Correlation
The correlation between XLP and JEPI is 0.54, 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.
XLP vs. JEPI
Compare and contrast key facts about Consumer Staples Select Sector SPDR Fund (XLP) and JPMorgan Equity Premium Income ETF (JEPI).
XLP and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLP is a passively managed fund by State Street that tracks the performance of the Consumer Staples Select Sector Index. It was launched on Dec 16, 1998. JEPI is an actively managed fund by JPMorgan Chase. It was launched on May 20, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLP or JEPI.
Performance
XLP vs. JEPI - Performance Comparison
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Key characteristics
XLP:
0.67
JEPI:
0.40
XLP:
0.84
JEPI:
0.59
XLP:
1.10
JEPI:
1.09
XLP:
0.86
JEPI:
0.37
XLP:
2.26
JEPI:
1.54
XLP:
3.16%
JEPI:
3.16%
XLP:
13.41%
JEPI:
13.82%
XLP:
-35.89%
JEPI:
-13.71%
XLP:
-1.88%
JEPI:
-4.99%
Returns By Period
In the year-to-date period, XLP achieves a 4.35% return, which is significantly higher than JEPI's -0.85% return.
XLP
4.35%
0.68%
1.00%
8.59%
6.43%
10.13%
8.09%
JEPI
-0.85%
2.17%
-3.90%
5.42%
8.36%
11.20%
N/A
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XLP vs. JEPI - Expense Ratio Comparison
XLP has a 0.13% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
XLP vs. JEPI — Risk-Adjusted Performance Rank
XLP
JEPI
XLP vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Consumer Staples Select Sector SPDR Fund (XLP) 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.
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Dividends
XLP vs. JEPI - Dividend Comparison
XLP's dividend yield for the trailing twelve months is around 2.50%, less than JEPI's 8.09% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLP Consumer Staples Select Sector SPDR Fund | 2.50% | 2.77% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% |
JEPI JPMorgan Equity Premium Income ETF | 8.09% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XLP vs. JEPI - Drawdown Comparison
The maximum XLP drawdown since its inception was -35.89%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for XLP and JEPI.
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Volatility
XLP vs. JEPI - Volatility Comparison
Consumer Staples Select Sector SPDR Fund (XLP) has a higher volatility of 3.59% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.14%. This indicates that XLP'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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