XDAT vs. JEPQ
Compare and contrast key facts about Franklin Exponential Data ETF (XDAT) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
XDAT and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDAT is an actively managed fund by Franklin Templeton. It was launched on Jan 12, 2021. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDAT or JEPQ.
Key characteristics
| XDAT | JEPQ | |
|---|---|---|
| YTD Return | 18.11% | 23.15% |
| 1Y Return | 37.77% | 30.52% |
| Sharpe Ratio | 1.93 | 2.44 |
| Sortino Ratio | 2.53 | 3.18 |
| Omega Ratio | 1.34 | 1.50 |
| Calmar Ratio | 0.93 | 2.79 |
| Martin Ratio | 4.95 | 12.07 |
| Ulcer Index | 7.47% | 2.48% |
| Daily Std Dev | 19.15% | 12.27% |
| Max Drawdown | -54.87% | -16.82% |
| Current Drawdown | -16.77% | 0.00% |
Correlation
The correlation between XDAT and JEPQ is 0.83, 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.
Performance
XDAT vs. JEPQ - Performance Comparison
In the year-to-date period, XDAT achieves a 18.11% return, which is significantly lower than JEPQ's 23.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDAT vs. JEPQ - Expense Ratio Comparison
XDAT has a 0.50% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Risk-Adjusted Performance
XDAT vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) 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.
Dividends
XDAT vs. JEPQ - Dividend Comparison
XDAT has not paid dividends to shareholders, while JEPQ's dividend yield for the trailing twelve months is around 9.36%.
| TTM | 2023 | 2022 | |
|---|---|---|---|
XDAT Franklin Exponential Data ETF | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.36% | 10.02% | 9.44% |
Drawdowns
XDAT vs. JEPQ - Drawdown Comparison
The maximum XDAT drawdown since its inception was -54.87%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for XDAT and JEPQ. For additional features, visit the drawdowns tool.
Volatility
XDAT vs. JEPQ - Volatility Comparison
Franklin Exponential Data ETF (XDAT) has a higher volatility of 4.86% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.39%. This indicates that XDAT'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.