SIZE vs. JEPQ
Compare and contrast key facts about iShares MSCI USA Size Factor ETF (SIZE) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
SIZE and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SIZE is a passively managed fund by iShares that tracks the performance of the MSCI USA Low Size Index. It was launched on Apr 16, 2013. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022. Both SIZE and JEPQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SIZE vs. JEPQ - Performance Comparison
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SIZE vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SIZE iShares MSCI USA Size Factor ETF | -0.96% | 10.51% | 14.37% | 17.78% | -8.48% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -2.87% | 15.18% | 24.85% | 36.28% | -12.89% |
Returns By Period
In the year-to-date period, SIZE achieves a -0.96% return, which is significantly higher than JEPQ's -2.87% return.
SIZE
- 1D
- 2.59%
- 1M
- -5.50%
- YTD
- -0.96%
- 6M
- -0.01%
- 1Y
- 11.37%
- 3Y*
- 12.32%
- 5Y*
- 7.22%
- 10Y*
- 10.95%
JEPQ
- 1D
- 3.25%
- 1M
- -3.50%
- YTD
- -2.87%
- 6M
- 1.65%
- 1Y
- 19.82%
- 3Y*
- 19.06%
- 5Y*
- —
- 10Y*
- —
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SIZE vs. JEPQ - Expense Ratio Comparison
SIZE has a 0.15% expense ratio, which is lower than JEPQ's 0.35% expense ratio.
Return for Risk
SIZE vs. JEPQ — Risk / Return Rank
SIZE
JEPQ
SIZE vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Size Factor ETF (SIZE) 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.
| SIZE | JEPQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.07 | -0.47 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.64 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.27 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.70 | -0.76 |
Martin ratioReturn relative to average drawdown | 4.35 | 8.45 | -4.10 |
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
| SIZE | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.07 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.82 | -0.18 |
Correlation
The correlation between SIZE and JEPQ is 0.74, 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.
Dividends
SIZE vs. JEPQ - Dividend Comparison
SIZE's dividend yield for the trailing twelve months is around 1.56%, less than JEPQ's 11.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIZE iShares MSCI USA Size Factor ETF | 1.56% | 1.50% | 1.53% | 1.42% | 1.59% | 1.19% | 1.43% | 1.35% | 2.43% | 1.58% | 1.88% | 1.95% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.10% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SIZE vs. JEPQ - Drawdown Comparison
The maximum SIZE drawdown since its inception was -39.15%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for SIZE and JEPQ.
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Drawdown Indicators
| SIZE | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.15% | -20.07% | -19.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -11.58% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -24.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.15% | — | — |
Current DrawdownCurrent decline from peak | -5.59% | -5.85% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -3.55% | -0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.34% | +0.43% |
Volatility
SIZE vs. JEPQ - Volatility Comparison
The current volatility for iShares MSCI USA Size Factor ETF (SIZE) is 5.13%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.02%. This indicates that SIZE experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIZE | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 6.02% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 10.47% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.91% | 18.52% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 16.91% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 16.91% | +1.76% |