SPDV vs. JEPI
Compare and contrast key facts about AAM S&P 500 High Dividend Value ETF (SPDV) and JPMorgan Equity Premium Income ETF (JEPI).
SPDV and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPDV is a passively managed fund by Advisors Asset Management that tracks the performance of the S&P 500 Dividend and Free Cash Flow Yield Index. It was launched on Nov 28, 2017. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPDV or JEPI.
Key characteristics
| SPDV | JEPI | |
|---|---|---|
| YTD Return | 18.51% | 15.89% |
| 1Y Return | 30.60% | 19.32% |
| 3Y Return (Ann) | 7.42% | 8.31% |
| Sharpe Ratio | 2.58 | 2.89 |
| Sortino Ratio | 3.72 | 4.02 |
| Omega Ratio | 1.46 | 1.58 |
| Calmar Ratio | 2.63 | 5.23 |
| Martin Ratio | 13.47 | 20.45 |
| Ulcer Index | 2.57% | 0.99% |
| Daily Std Dev | 13.46% | 7.00% |
| Max Drawdown | -43.81% | -13.71% |
| Current Drawdown | -1.02% | -0.10% |
Correlation
The correlation between SPDV and JEPI is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SPDV vs. JEPI - Performance Comparison
In the year-to-date period, SPDV achieves a 18.51% return, which is significantly higher than JEPI's 15.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPDV vs. JEPI - Expense Ratio Comparison
SPDV has a 0.29% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
SPDV vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AAM S&P 500 High Dividend Value ETF (SPDV) 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.
Dividends
SPDV vs. JEPI - Dividend Comparison
SPDV's dividend yield for the trailing twelve months is around 3.40%, less than JEPI's 7.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
SPDV AAM S&P 500 High Dividend Value ETF | 3.40% | 3.95% | 3.73% | 3.08% | 3.90% | 3.54% | 3.64% | 0.28% |
JEPI JPMorgan Equity Premium Income ETF | 7.06% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% |
Drawdowns
SPDV vs. JEPI - Drawdown Comparison
The maximum SPDV drawdown since its inception was -43.81%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SPDV and JEPI. For additional features, visit the drawdowns tool.
Volatility
SPDV vs. JEPI - Volatility Comparison
AAM S&P 500 High Dividend Value ETF (SPDV) has a higher volatility of 3.69% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.95%. This indicates that SPDV'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.