SYLD vs. JEPI
Compare and contrast key facts about Cambria Shareholder Yield ETF (SYLD) and JPMorgan Equity Premium Income ETF (JEPI).
SYLD and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013. 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: SYLD or JEPI.
Key characteristics
| SYLD | JEPI | |
|---|---|---|
| YTD Return | 5.10% | 6.77% |
| 1Y Return | 25.33% | 12.89% |
| 3Y Return (Ann) | 5.01% | 8.03% |
| Sharpe Ratio | 1.73 | 1.86 |
| Daily Std Dev | 15.36% | 7.09% |
| Max Drawdown | -45.36% | -13.71% |
| Current Drawdown | -3.77% | 0.00% |
Correlation
The correlation between SYLD and JEPI is 0.61, 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
SYLD vs. JEPI - Performance Comparison
In the year-to-date period, SYLD achieves a 5.10% return, which is significantly lower than JEPI's 6.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SYLD vs. JEPI - Expense Ratio Comparison
SYLD has a 0.59% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
SYLD vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) 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
SYLD vs. JEPI - Dividend Comparison
SYLD's dividend yield for the trailing twelve months is around 1.76%, less than JEPI's 7.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | 1.76% | 1.92% | 2.20% | 2.22% | 1.99% | 2.08% | 2.52% | 1.40% | 1.92% | 2.11% | 1.77% | 0.83% |
JEPI JPMorgan Equity Premium Income ETF | 7.26% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SYLD vs. JEPI - Drawdown Comparison
The maximum SYLD drawdown since its inception was -45.36%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for SYLD and JEPI. For additional features, visit the drawdowns tool.
Volatility
SYLD vs. JEPI - Volatility Comparison
Cambria Shareholder Yield ETF (SYLD) has a higher volatility of 3.74% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.90%. This indicates that SYLD'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.