SIOO vs. JEPQ

Last updated Jul 17, 2026

SIOO (VistaShares Target 15 S&P 100 Distribution ETF) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - SIOO is a Derivative Income fund tracking the S&P 100, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. Both are passively managed. Their correlation of 0.81 suggests significant overlap in exposure. SIOO charges 0.59%/yr vs 0.35%/yr for JEPQ.

Performance

SIOO vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VistaShares Target 15 S&P 100 Distribution ETF (SIOO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SIOO achieves a 7.30% return, which is significantly lower than JEPQ's 7.89% return.

SIOO

• 1D: 0.03%
• 1M: 1.47%
• 6M: 7.15%
• YTD: 7.30%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JEPQ

• 1D: -1.43%
• 1M: -1.48%
• 6M: 6.48%
• YTD: 7.89%
• 1Y: 20.98%
• 3Y*: 18.48%
• 5Y*: —
• 10Y*: —

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

SIOO vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025
SIOO VistaShares Target 15 S&P 100 Distribution ETF	7.30%	1.16%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	7.89%	-0.61%

Correlation

The correlation between SIOO and JEPQ is 0.81, 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 Dec 11, 2025	0.81

Return for Risk

SIOO vs. JEPQ — Risk / Return Rank

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

SIOO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JEPQ

JEPQ Risk / Return Rank: 60
JEPQ Sharpe Ratio Rank: 55
JEPQ Sortino Ratio Rank: 52
JEPQ Omega Ratio Rank: 59
JEPQ Calmar Ratio Rank: 59
JEPQ Martin Ratio Rank: 74

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.

SIOO vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VistaShares Target 15 S&P 100 Distribution ETF (SIOO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SIOO	JEPQ	Difference
Sharpe ratio: Return per unit of total volatility	—	1.52	—
Sortino ratio: Return per unit of downside risk	—	2.08	—
Omega ratio: Gain probability vs. loss probability	—	1.29	—
Calmar ratio: Return relative to maximum drawdown	—	2.39	—
Martin ratio: Return relative to average drawdown	—	10.98	—

Drawdowns

SIOO vs. JEPQ - Drawdown Comparison

The maximum SIOO drawdown since its inception was -6.86%, smaller than the maximum JEPQ drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for SIOO and JEPQ.

Drawdown Indicators

	SIOO	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-6.86%	-20.07%	+13.21%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.82%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.07%	—
Current Drawdown Current decline from peak	-0.14%	-2.57%	+2.43%
Average Drawdown Average peak-to-trough decline	-1.04%	-3.37%	+2.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.92%	—

Volatility

Volatility by Period

	SIOO	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.76%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.42%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.40%	13.83%	-3.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.40%	16.82%	-6.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.40%	16.82%	-6.42%

SIOO vs. JEPQ - Expense Ratio Comparison

SIOO has a 0.59% expense ratio, which is higher than JEPQ's 0.35% expense ratio.

Dividends

SIOO vs. JEPQ - Dividend Comparison

SIOO's dividend yield for the trailing twelve months is around 8.69%, less than JEPQ's 10.57% yield.

Position	TTM	2025	2024	2023	2022
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.57%	10.53%	9.65%	10.03%	9.44%
SIOO VistaShares Target 15 S&P 100 Distribution ETF	8.69%	1.27%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SIOO and JEPQ in my portfolio?

SIOO and JEPQ have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SIOO or JEPQ?

On fees, JEPQ is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SIOO or JEPQ?

JEPQ is cheaper with a 0.35% expense ratio, compared with 0.59% for SIOO.

Which ETF pays a higher dividend yield, SIOO or JEPQ?

JEPQ has the higher dividend yield at 10.57%, compared with 8.69% for SIOO.

What is the main difference between SIOO and JEPQ?

SIOO is categorized as Derivative Income, while JEPQ is Nasdaq-100. SIOO tracks S&P 100, while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: VistaShares and JPMorgan. Their fees differ too: 0.59% for SIOO and 0.35% for JEPQ.