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SPHD vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPHD and JEPI is 0.60, 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

SPHD vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%December2025FebruaryMarchAprilMay
82.17%
71.02%
SPHD
JEPI

Key characteristics

Sharpe Ratio

SPHD:

0.73

JEPI:

0.44

Sortino Ratio

SPHD:

1.15

JEPI:

0.78

Omega Ratio

SPHD:

1.16

JEPI:

1.13

Calmar Ratio

SPHD:

0.86

JEPI:

0.51

Martin Ratio

SPHD:

2.93

JEPI:

2.22

Ulcer Index

SPHD:

3.90%

JEPI:

3.04%

Daily Std Dev

SPHD:

14.34%

JEPI:

13.74%

Max Drawdown

SPHD:

-41.39%

JEPI:

-13.71%

Current Drawdown

SPHD:

-7.15%

JEPI:

-4.74%

Returns By Period

In the year-to-date period, SPHD achieves a -0.82% return, which is significantly lower than JEPI's -0.58% return.


SPHD

YTD

-0.82%

1M

7.09%

6M

-3.88%

1Y

10.36%

5Y*

12.49%

10Y*

8.04%

JEPI

YTD

-0.58%

1M

9.82%

6M

-2.84%

1Y

6.00%

5Y*

N/A

10Y*

N/A

*Annualized

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SPHD vs. JEPI - Expense Ratio Comparison

SPHD has a 0.30% expense ratio, which is lower than JEPI's 0.35% expense ratio.


Risk-Adjusted Performance

SPHD vs. JEPI — Risk-Adjusted Performance Rank

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

SPHD
The Risk-Adjusted Performance Rank of SPHD is 7474
Overall Rank
The Sharpe Ratio Rank of SPHD is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of SPHD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SPHD is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SPHD is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SPHD is 7474
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5858
Overall Rank
The Sharpe Ratio Rank of JEPI is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 6161
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPHD vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) 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.


The current SPHD Sharpe Ratio is 0.73, which is higher than the JEPI Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of SPHD and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.73
0.44
SPHD
JEPI

Dividends

SPHD vs. JEPI - Dividend Comparison

SPHD's dividend yield for the trailing twelve months is around 3.43%, less than JEPI's 8.07% yield.


TTM20242023202220212020201920182017201620152014
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
3.43%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%3.24%
JEPI
JPMorgan Equity Premium Income ETF
8.07%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPHD vs. JEPI - Drawdown Comparison

The maximum SPHD drawdown since its inception was -41.39%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SPHD and JEPI. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-7.15%
-4.74%
SPHD
JEPI

Volatility

SPHD vs. JEPI - Volatility Comparison

The current volatility for Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) is 6.83%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 8.41%. This indicates that SPHD experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
6.83%
8.41%
SPHD
JEPI