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WBIY vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WBIY and JEPI is 0.63, 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

WBIY vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WBI Power Factor High Dividend ETF (WBIY) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
100.28%
70.96%
WBIY
JEPI

Key characteristics

Sharpe Ratio

WBIY:

0.01

JEPI:

0.40

Sortino Ratio

WBIY:

0.23

JEPI:

0.72

Omega Ratio

WBIY:

1.03

JEPI:

1.12

Calmar Ratio

WBIY:

0.06

JEPI:

0.47

Martin Ratio

WBIY:

0.19

JEPI:

2.02

Ulcer Index

WBIY:

6.32%

JEPI:

3.05%

Daily Std Dev

WBIY:

18.60%

JEPI:

13.74%

Max Drawdown

WBIY:

-48.71%

JEPI:

-13.71%

Current Drawdown

WBIY:

-11.41%

JEPI:

-4.77%

Returns By Period

In the year-to-date period, WBIY achieves a -3.94% return, which is significantly lower than JEPI's -0.61% return.


WBIY

YTD

-3.94%

1M

2.93%

6M

-7.79%

1Y

0.26%

5Y*

14.98%

10Y*

N/A

JEPI

YTD

-0.61%

1M

2.45%

6M

-3.46%

1Y

5.46%

5Y*

N/A

10Y*

N/A

*Annualized

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WBIY vs. JEPI - Expense Ratio Comparison

WBIY has a 0.70% expense ratio, which is higher than JEPI's 0.35% expense ratio.


Risk-Adjusted Performance

WBIY vs. JEPI — Risk-Adjusted Performance Rank

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

WBIY
The Risk-Adjusted Performance Rank of WBIY is 2222
Overall Rank
The Sharpe Ratio Rank of WBIY is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of WBIY is 2323
Sortino Ratio Rank
The Omega Ratio Rank of WBIY is 2222
Omega Ratio Rank
The Calmar Ratio Rank of WBIY is 2323
Calmar Ratio Rank
The Martin Ratio Rank of WBIY is 2222
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5555
Overall Rank
The Sharpe Ratio Rank of JEPI is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5151
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5858
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WBIY vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WBI Power Factor High Dividend ETF (WBIY) 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.


The current WBIY Sharpe Ratio is 0.01, which is lower than the JEPI Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of WBIY and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.01
0.40
WBIY
JEPI

Dividends

WBIY vs. JEPI - Dividend Comparison

WBIY's dividend yield for the trailing twelve months is around 5.21%, less than JEPI's 8.07% yield.


TTM202420232022202120202019201820172016
WBIY
WBI Power Factor High Dividend ETF
5.21%4.57%4.87%4.40%3.94%5.10%4.54%6.11%5.84%0.01%
JEPI
JPMorgan Equity Premium Income ETF
8.07%7.33%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%

Drawdowns

WBIY vs. JEPI - Drawdown Comparison

The maximum WBIY drawdown since its inception was -48.71%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for WBIY and JEPI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.41%
-4.77%
WBIY
JEPI

Volatility

WBIY vs. JEPI - Volatility Comparison

WBI Power Factor High Dividend ETF (WBIY) has a higher volatility of 7.15% compared to JPMorgan Equity Premium Income ETF (JEPI) at 4.96%. This indicates that WBIY'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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
7.15%
4.96%
WBIY
JEPI