SECT vs. JEPI

Last updated Jun 6, 2026

SECT (Main Sector Rotation ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - SECT is a Large Cap Blend Equities fund actively managed by Main Management, while JEPI is a Dividend fund actively managed by JPMorgan. Both are actively managed. Over the past 5 years, SECT returned 12.01%/yr vs 7.30%/yr for JEPI. A 0.74 correlation means they provide meaningful diversification when combined. SECT charges 0.78%/yr vs 0.35%/yr for JEPI.

Performance

SECT vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Main Sector Rotation ETF (SECT) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SECT achieves a 8.01% return, which is significantly higher than JEPI's 0.35% return.

SECT

• 1D: -3.39%
• 1M: 1.34%
• YTD: 8.01%
• 6M: 7.94%
• 1Y: 26.94%
• 3Y*: 18.98%
• 5Y*: 12.01%
• 10Y*: —

JEPI

• 1D: -0.34%
• 1M: -1.01%
• YTD: 0.35%
• 6M: 0.76%
• 1Y: 7.86%
• 3Y*: 9.00%
• 5Y*: 7.30%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SECT vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
SECT Main Sector Rotation ETF	8.01%	17.80%	18.61%	21.10%	-12.80%	28.88%	30.90%
JEPI JPMorgan Equity Premium Income ETF	0.35%	8.09%	12.57%	9.83%	-3.49%	21.52%	18.61%

Correlation

The correlation between SECT and JEPI is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since May 22, 2020	0.74

The correlation between SECT and JEPI shifts across timeframes, from 0.60 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.

SECT vs. JEPI - Sectors Allocation Comparison

Sectors	SECT	JEPI
Technology	38.9%	19.1%
Financial Services	14.4%	9.8%
Consumer Cyclical	12.7%	11.7%
Communication Services	12.0%	6.9%
Industrials	10.7%	13.8%
Energy	4.3%	3.5%
Basic Materials	4.0%	1.9%
Healthcare	2.6%	14.1%
Consumer Defensive	0.5%	9.6%
Utilities	0.1%	6.2%
Real Estate	0.0%	3.5%

Return for Risk

SECT vs. JEPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SECT

SECT Risk / Return Rank: 60
SECT Sharpe Ratio Rank: 63
SECT Sortino Ratio Rank: 59
SECT Omega Ratio Rank: 62
SECT Calmar Ratio Rank: 53
SECT Martin Ratio Rank: 61

JEPI

JEPI Risk / Return Rank: 27
JEPI Sharpe Ratio Rank: 29
JEPI Sortino Ratio Rank: 28
JEPI Omega Ratio Rank: 28
JEPI Calmar Ratio Rank: 25
JEPI Martin Ratio Rank: 27

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SECT vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Main Sector Rotation ETF (SECT) 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.

	SECT	JEPI	Difference
Sharpe ratio: Return per unit of total volatility	2.01	1.00	+1.01
Sortino ratio: Return per unit of downside risk	2.68	1.49	+1.19
Omega ratio: Gain probability vs. loss probability	1.36	1.18	+0.18
Calmar ratio: Return relative to maximum drawdown	2.53	1.18	+1.35
Martin ratio: Return relative to average drawdown	10.43	3.74	+6.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SECT vs. JEPI - Sharpe Ratio Comparison

The current SECT Sharpe Ratio is 2.01, which is higher than the JEPI Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SECT and JEPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SECT	JEPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.01	1.00	+1.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.66	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	1.01	-0.34

Drawdowns

SECT vs. JEPI - Drawdown Comparison

The maximum SECT drawdown since its inception was -38.09%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SECT and JEPI.

Drawdown Indicators

	SECT	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	-38.09%	-13.71%	-24.38%
Max Drawdown (1Y) Largest decline over 1 year	-10.71%	-6.68%	-4.03%
Max Drawdown (3Y) Largest decline over 3 years	-21.71%	-13.26%	-8.45%
Max Drawdown (5Y) Largest decline over 5 years	-21.71%	-13.71%	-8.00%
Current Drawdown Current decline from peak	-3.94%	-4.64%	+0.70%
Average Drawdown Average peak-to-trough decline	-4.65%	-2.12%	-2.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	2.11%	+0.48%

Volatility

SECT vs. JEPI - Volatility Comparison

Main Sector Rotation ETF (SECT) has a higher volatility of 4.84% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.49%. This indicates that SECT'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.

Volatility by Period

	SECT	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	1.49%	+3.35%
Volatility (6M) Calculated over the trailing 6-month period	10.23%	6.08%	+4.15%
Volatility (1Y) Calculated over the trailing 1-year period	13.46%	7.88%	+5.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.85%	11.05%	+6.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.16%	10.79%	+9.37%

SECT vs. JEPI - Expense Ratio Comparison

SECT has a 0.78% expense ratio, which is higher than JEPI's 0.35% expense ratio.

Dividends

SECT vs. JEPI - Dividend Comparison

SECT's dividend yield for the trailing twelve months is around 0.62%, less than JEPI's 8.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
JEPI JPMorgan Equity Premium Income ETF	8.26%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%	0.00%
SECT Main Sector Rotation ETF	0.62%	0.32%	0.45%	0.84%	0.86%	0.60%	1.37%	0.77%	1.67%	0.50%

Frequently Asked Questions

Can I hold both SECT and JEPI in my portfolio?

SECT and JEPI have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SECT or JEPI?

SECT has higher volatility (4.84%) compared to JEPI (1.49%). In terms of maximum drawdown, SECT dropped -38.09% vs JEPI's -13.71%.

Which ETF is better, SECT or JEPI?

On 5-year performance, SECT leads with 12.01% vs 7.30% for JEPI. On fees, JEPI is cheaper at 0.35% per year. On volatility, JEPI has been the lower-risk option at 1.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SECT or JEPI?

Over the 5-year period, SECT has performed better with a 12.01% return vs 7.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SECT or JEPI?

JEPI is cheaper with a 0.35% expense ratio, compared with 0.78% for SECT.

Which ETF pays a higher dividend yield, SECT or JEPI?

JEPI has the higher dividend yield at 8.26%, compared with 0.62% for SECT.

What is the main difference between SECT and JEPI?

SECT is categorized as Large Cap Blend Equities, while JEPI is Dividend. They also come from different issuers: Main Management and JPMorgan. Their fees differ too: 0.78% for SECT and 0.35% for JEPI.

Which has better risk-adjusted returns?

SECT currently has the higher Sharpe Ratio (2.01 vs 1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.