WTPI vs. JEPI
Compare and contrast key facts about WisdomTree Equity Premium Income Fund (WTPI) and JPMorgan Equity Premium Income ETF (JEPI).
WTPI and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTPI is a passively managed fund by WisdomTree that tracks the performance of the Volos U.S. Large Cap Target 2.5% PutWrite Index. It was launched on Feb 24, 2016. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
WTPI vs. JEPI - Performance Comparison
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WTPI vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WTPI WisdomTree Equity Premium Income Fund | -1.66% | 14.45% | 17.18% | 15.53% | -10.11% | 20.94% | 17.77% |
JEPI JPMorgan Equity Premium Income ETF | 0.20% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
Returns By Period
In the year-to-date period, WTPI achieves a -1.66% return, which is significantly lower than JEPI's 0.20% return.
WTPI
- 1D
- 2.60%
- 1M
- -3.50%
- YTD
- -1.66%
- 6M
- 1.99%
- 1Y
- 15.64%
- 3Y*
- 13.04%
- 5Y*
- 9.37%
- 10Y*
- 7.80%
JEPI
- 1D
- 1.85%
- 1M
- -4.79%
- YTD
- 0.20%
- 6M
- 3.11%
- 1Y
- 7.84%
- 3Y*
- 9.57%
- 5Y*
- 8.26%
- 10Y*
- —
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WTPI vs. JEPI - Expense Ratio Comparison
WTPI has a 0.44% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Return for Risk
WTPI vs. JEPI — Risk / Return Rank
WTPI
JEPI
WTPI vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Equity Premium Income Fund (WTPI) 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.
| WTPI | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.60 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.65 | 0.93 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.15 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 0.85 | +0.78 |
Martin ratioReturn relative to average drawdown | 8.70 | 4.15 | +4.56 |
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
| WTPI | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.60 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.75 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.03 | -0.42 |
Correlation
The correlation between WTPI and JEPI is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WTPI vs. JEPI - Dividend Comparison
WTPI's dividend yield for the trailing twelve months is around 12.37%, more than JEPI's 8.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
WTPI WisdomTree Equity Premium Income Fund | 12.37% | 13.18% | 11.99% | 8.94% | 3.27% | 0.00% | 1.43% | 1.47% | 6.46% | 3.52% | 2.27% |
JEPI JPMorgan Equity Premium Income ETF | 8.40% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WTPI vs. JEPI - Drawdown Comparison
The maximum WTPI drawdown since its inception was -28.40%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for WTPI and JEPI.
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Drawdown Indicators
| WTPI | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.40% | -13.71% | -14.69% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -10.28% | +0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -16.56% | -13.71% | -2.85% |
Max Drawdown (10Y)Largest decline over 10 years | -28.40% | — | — |
Current DrawdownCurrent decline from peak | -4.73% | -4.79% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -2.07% | -1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 2.10% | -0.25% |
Volatility
WTPI vs. JEPI - Volatility Comparison
WisdomTree Equity Premium Income Fund (WTPI) has a higher volatility of 4.77% compared to JPMorgan Equity Premium Income ETF (JEPI) at 3.95%. This indicates that WTPI'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.
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Volatility by Period
| WTPI | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 3.95% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 6.36% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.33% | 13.26% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.21% | 11.06% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.23% | 10.89% | +2.34% |