TTP.TO vs. JEPQ
Compare and contrast key facts about TD Canadian Equity Index ETF (TTP.TO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
TTP.TO and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TTP.TO is a passively managed fund by TD that tracks the performance of the Solactive Canada Broad Market Index. It was launched on Mar 22, 2016. JEPQ is a passively managed fund by JPMorgan that tracks the performance of the Nasdaq-100 Index. It was launched on May 3, 2022. Both TTP.TO and JEPQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
TTP.TO vs. JEPQ - Performance Comparison
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TTP.TO vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TTP.TO TD Canadian Equity Index ETF | 3.81% | 31.96% | 20.92% | 11.66% | -6.42% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -1.55% | 9.89% | 35.57% | 33.28% | -7.35% |
Different Trading Currencies
TTP.TO is traded in CAD, while JEPQ is traded in USD. To make them comparable, the JEPQ values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, TTP.TO achieves a 3.81% return, which is significantly higher than JEPQ's -1.55% return.
TTP.TO
- 1D
- 2.82%
- 1M
- -4.49%
- YTD
- 3.81%
- 6M
- 10.34%
- 1Y
- 34.70%
- 3Y*
- 20.97%
- 5Y*
- 14.83%
- 10Y*
- 12.54%
JEPQ
- 1D
- 3.14%
- 1M
- -1.59%
- YTD
- -1.55%
- 6M
- 1.56%
- 1Y
- 15.82%
- 3Y*
- 20.19%
- 5Y*
- —
- 10Y*
- —
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TTP.TO vs. JEPQ - Expense Ratio Comparison
TTP.TO has a 0.05% expense ratio, which is lower than JEPQ's 0.35% expense ratio.
Return for Risk
TTP.TO vs. JEPQ — Risk / Return Rank
TTP.TO
JEPQ
TTP.TO vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TD Canadian Equity Index ETF (TTP.TO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.
| TTP.TO | JEPQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.27 | 0.87 | +1.40 |
Sortino ratioReturn per unit of downside risk | 2.87 | 1.30 | +1.57 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.21 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 3.25 | 1.44 | +1.81 |
Martin ratioReturn relative to average drawdown | 14.58 | 6.00 | +8.58 |
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
| TTP.TO | JEPQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 0.87 | +1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.14 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 1.06 | -0.22 |
Correlation
The correlation between TTP.TO and JEPQ is 0.42, 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.
Dividends
TTP.TO vs. JEPQ - Dividend Comparison
TTP.TO's dividend yield for the trailing twelve months is around 2.01%, less than JEPQ's 11.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TTP.TO TD Canadian Equity Index ETF | 2.01% | 2.06% | 2.56% | 2.91% | 3.68% | 1.86% | 2.84% | 2.09% | 2.89% | 2.32% | 1.85% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.13% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TTP.TO vs. JEPQ - Drawdown Comparison
The maximum TTP.TO drawdown since its inception was -37.03%, which is greater than JEPQ's maximum drawdown of -19.88%. Use the drawdown chart below to compare losses from any high point for TTP.TO and JEPQ.
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Drawdown Indicators
| TTP.TO | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -20.07% | -16.96% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -11.58% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -16.44% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.03% | — | — |
Current DrawdownCurrent decline from peak | -5.04% | -5.85% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -3.38% | -3.55% | +0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.34% | +0.11% |
Volatility
TTP.TO vs. JEPQ - Volatility Comparison
TD Canadian Equity Index ETF (TTP.TO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) have volatilities of 6.07% and 5.91%, 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.
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Volatility by Period
| TTP.TO | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 5.91% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 11.02% | 10.48% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 18.27% | -2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.13% | 15.54% | -2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.83% | 15.54% | -0.71% |