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

Correlation

The correlation between SPYD and JEPI is 0.66, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

SPYD vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 500 High Dividend ETF (SPYD) 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%110.00%120.00%NovemberDecember2025FebruaryMarchApril
96.48%
66.94%
SPYD
JEPI

Key characteristics

Sharpe Ratio

SPYD:

0.72

JEPI:

0.41

Sortino Ratio

SPYD:

1.05

JEPI:

0.67

Omega Ratio

SPYD:

1.15

JEPI:

1.11

Calmar Ratio

SPYD:

0.69

JEPI:

0.43

Martin Ratio

SPYD:

2.41

JEPI:

1.99

Ulcer Index

SPYD:

4.60%

JEPI:

2.83%

Daily Std Dev

SPYD:

15.51%

JEPI:

13.76%

Max Drawdown

SPYD:

-46.42%

JEPI:

-13.71%

Current Drawdown

SPYD:

-9.58%

JEPI:

-7.02%

Returns By Period

In the year-to-date period, SPYD achieves a -2.31% return, which is significantly higher than JEPI's -2.96% return.


SPYD

YTD

-2.31%

1M

-4.01%

6M

-6.42%

1Y

9.71%

5Y*

15.16%

10Y*

N/A

JEPI

YTD

-2.96%

1M

-4.23%

6M

-4.11%

1Y

4.70%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPYD vs. JEPI - Expense Ratio Comparison

SPYD has a 0.07% expense ratio, which is lower than JEPI's 0.35% expense ratio.


Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%
Expense ratio chart for SPYD: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYD: 0.07%

Risk-Adjusted Performance

SPYD vs. JEPI — Risk-Adjusted Performance Rank

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

SPYD
The Risk-Adjusted Performance Rank of SPYD is 7171
Overall Rank
The Sharpe Ratio Rank of SPYD is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYD is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SPYD is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SPYD is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SPYD is 6767
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5656
Overall Rank
The Sharpe Ratio Rank of JEPI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6161
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.

SPYD vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 High Dividend ETF (SPYD) 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 chart of Sharpe ratio for SPYD, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.00
SPYD: 0.72
JEPI: 0.41
The chart of Sortino ratio for SPYD, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.00
SPYD: 1.05
JEPI: 0.67
The chart of Omega ratio for SPYD, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
SPYD: 1.15
JEPI: 1.11
The chart of Calmar ratio for SPYD, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.00
SPYD: 0.69
JEPI: 0.43
The chart of Martin ratio for SPYD, currently valued at 2.41, compared to the broader market0.0020.0040.0060.00
SPYD: 2.41
JEPI: 1.99

The current SPYD Sharpe Ratio is 0.72, which is higher than the JEPI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of SPYD 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.72
0.41
SPYD
JEPI

Dividends

SPYD vs. JEPI - Dividend Comparison

SPYD's dividend yield for the trailing twelve months is around 4.57%, less than JEPI's 7.90% yield.


TTM2024202320222021202020192018201720162015
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.57%4.31%4.66%5.01%3.69%4.96%4.42%4.75%4.64%4.34%1.13%
JEPI
JPMorgan Equity Premium Income ETF
7.90%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPYD vs. JEPI - Drawdown Comparison

The maximum SPYD drawdown since its inception was -46.42%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SPYD and JEPI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.58%
-7.02%
SPYD
JEPI

Volatility

SPYD vs. JEPI - Volatility Comparison

SPDR Portfolio S&P 500 High Dividend ETF (SPYD) and JPMorgan Equity Premium Income ETF (JEPI) have volatilities of 10.55% and 11.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.55%
11.06%
SPYD
JEPI