XAIX vs. JEPI

Last updated Jun 9, 2026

XAIX (Xtrackers Artificial Intelligence and Big Data ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - XAIX is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data Index, while JEPI is a Dividend fund actively managed by JPMorgan. XAIX is passively managed, while JEPI is actively managed. Over the past year, XAIX returned 54.71% vs 7.03% for JEPI. At a 0.50 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.

Performance

XAIX vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Artificial Intelligence and Big Data ETF (XAIX) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XAIX achieves a 30.20% return, which is significantly higher than JEPI's 0.04% return.

XAIX

• 1D: 2.48%
• 1M: 5.11%
• YTD: 30.20%
• 6M: 30.19%
• 1Y: 54.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JEPI

• 1D: -0.31%
• 1M: -0.40%
• YTD: 0.04%
• 6M: 0.91%
• 1Y: 7.03%
• 3Y*: 8.80%
• 5Y*: 7.28%
• 10Y*: —

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

XAIX vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XAIX Xtrackers Artificial Intelligence and Big Data ETF	30.20%	29.05%	15.47%
JEPI JPMorgan Equity Premium Income ETF	0.04%	8.09%	5.51%

Correlation

The correlation between XAIX and JEPI is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (All Time) Calculated using the full available price history since Aug 5, 2024	0.50

The correlation between XAIX and JEPI shifts across timeframes, from 0.33 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

XAIX vs. JEPI - Sectors Allocation Comparison

Sectors	XAIX	JEPI
Technology	71.7%	19.1%
Communication Services	14.1%	6.9%
Consumer Cyclical	8.9%	11.7%
Financial Services	5.2%	9.8%
Industrials	0.1%	13.8%
Consumer Defensive	0.0%	9.6%
Healthcare	0.0%	14.1%
Basic Materials	0.0%	1.9%
Energy	0.0%	3.5%
Utilities	0.0%	6.2%
Real Estate	-	3.5%

Return for Risk

XAIX vs. JEPI — Risk / Return Rank

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

XAIX

XAIX Risk / Return Rank: 80
XAIX Sharpe Ratio Rank: 84
XAIX Sortino Ratio Rank: 76
XAIX Omega Ratio Rank: 80
XAIX Calmar Ratio Rank: 82
XAIX Martin Ratio Rank: 80

JEPI

JEPI Risk / Return Rank: 26
JEPI Sharpe Ratio Rank: 27
JEPI Sortino Ratio Rank: 27
JEPI Omega Ratio Rank: 27
JEPI Calmar Ratio Rank: 24
JEPI Martin Ratio Rank: 26

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.

XAIX vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Artificial Intelligence and Big Data ETF (XAIX) 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.

	XAIX	JEPI	Difference
Sharpe ratio: Return per unit of total volatility	2.45	0.90	+1.55
Sortino ratio: Return per unit of downside risk	3.04	1.35	+1.69
Omega ratio: Gain probability vs. loss probability	1.43	1.17	+0.26
Calmar ratio: Return relative to maximum drawdown	3.92	1.06	+2.87
Martin ratio: Return relative to average drawdown	14.14	3.31	+10.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XAIX vs. JEPI - Sharpe Ratio Comparison

The current XAIX Sharpe Ratio is 2.45, which is higher than the JEPI Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of XAIX and JEPI, 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

	XAIX	JEPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	0.90	+1.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.81	1.01	+0.80

Drawdowns

XAIX vs. JEPI - Drawdown Comparison

The maximum XAIX drawdown since its inception was -23.95%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for XAIX and JEPI.

Drawdown Indicators

	XAIX	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	-23.95%	-13.71%	-10.24%
Max Drawdown (1Y) Largest decline over 1 year	-14.01%	-6.68%	-7.33%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.71%	—
Current Drawdown Current decline from peak	-8.33%	-4.93%	-3.40%
Average Drawdown Average peak-to-trough decline	-3.51%	-2.12%	-1.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.88%	2.13%	+1.75%

Volatility

XAIX vs. JEPI - Volatility Comparison

Xtrackers Artificial Intelligence and Big Data ETF (XAIX) has a higher volatility of 12.81% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.48%. This indicates that XAIX'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.

Volatility by Period

	XAIX	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.81%	1.48%	+11.33%
Volatility (6M) Calculated over the trailing 6-month period	19.45%	6.09%	+13.36%
Volatility (1Y) Calculated over the trailing 1-year period	22.47%	7.89%	+14.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.10%	11.06%	+13.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.10%	10.79%	+13.31%

XAIX vs. JEPI - Expense Ratio Comparison

Both XAIX and JEPI have an expense ratio of 0.35%.

Dividends

XAIX vs. JEPI - Dividend Comparison

XAIX's dividend yield for the trailing twelve months is around 0.41%, less than JEPI's 8.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
JEPI JPMorgan Equity Premium Income ETF	8.28%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%
XAIX Xtrackers Artificial Intelligence and Big Data ETF	0.41%	0.54%	0.08%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XAIX and JEPI in my portfolio?

XAIX and JEPI have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XAIX or JEPI?

XAIX has higher volatility (12.81%) compared to JEPI (1.48%). In terms of maximum drawdown, XAIX dropped -23.95% vs JEPI's -13.71%.

Which ETF is better, XAIX or JEPI?

On 1-year performance, XAIX leads with 54.71% vs 7.03% for JEPI. Both ETFs have the same 0.35% expense ratio. On volatility, JEPI has been the lower-risk option at 1.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XAIX or JEPI?

Over the 1-year period, XAIX has performed better with a 54.71% return vs 7.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XAIX or JEPI?

XAIX and JEPI have the same expense ratio: 0.35% per year.

Which ETF pays a higher dividend yield, XAIX or JEPI?

JEPI has the higher dividend yield at 8.28%, compared with 0.41% for XAIX.

What is the main difference between XAIX and JEPI?

XAIX is categorized as Technology Equities, while JEPI is Dividend. They also come from different issuers: Xtrackers and JPMorgan.

Which has better risk-adjusted returns?

XAIX currently has the higher Sharpe Ratio (2.45 vs 0.90), 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.