SPLV vs. JEPI
Compare and contrast key facts about Invesco S&P 500® Low Volatility ETF (SPLV) and JPMorgan Equity Premium Income ETF (JEPI).
SPLV and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Index. It was launched on May 5, 2011. 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: SPLV or JEPI.
Correlation
The correlation between SPLV and JEPI is 0.65, 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
SPLV vs. JEPI - Performance Comparison
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Key characteristics
SPLV:
0.88
JEPI:
0.40
SPLV:
1.22
JEPI:
0.65
SPLV:
1.17
JEPI:
1.10
SPLV:
1.24
JEPI:
0.41
SPLV:
3.83
JEPI:
1.75
SPLV:
2.94%
JEPI:
3.09%
SPLV:
13.11%
JEPI:
13.78%
SPLV:
-36.26%
JEPI:
-13.71%
SPLV:
-4.40%
JEPI:
-4.70%
Returns By Period
In the year-to-date period, SPLV achieves a 2.80% return, which is significantly higher than JEPI's -0.54% return.
SPLV
2.80%
-1.23%
-1.64%
11.41%
10.84%
8.91%
JEPI
-0.54%
2.77%
-3.38%
5.41%
N/A
N/A
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SPLV vs. JEPI - Expense Ratio Comparison
SPLV has a 0.25% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
SPLV vs. JEPI — Risk-Adjusted Performance Rank
SPLV
JEPI
SPLV vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Low Volatility ETF (SPLV) 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.
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Dividends
SPLV vs. JEPI - Dividend Comparison
SPLV's dividend yield for the trailing twelve months is around 1.76%, less than JEPI's 8.07% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPLV Invesco S&P 500® Low Volatility ETF | 1.76% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% | 2.20% |
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
SPLV vs. JEPI - Drawdown Comparison
The maximum SPLV drawdown since its inception was -36.26%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SPLV and JEPI. For additional features, visit the drawdowns tool.
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Volatility
SPLV vs. JEPI - Volatility Comparison
The current volatility for Invesco S&P 500® Low Volatility ETF (SPLV) is 3.66%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 4.10%. This indicates that SPLV 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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