XOMO vs. JEPQ
Compare and contrast key facts about YieldMax XOM Option Income Strategy ETF (XOMO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
XOMO and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XOMO is an actively managed fund by YieldMax. It was launched on Aug 30, 2023. 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: XOMO or JEPQ.
Key characteristics
| XOMO | JEPQ | |
|---|---|---|
| YTD Return | 15.62% | 23.19% |
| 1Y Return | 15.88% | 28.90% |
| Sharpe Ratio | 1.12 | 2.49 |
| Sortino Ratio | 1.57 | 3.24 |
| Omega Ratio | 1.20 | 1.51 |
| Calmar Ratio | 1.18 | 2.85 |
| Martin Ratio | 5.03 | 12.34 |
| Ulcer Index | 3.18% | 2.48% |
| Daily Std Dev | 14.39% | 12.22% |
| Max Drawdown | -13.53% | -16.82% |
| Current Drawdown | -3.32% | 0.00% |
Correlation
The correlation between XOMO and JEPQ is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
XOMO vs. JEPQ - Performance Comparison
In the year-to-date period, XOMO achieves a 15.62% return, which is significantly lower than JEPQ's 23.19% 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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XOMO vs. JEPQ - Expense Ratio Comparison
XOMO has a 1.01% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Risk-Adjusted Performance
XOMO vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax XOM Option Income Strategy ETF (XOMO) 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
XOMO vs. JEPQ - Dividend Comparison
XOMO's dividend yield for the trailing twelve months is around 20.27%, more than JEPQ's 9.36% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
XOMO YieldMax XOM Option Income Strategy ETF | 20.27% | 5.13% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.36% | 10.02% | 9.44% |
Drawdowns
XOMO vs. JEPQ - Drawdown Comparison
The maximum XOMO drawdown since its inception was -13.53%, smaller than the maximum JEPQ drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for XOMO and JEPQ. For additional features, visit the drawdowns tool.
Volatility
XOMO vs. JEPQ - Volatility Comparison
YieldMax XOM Option Income Strategy ETF (XOMO) has a higher volatility of 4.58% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.39%. This indicates that XOMO'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.