SPLT.TO vs. JEPI
SPLT.TO (Brompton Split Corp. Preferred Share ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - SPLT.TO is a Preferred Stock/Convertible Bonds fund actively managed by Brompton Funds, while JEPI is a Dividend fund actively managed by JPMorgan. Both are actively managed. Over the past 3 years, SPLT.TO returned 9.57%/yr vs 11.83%/yr for JEPI. At a 0.15 correlation, their price movements are largely independent. SPLT.TO charges 0.50%/yr vs 0.35%/yr for JEPI.
Performance
SPLT.TO vs. JEPI - Performance Comparison
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Different Trading Currencies
SPLT.TO is traded in CAD, while JEPI is traded in USD. To make them comparable, the JEPI values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPLT.TO achieves a 3.54% return, which is significantly lower than JEPI's 6.39% return.
SPLT.TO
- 1D
- 0.09%
- 1M
- -0.14%
- 6M
- 4.30%
- YTD
- 3.54%
- 1Y
- 5.81%
- 3Y*
- 9.57%
- 5Y*
- —
- 10Y*
- —
JEPI
- 1D
- -0.42%
- 1M
- 2.95%
- 6M
- 3.18%
- YTD
- 6.39%
- 1Y
- 11.52%
- 3Y*
- 11.83%
- 5Y*
- 9.92%
- 10Y*
- —
SPLT.TO vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPLT.TO Brompton Split Corp. Preferred Share ETF | 3.54% | 5.75% | 14.10% | 5.83% |
JEPI JPMorgan Equity Premium Income ETF | 6.39% | 3.16% | 22.10% | 4.98% |
Correlation
The correlation between SPLT.TO and JEPI is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2023 | 0.15 |
The correlation between SPLT.TO and JEPI shifts across timeframes, from 0.01 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SPLT.TO vs. JEPI — Risk / Return Rank
SPLT.TO
JEPI
SPLT.TO vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brompton Split Corp. Preferred Share ETF (SPLT.TO) 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.
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.
| SPLT.TO | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.23 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.21 | 2.11 | +1.10 |
| Martin ratioReturn relative to average drawdown | 8.48 | 5.71 | +2.77 |
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Drawdowns
SPLT.TO vs. JEPI - Drawdown Comparison
The maximum SPLT.TO drawdown since its inception was -5.36%, smaller than the maximum JEPI drawdown of -14.43%. Use the drawdown chart below to compare losses from any high point for SPLT.TO and JEPI.
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Drawdown Indicators
| SPLT.TO | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.36% | -14.43% | +9.07% |
Max Drawdown (1Y)Largest decline over 1 year | -1.82% | -5.48% | +3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -5.36% | -14.43% | +9.07% |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.43% | — |
Current DrawdownCurrent decline from peak | -0.40% | -0.90% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -0.49% | -2.35% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 2.02% | -1.33% |
Volatility
SPLT.TO vs. JEPI - Volatility Comparison
The current volatility for Brompton Split Corp. Preferred Share ETF (SPLT.TO) is 1.00%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 2.39%. This indicates that SPLT.TO 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.
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Volatility by Period
| SPLT.TO | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 2.39% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 2.21% | 7.16% | -4.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.44% | 9.03% | -5.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.64% | 12.55% | -7.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.64% | 12.39% | -7.75% |
SPLT.TO vs. JEPI - Expense Ratio Comparison
SPLT.TO has a 0.50% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Dividends
SPLT.TO vs. JEPI - Dividend Comparison
SPLT.TO's dividend yield for the trailing twelve months is around 5.98%, less than JEPI's 8.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.08% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
SPLT.TO Brompton Split Corp. Preferred Share ETF | 5.98% | 6.01% | 5.99% | 3.55% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPLT.TO and JEPI have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPI is cheaper with a 0.35% expense ratio, compared with 0.50% for SPLT.TO.
SPLT.TO is categorized as Preferred Stock/Convertible Bonds, while JEPI is Dividend. They also come from different issuers: Brompton Funds and JPMorgan. Their fees differ too: 0.50% for SPLT.TO and 0.35% for JEPI.
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