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XRMI vs. JEPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XRMI and JEPI is 0.77, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

XRMI vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Risk Managed Income ETF (XRMI) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
1.10%
21.04%
XRMI
JEPI

Key characteristics

Sharpe Ratio

XRMI:

0.90

JEPI:

0.41

Sortino Ratio

XRMI:

1.31

JEPI:

0.67

Omega Ratio

XRMI:

1.18

JEPI:

1.11

Calmar Ratio

XRMI:

0.82

JEPI:

0.43

Martin Ratio

XRMI:

3.21

JEPI:

1.99

Ulcer Index

XRMI:

2.13%

JEPI:

2.83%

Daily Std Dev

XRMI:

7.63%

JEPI:

13.76%

Max Drawdown

XRMI:

-15.29%

JEPI:

-13.71%

Current Drawdown

XRMI:

-7.06%

JEPI:

-7.02%

Returns By Period

In the year-to-date period, XRMI achieves a -4.60% return, which is significantly lower than JEPI's -2.96% return.


XRMI

YTD

-4.60%

1M

-3.91%

6M

-0.79%

1Y

6.35%

5Y*

N/A

10Y*

N/A

JEPI

YTD

-2.96%

1M

-4.23%

6M

-4.11%

1Y

4.70%

5Y*

N/A

10Y*

N/A

*Annualized

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XRMI vs. JEPI - Expense Ratio Comparison

XRMI has a 0.60% expense ratio, which is higher than JEPI's 0.35% expense ratio.


Expense ratio chart for XRMI: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XRMI: 0.60%
Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%

Risk-Adjusted Performance

XRMI vs. JEPI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XRMI
The Risk-Adjusted Performance Rank of XRMI is 7777
Overall Rank
The Sharpe Ratio Rank of XRMI is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of XRMI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of XRMI is 7777
Omega Ratio Rank
The Calmar Ratio Rank of XRMI is 7979
Calmar Ratio Rank
The Martin Ratio Rank of XRMI is 7575
Martin Ratio Rank

JEPI
The Risk-Adjusted Performance Rank of JEPI is 5656
Overall Rank
The Sharpe Ratio Rank of JEPI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPI is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JEPI is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JEPI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JEPI is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XRMI vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Risk Managed Income ETF (XRMI) 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.


The chart of Sharpe ratio for XRMI, currently valued at 0.90, compared to the broader market-1.000.001.002.003.004.00
XRMI: 0.90
JEPI: 0.41
The chart of Sortino ratio for XRMI, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.00
XRMI: 1.31
JEPI: 0.67
The chart of Omega ratio for XRMI, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
XRMI: 1.18
JEPI: 1.11
The chart of Calmar ratio for XRMI, currently valued at 0.82, compared to the broader market0.002.004.006.008.0010.0012.00
XRMI: 0.82
JEPI: 0.43
The chart of Martin ratio for XRMI, currently valued at 3.21, compared to the broader market0.0020.0040.0060.00
XRMI: 3.21
JEPI: 1.99

The current XRMI Sharpe Ratio is 0.90, which is higher than the JEPI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of XRMI and JEPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.90
0.41
XRMI
JEPI

Dividends

XRMI vs. JEPI - Dividend Comparison

XRMI's dividend yield for the trailing twelve months is around 12.87%, more than JEPI's 7.90% yield.


TTM20242023202220212020
XRMI
Global X S&P 500 Risk Managed Income ETF
12.87%11.87%12.61%12.85%2.94%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.90%7.33%8.40%11.67%6.59%5.79%

Drawdowns

XRMI vs. JEPI - Drawdown Comparison

The maximum XRMI drawdown since its inception was -15.29%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for XRMI and JEPI. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.06%
-7.02%
XRMI
JEPI

Volatility

XRMI vs. JEPI - Volatility Comparison

The current volatility for Global X S&P 500 Risk Managed Income ETF (XRMI) is 4.46%, while JPMorgan Equity Premium Income ETF (JEPI) has a volatility of 11.06%. This indicates that XRMI experiences smaller price fluctuations and is considered to be less risky than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
4.46%
11.06%
XRMI
JEPI