STIP vs. JEPI
Compare and contrast key facts about iShares 0-5 Year TIPS Bond ETF (STIP) and JPMorgan Equity Premium Income ETF (JEPI).
STIP and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. STIP is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Dec 1, 2010. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
STIP vs. JEPI - Performance Comparison
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STIP vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
STIP iShares 0-5 Year TIPS Bond ETF | 1.02% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 3.82% |
JEPI JPMorgan Equity Premium Income ETF | 0.20% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
Returns By Period
In the year-to-date period, STIP achieves a 1.02% return, which is significantly higher than JEPI's 0.20% return.
STIP
- 1D
- 0.05%
- 1M
- 0.11%
- YTD
- 1.02%
- 6M
- 1.38%
- 1Y
- 3.99%
- 3Y*
- 4.69%
- 5Y*
- 3.49%
- 10Y*
- 3.11%
JEPI
- 1D
- 1.85%
- 1M
- -4.79%
- YTD
- 0.20%
- 6M
- 3.11%
- 1Y
- 7.84%
- 3Y*
- 9.57%
- 5Y*
- 8.26%
- 10Y*
- —
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STIP vs. JEPI - Expense Ratio Comparison
STIP has a 0.06% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Return for Risk
STIP vs. JEPI — Risk / Return Rank
STIP
JEPI
STIP vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year TIPS Bond ETF (STIP) 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.
| STIP | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 0.60 | +1.59 |
Sortino ratioReturn per unit of downside risk | 3.34 | 0.93 | +2.41 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.15 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 4.30 | 0.85 | +3.45 |
Martin ratioReturn relative to average drawdown | 14.63 | 4.15 | +10.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STIP | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 0.60 | +1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.27 | 0.75 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.27 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 1.03 | +0.02 |
Correlation
The correlation between STIP and JEPI is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
STIP vs. JEPI - Dividend Comparison
STIP's dividend yield for the trailing twelve months is around 3.93%, less than JEPI's 8.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
STIP iShares 0-5 Year TIPS Bond ETF | 3.93% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% |
JEPI JPMorgan Equity Premium Income ETF | 8.40% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
STIP vs. JEPI - Drawdown Comparison
The maximum STIP drawdown since its inception was -5.50%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for STIP and JEPI.
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Drawdown Indicators
| STIP | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.50% | -13.71% | +8.21% |
Max Drawdown (1Y)Largest decline over 1 year | -0.95% | -10.28% | +9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -5.50% | -13.71% | +8.21% |
Max Drawdown (10Y)Largest decline over 10 years | -5.50% | — | — |
Current DrawdownCurrent decline from peak | -0.24% | -4.79% | +4.55% |
Average DrawdownAverage peak-to-trough decline | -1.00% | -2.07% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 2.10% | -1.82% |
Volatility
STIP vs. JEPI - Volatility Comparison
The current volatility for iShares 0-5 Year TIPS Bond ETF (STIP) is 0.59%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 3.95%. This indicates that STIP 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
| STIP | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 3.95% | -3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 0.97% | 6.36% | -5.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.83% | 13.26% | -11.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.76% | 11.06% | -8.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.45% | 10.89% | -8.44% |