SEPI vs. PEPS
SEPI (Shelton Equity Premium Income ETF) and PEPS (Parametric Equity Plus ETF) are both Derivative Income funds. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. SEPI charges 0.54%/yr vs 0.10%/yr for PEPS.
Performance
SEPI vs. PEPS - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SEPI having a 11.13% return and PEPS slightly lower at 10.67%.
SEPI
- 1D
- -0.35%
- 1M
- 5.29%
- YTD
- 11.13%
- 6M
- 11.62%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PEPS
- 1D
- -0.51%
- 1M
- 6.44%
- YTD
- 10.67%
- 6M
- 10.79%
- 1Y
- 31.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SEPI vs. PEPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SEPI Shelton Equity Premium Income ETF | 11.13% | 6.85% |
PEPS Parametric Equity Plus ETF | 10.67% | 7.02% |
Correlation
The correlation between SEPI and PEPS is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 9, 2025 | 0.90 |
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Return for Risk
SEPI vs. PEPS — Risk / Return Rank
SEPI
PEPS
SEPI vs. PEPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Equity Premium Income ETF (SEPI) and Parametric Equity Plus ETF (PEPS). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| SEPI | PEPS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.11 | 1.05 | +1.06 |
Drawdowns
SEPI vs. PEPS - Drawdown Comparison
The maximum SEPI drawdown since its inception was -7.66%, smaller than the maximum PEPS drawdown of -21.26%. Use the drawdown chart below to compare losses from any high point for SEPI and PEPS.
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Drawdown Indicators
| SEPI | PEPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.66% | -21.26% | +13.60% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.80% | — |
Current DrawdownCurrent decline from peak | -0.35% | -0.51% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -1.45% | -2.77% | +1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.09% | — |
Volatility
SEPI vs. PEPS - Volatility Comparison
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Volatility by Period
| SEPI | PEPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.77% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.83% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 13.06% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.53% | 18.31% | -5.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.53% | 18.31% | -5.78% |
SEPI vs. PEPS - Expense Ratio Comparison
SEPI has a 0.54% expense ratio, which is higher than PEPS's 0.10% expense ratio.
Dividends
SEPI vs. PEPS - Dividend Comparison
SEPI's dividend yield for the trailing twelve months is around 4.68%, more than PEPS's 0.88% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
PEPS Parametric Equity Plus ETF | 0.88% | 1.00% | 0.17% |
SEPI Shelton Equity Premium Income ETF | 4.68% | 1.37% | 0.00% |
Frequently Asked Questions
SEPI and PEPS have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PEPS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PEPS is cheaper with a 0.10% expense ratio, compared with 0.54% for SEPI.
SEPI has the higher dividend yield at 4.68%, compared with 0.88% for PEPS.
They also come from different issuers: Shelton and Parametric. Their fees differ too: 0.54% for SEPI and 0.10% for PEPS.
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