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XDUH.TO vs. JEPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDUH.TO vs. JEPI

Last updated Jun 4, 2026

XDUH.TO (iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged)) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - XDUH.TO is a Large Cap Value Equities fund tracking the Morningstar US Market TR CAD, while JEPI is a Dividend fund actively managed by JPMorgan. XDUH.TO is passively managed, while JEPI is actively managed. Over the past 5 years, XDUH.TO returned 6.48%/yr vs 10.32%/yr for JEPI. At a 0.38 correlation, their price movements are largely independent. XDUH.TO charges 0.16%/yr vs 0.35%/yr for JEPI.

Performance

XDUH.TO vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.TO) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDUH.TO is traded in CAD, while JEPI is traded in USD. To make them comparable, the JEPI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDUH.TO achieves a 8.93% return, which is significantly higher than JEPI's 1.43% return.

XDUH.TO

1D
-0.10%
1M
3.40%
YTD
8.93%
6M
7.07%
1Y
15.05%
3Y*
11.66%
5Y*
6.48%
10Y*
—

JEPI

1D
0.56%
1M
0.43%
YTD
1.43%
6M
0.08%
1Y
9.09%
3Y*
10.15%
5Y*
10.32%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDUH.TO vs. JEPI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
XDUH.TO
iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged)		8.93%8.02%9.45%5.57%-6.32%22.54%15.76%
JEPI
JPMorgan Equity Premium Income ETF		1.43%3.13%22.24%7.41%3.39%20.42%8.44%

Correlation

The correlation between XDUH.TO and JEPI is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (All Time)
Calculated using the full available price history since May 22, 2020

0.38

XDUH.TO vs. JEPI - Sectors Allocation Comparison

Sectors
XDUH.TO
JEPI

Healthcare

20.6%
14.1%

Technology

15.3%
19.1%

Consumer Defensive

14.5%
9.6%

Industrials

13.1%
13.8%

Energy

11.8%
3.5%

Financial Services

9.2%
9.8%

Consumer Cyclical

9.1%
11.7%

Utilities

3.6%
6.2%

Communication Services

2.6%
6.9%

Basic Materials

1.1%
1.9%

Real Estate

-

3.5%

Healthcare

XDUH.TO
20.6%
JEPI
14.1%

Technology

XDUH.TO
15.3%
JEPI
19.1%

Consumer Defensive

XDUH.TO
14.5%
JEPI
9.6%

Industrials

XDUH.TO
13.1%
JEPI
13.8%

Energy

XDUH.TO
11.8%
JEPI
3.5%

Financial Services

XDUH.TO
9.2%
JEPI
9.8%

Consumer Cyclical

XDUH.TO
9.1%
JEPI
11.7%

Utilities

XDUH.TO
3.6%
JEPI
6.2%

Communication Services

XDUH.TO
2.6%
JEPI
6.9%

Basic Materials

XDUH.TO
1.1%
JEPI
1.9%

Real Estate

XDUH.TO

-

JEPI
3.5%

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iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged)

JPMorgan Equity Premium Income ETF

Often compared with XDUH.TO:
XDUH.TO vs. SCHDXDUH.TO vs. XDGH.TOXDUH.TO vs. XDU.TOXDUH.TO vs. XDIV.TOXDUH.TO vs. ZDY.TOXDUH.TO vs. XHD.TOXDUH.TO vs. XDV.TO
Often compared with JEPI:
JEPI vs. JEPQJEPI vs. SCHDJEPI vs. SPYJEPI vs. QYLDJEPI vs. SPYIJEPI vs. QQQIJEPI vs. VOO

Return for Risk

XDUH.TO vs. JEPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDUH.TO
XDUH.TO Risk / Return Rank: 4343
Overall Rank
XDUH.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XDUH.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
XDUH.TO Omega Ratio Rank: 3939
Omega Ratio Rank
XDUH.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
XDUH.TO Martin Ratio Rank: 4343
Martin Ratio Rank
JEPI
JEPI Risk / Return Rank: 2626
Overall Rank
JEPI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 2626
Sortino Ratio Rank
JEPI Omega Ratio Rank: 2626
Omega Ratio Rank
JEPI Calmar Ratio Rank: 2424
Calmar Ratio Rank
JEPI Martin Ratio Rank: 2626
Martin Ratio Rank
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.

XDUH.TO vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.TO) 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.

XDUH.TOJEPIDifference
Sharpe ratioReturn per unit of total volatility
1.43
1.08

+0.35

Sortino ratioReturn per unit of downside risk
2.11
1.56

+0.54

Omega ratioGain probability vs. loss probability

1.26

1.20

+0.06

Calmar ratioReturn relative to maximum drawdown

2.49

1.75

+0.74

Martin ratioReturn relative to average drawdown

6.87

5.07

+1.80

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDUH.TO vs. JEPI - Sharpe Ratio Comparison

The current XDUH.TO Sharpe Ratio is 1.43, which is higher than the JEPI Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of XDUH.TO 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.

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Sharpe Ratios by Period

XDUH.TOJEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.08

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

1.02

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.09

-0.68

Drawdowns

XDUH.TO vs. JEPI - Drawdown Comparison

The maximum XDUH.TO drawdown since its inception was -34.91%, which is greater than JEPI's maximum drawdown of -14.00%. Use the drawdown chart below to compare losses from any high point for XDUH.TO and JEPI.

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Drawdown Indicators

XDUH.TOJEPIDifference

Max Drawdown

Largest peak-to-trough decline

-34.91%

-14.00%

-20.91%

Max Drawdown (1Y)

Largest decline over 1 year

-6.08%

-5.23%

-0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-14.37%

-14.00%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-17.40%

-14.00%

-3.40%

Current Drawdown

Current decline from peak

-1.39%

-3.03%

+1.64%

Average Drawdown

Average peak-to-trough decline

-4.57%

-2.19%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

1.80%

+0.40%

Volatility

XDUH.TO vs. JEPI - Volatility Comparison

iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged) (XDUH.TO) has a higher volatility of 2.98% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.69%. This indicates that XDUH.TO'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

XDUH.TOJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

1.69%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

7.50%

6.59%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

10.60%

8.44%

+2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

10.16%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

9.97%

+6.58%

XDUH.TO vs. JEPI - Expense Ratio Comparison

XDUH.TO has a 0.16% expense ratio, which is lower than JEPI's 0.35% expense ratio.

Dividends

XDUH.TO vs. JEPI - Dividend Comparison

XDUH.TO's dividend yield for the trailing twelve months is around 2.26%, less than JEPI's 8.27% yield.

PositionTTM20252024202320222021202020192018
JEPI
JPMorgan Equity Premium Income ETF		8.27%8.25%7.33%8.40%11.68%6.59%5.79%0.00%0.00%
XDUH.TO
iShares Core MSCI US Quality Dividend Index ETF (CAD-Hedged)		2.26%2.41%2.61%2.49%2.35%2.56%2.62%2.31%2.69%

Frequently Asked Questions

XDUH.TO and JEPI have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDUH.TO is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDUH.TO is cheaper with a 0.16% expense ratio, compared with 0.35% for JEPI.

XDUH.TO is categorized as Large Cap Value Equities, while JEPI is Dividend. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.16% for XDUH.TO and 0.35% for JEPI.

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