XLU vs. JEPI
Compare and contrast key facts about Utilities Select Sector SPDR Fund (XLU) and JPMorgan Equity Premium Income ETF (JEPI).
XLU and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLU is a passively managed fund by State Street that tracks the performance of the Utilities 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: XLU or JEPI.
Key characteristics
| XLU | JEPI | |
|---|---|---|
| YTD Return | 9.47% | 4.87% |
| 1Y Return | 3.04% | 11.12% |
| 3Y Return (Ann) | 4.59% | 7.13% |
| Sharpe Ratio | 0.22 | 1.70 |
| Daily Std Dev | 17.06% | 7.18% |
| Max Drawdown | -52.27% | -13.71% |
| Current Drawdown | -6.90% | -1.41% |
Correlation
The correlation between XLU and JEPI is 0.65, 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.
Performance
XLU vs. JEPI - Performance Comparison
In the year-to-date period, XLU achieves a 9.47% return, which is significantly higher than JEPI's 4.87% 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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XLU vs. JEPI - Expense Ratio Comparison
XLU has a 0.13% expense ratio, which is lower than JEPI's 0.35% expense ratio.
Risk-Adjusted Performance
XLU vs. JEPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Utilities Select Sector SPDR Fund (XLU) 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.
Dividends
XLU vs. JEPI - Dividend Comparison
XLU's dividend yield for the trailing twelve months is around 3.16%, less than JEPI's 7.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLU Utilities Select Sector SPDR Fund | 3.16% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% | 3.19% | 3.86% |
JEPI JPMorgan Equity Premium Income ETF | 7.39% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XLU vs. JEPI - Drawdown Comparison
The maximum XLU drawdown since its inception was -52.27%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for XLU and JEPI. For additional features, visit the drawdowns tool.
Volatility
XLU vs. JEPI - Volatility Comparison
Utilities Select Sector SPDR Fund (XLU) has a higher volatility of 4.55% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.63%. This indicates that XLU'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.