USD=X vs. JEPQ
USD=X (USD Cash) is a currency, while JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past 3 years, USD=X returned 0.00%/yr vs 19.68%/yr for JEPQ.
Performance
USD=X vs. JEPQ - Performance Comparison
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Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
JEPQ
- 1D
- -0.28%
- 1M
- 0.06%
- YTD
- 7.54%
- 6M
- 6.46%
- 1Y
- 23.49%
- 3Y*
- 19.68%
- 5Y*
- —
- 10Y*
- —
USD=X vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 7.54% | 15.18% | 24.85% | 36.28% | -11.16% |
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Return for Risk
USD=X vs. JEPQ — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JEPQ
USD=X vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USD=X | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.68 | — |
| Martin ratioReturn relative to average drawdown | — | 12.63 | — |
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Drawdowns
USD=X vs. JEPQ - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum JEPQ drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for USD=X and JEPQ.
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Drawdown Indicators
| USD=X | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -20.07% | +20.07% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -8.82% | +8.82% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -20.07% | +20.07% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.75% | +2.75% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -3.39% | +3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 1.86% | -1.86% |
Volatility
USD=X vs. JEPQ - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.27%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD=X | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 6.27% | -6.27% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 10.52% | -10.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 13.06% | -13.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 16.78% | -16.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 16.78% | -16.78% |
Frequently Asked Questions
JEPQ has higher volatility (6.27%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs JEPQ's -20.07%.
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