Premium Income ETF (JEPI).
SCHP and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHP is a passively managed fund by Charles Schwab that tracks the performance of the Barclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L). It was launched on Aug 5, 2010. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
SCHP vs. JEPI - Performance Comparison
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SCHP vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SCHP Schwab U.S. TIPS ETF | 0.37% | 6.76% | 1.95% | 3.91% | -12.02% | 5.87% | 5.87% |
JEPI JPMorgan Equity Premium Income ETF | 0.46% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
Returns By Period
In the year-to-date period, SCHP achieves a 0.37% return, which is significantly lower than JEPI's 0.46% return.
SCHP
- 1D
- -0.09%
- 1M
- -1.16%
- YTD
- 0.37%
- 6M
- 0.14%
- 1Y
- 2.84%
- 3Y*
- 3.12%
- 5Y*
- 1.37%
- 10Y*
- 2.56%
JEPI
- 1D
- 0.27%
- 1M
- -4.29%
- YTD
- 0.46%
- 6M
- 3.19%
- 1Y
- 8.06%
- 3Y*
- 9.67%
- 5Y*
- 8.32%
- 10Y*
- —
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SCHP vs. JEPI - Expense Ratio Comparison
SCHP has a 0.05% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Return for Risk
SCHP vs. JEPI — Risk / Return Rank
SCHP
JEPI
SCHP vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. TIPS ETF (SCHP) 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.
| SCHP | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.61 | +0.09 |
Sortino ratioReturn per unit of downside risk | 0.98 | 0.95 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.16 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.79 | +0.24 |
Martin ratioReturn relative to average drawdown | 3.07 | 3.83 | -0.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHP | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.61 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.76 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 1.04 | -0.54 |
Correlation
The correlation between SCHP and JEPI is 0.19, 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.
Dividends
SCHP vs. JEPI - Dividend Comparison
SCHP's dividend yield for the trailing twelve months is around 3.72%, less than JEPI's 8.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHP Schwab U.S. TIPS ETF | 3.72% | 4.06% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.26% | 1.90% | 1.38% | 0.28% |
JEPI JPMorgan Equity Premium Income ETF | 8.46% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SCHP vs. JEPI - Drawdown Comparison
The maximum SCHP drawdown since its inception was -14.26%, roughly equal to the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SCHP and JEPI.
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Drawdown Indicators
| SCHP | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.26% | -13.71% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -2.78% | -10.28% | +7.50% |
Max Drawdown (5Y)Largest decline over 5 years | -14.26% | -13.71% | -0.55% |
Max Drawdown (10Y)Largest decline over 10 years | -14.26% | — | — |
Current DrawdownCurrent decline from peak | -1.35% | -4.53% | +3.18% |
Average DrawdownAverage peak-to-trough decline | -3.97% | -2.07% | -1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 2.12% | -1.18% |
Volatility
SCHP vs. JEPI - Volatility Comparison
The current volatility for Schwab U.S. TIPS ETF (SCHP) is 1.36%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 3.90%. This indicates that SCHP experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHP | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 3.90% | -2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 2.22% | 6.36% | -4.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.04% | 13.24% | -9.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.13% | 11.06% | -4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.60% | 10.88% | -5.28% |