VXUS vs. JEPQ

Last updated Jun 6, 2026

VXUS (Vanguard Total International Stock ETF) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both exchange-traded funds - VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. Both are passively managed. Over the past 3 years, VXUS returned 17.71%/yr vs 19.56%/yr for JEPQ. A 0.69 correlation means they provide meaningful diversification when combined. VXUS charges 0.05%/yr vs 0.35%/yr for JEPQ.

Performance

VXUS vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VXUS achieves a 10.17% return, which is significantly higher than JEPQ's 6.12% return.

VXUS

• 1D: -3.73%
• 1M: -3.02%
• YTD: 10.17%
• 6M: 12.29%
• 1Y: 26.30%
• 3Y*: 17.71%
• 5Y*: 7.67%
• 10Y*: 9.19%

JEPQ

• 1D: -3.01%
• 1M: 0.08%
• YTD: 6.12%
• 6M: 5.89%
• 1Y: 25.16%
• 3Y*: 19.56%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VXUS vs. JEPQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VXUS Vanguard Total International Stock ETF	10.17%	32.35%	5.08%	15.86%	-6.53%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	6.12%	15.18%	24.85%	36.28%	-12.89%

Correlation

The correlation between VXUS and JEPQ is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (All Time) Calculated using the full available price history since May 5, 2022	0.69

The correlation between VXUS and JEPQ has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.

VXUS vs. JEPQ - Sectors Allocation Comparison

Sectors	VXUS	JEPQ
Financial Services	22.3%	0.4%
Technology	18.1%	54.0%
Industrials	16.1%	3.1%
Consumer Cyclical	8.4%	12.8%
Basic Materials	7.6%	1.0%
Healthcare	7.1%	4.4%
Energy	5.2%	0.4%
Consumer Defensive	5.0%	7.1%
Communication Services	4.4%	15.4%
Utilities	3.2%	1.3%
Real Estate	2.6%	0.2%

Return for Risk

VXUS vs. JEPQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VXUS

VXUS Risk / Return Rank: 50
VXUS Sharpe Ratio Rank: 50
VXUS Sortino Ratio Rank: 47
VXUS Omega Ratio Rank: 51
VXUS Calmar Ratio Rank: 48
VXUS Martin Ratio Rank: 54

JEPQ

JEPQ Risk / Return Rank: 65
JEPQ Sharpe Ratio Rank: 64
JEPQ Sortino Ratio Rank: 58
JEPQ Omega Ratio Rank: 71
JEPQ Calmar Ratio Rank: 59
JEPQ Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VXUS vs. JEPQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) 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.

	VXUS	JEPQ	Difference
Sharpe ratio: Return per unit of total volatility	1.69	2.09	-0.40
Sortino ratio: Return per unit of downside risk	2.31	2.73	-0.42
Omega ratio: Gain probability vs. loss probability	1.31	1.41	-0.10
Calmar ratio: Return relative to maximum drawdown	2.34	2.87	-0.52
Martin ratio: Return relative to average drawdown	9.11	13.99	-4.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VXUS vs. JEPQ - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.69, which is comparable to the JEPQ Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of VXUS and JEPQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VXUS	JEPQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	2.09	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.94	-0.57

Drawdowns

VXUS vs. JEPQ - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for VXUS and JEPQ.

Drawdown Indicators

	VXUS	JEPQ	Difference
Max Drawdown Largest peak-to-trough decline	-35.97%	-20.07%	-15.90%
Max Drawdown (1Y) Largest decline over 1 year	-11.27%	-8.82%	-2.45%
Max Drawdown (3Y) Largest decline over 3 years	-13.58%	-20.07%	+6.49%
Max Drawdown (5Y) Largest decline over 5 years	-29.44%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.97%	—	—
Current Drawdown Current decline from peak	-4.52%	-3.22%	-1.30%
Average Drawdown Average peak-to-trough decline	-8.21%	-3.42%	-4.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	1.80%	+1.09%

Volatility

VXUS vs. JEPQ - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 6.16% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.44%. This indicates that VXUS's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VXUS	JEPQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.16%	3.44%	+2.72%
Volatility (6M) Calculated over the trailing 6-month period	13.58%	9.59%	+3.99%
Volatility (1Y) Calculated over the trailing 1-year period	15.67%	12.13%	+3.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.12%	16.66%	-0.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.19%	16.66%	+0.53%

VXUS vs. JEPQ - Expense Ratio Comparison

VXUS has a 0.05% expense ratio, which is lower than JEPQ's 0.35% expense ratio.

Dividends

VXUS vs. JEPQ - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.75%, less than JEPQ's 10.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.39%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VXUS Vanguard Total International Stock ETF	2.75%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both VXUS and JEPQ in my portfolio?

VXUS and JEPQ have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VXUS or JEPQ?

VXUS has higher volatility (6.16%) compared to JEPQ (3.44%). In terms of maximum drawdown, VXUS dropped -35.97% vs JEPQ's -20.07%.

Which ETF is better, VXUS or JEPQ?

On 3-year performance, JEPQ leads with 19.56% vs 17.71% for VXUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, JEPQ has been the lower-risk option at 3.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VXUS or JEPQ?

Over the 3-year period, JEPQ has performed better with a 19.56% return vs 17.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VXUS or JEPQ?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.35% for JEPQ.

Which ETF pays a higher dividend yield, VXUS or JEPQ?

JEPQ has the higher dividend yield at 10.39%, compared with 2.75% for VXUS.

What is the main difference between VXUS and JEPQ?

VXUS is categorized as Global Equities, while JEPQ is Nasdaq-100. VXUS tracks FTSE Global All Cap ex US Index, while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.05% for VXUS and 0.35% for JEPQ.

Which has better risk-adjusted returns?

JEPQ currently has the higher Sharpe Ratio (2.08 vs 1.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.