SUSA vs. JEPI
Compare and contrast key facts about iShares MSCI USA ESG Select ETF (SUSA) and JPMorgan Equity Premium Income ETF (JEPI).
SUSA and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SUSA is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Select Index. It was launched on Jan 24, 2005. 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: SUSA or JEPI.
Performance
SUSA vs. JEPI - Performance Comparison
Returns By Period
In the year-to-date period, SUSA achieves a 24.75% return, which is significantly higher than JEPI's 15.68% return.
SUSA
24.75%
2.89%
14.17%
32.47%
15.61%
12.77%
JEPI
15.68%
1.17%
9.24%
18.27%
N/A
N/A
Key characteristics
| SUSA | JEPI | |
|---|---|---|
| Sharpe Ratio | 2.69 | 2.63 |
| Sortino Ratio | 3.63 | 3.65 |
| Omega Ratio | 1.48 | 1.52 |
| Calmar Ratio | 3.79 | 4.81 |
| Martin Ratio | 17.15 | 18.61 |
| Ulcer Index | 1.93% | 1.00% |
| Daily Std Dev | 12.31% | 7.08% |
| Max Drawdown | -53.93% | -13.71% |
| Current Drawdown | -0.55% | -0.28% |
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SUSA vs. JEPI - Expense Ratio Comparison
SUSA has a 0.25% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Correlation
The correlation between SUSA and JEPI is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SUSA vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) 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.
Dividends
SUSA vs. JEPI - Dividend Comparison
SUSA's dividend yield for the trailing twelve months is around 1.12%, less than JEPI's 7.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SUSA iShares MSCI USA ESG Select ETF | 1.12% | 1.32% | 1.52% | 0.98% | 1.17% | 1.52% | 1.72% | 1.40% | 1.56% | 1.42% | 1.21% | 1.30% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SUSA vs. JEPI - Drawdown Comparison
The maximum SUSA drawdown since its inception was -53.93%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SUSA and JEPI. For additional features, visit the drawdowns tool.
Volatility
SUSA vs. JEPI - Volatility Comparison
iShares MSCI USA ESG Select ETF (SUSA) has a higher volatility of 3.83% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.25%. This indicates that SUSA's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.