XTN vs. JEPI
Compare and contrast key facts about SPDR S&P Transportation ETF (XTN) and JPMorgan Equity Premium Income ETF (JEPI).
XTN and JEPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XTN is a passively managed fund by State Street that tracks the performance of the S&P Transportation Select Industry Index. It was launched on Jan 26, 2011. JEPI is an actively managed fund by JPMorgan. It was launched on May 20, 2020.
Performance
XTN vs. JEPI - Performance Comparison
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XTN vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XTN SPDR S&P Transportation ETF | 2.02% | 6.33% | 4.86% | 25.22% | -28.10% | 33.68% | 46.81% |
JEPI JPMorgan Equity Premium Income ETF | 0.20% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.61% |
Returns By Period
In the year-to-date period, XTN achieves a 2.02% return, which is significantly higher than JEPI's 0.20% return.
XTN
- 1D
- 3.95%
- 1M
- -8.93%
- YTD
- 2.02%
- 6M
- 11.42%
- 1Y
- 26.99%
- 3Y*
- 9.63%
- 5Y*
- 1.87%
- 10Y*
- 8.43%
JEPI
- 1D
- 1.85%
- 1M
- -4.79%
- YTD
- 0.20%
- 6M
- 3.11%
- 1Y
- 7.84%
- 3Y*
- 9.57%
- 5Y*
- 8.26%
- 10Y*
- —
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XTN vs. JEPI - Expense Ratio Comparison
Both XTN and JEPI have an expense ratio of 0.35%.
Return for Risk
XTN vs. JEPI — Risk / Return Rank
XTN
JEPI
XTN vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Transportation ETF (XTN) 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.
| XTN | JEPI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.60 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.40 | 0.93 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.15 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 0.85 | +0.69 |
Martin ratioReturn relative to average drawdown | 4.60 | 4.15 | +0.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XTN | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.60 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.75 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.03 | -0.64 |
Correlation
The correlation between XTN and JEPI is 0.62, 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.
Dividends
XTN vs. JEPI - Dividend Comparison
XTN's dividend yield for the trailing twelve months is around 0.79%, less than JEPI's 8.40% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XTN SPDR S&P Transportation ETF | 0.79% | 0.78% | 0.93% | 0.73% | 1.04% | 1.02% | 0.75% | 1.17% | 0.98% | 0.63% | 0.66% | 1.03% |
JEPI JPMorgan Equity Premium Income ETF | 8.40% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XTN vs. JEPI - Drawdown Comparison
The maximum XTN drawdown since its inception was -43.77%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for XTN and JEPI.
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Drawdown Indicators
| XTN | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.77% | -13.71% | -30.06% |
Max Drawdown (1Y)Largest decline over 1 year | -17.28% | -10.28% | -7.00% |
Max Drawdown (5Y)Largest decline over 5 years | -35.05% | -13.71% | -21.34% |
Max Drawdown (10Y)Largest decline over 10 years | -43.77% | — | — |
Current DrawdownCurrent decline from peak | -12.15% | -4.79% | -7.36% |
Average DrawdownAverage peak-to-trough decline | -10.97% | -2.07% | -8.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.79% | 2.10% | +3.69% |
Volatility
XTN vs. JEPI - Volatility Comparison
SPDR S&P Transportation ETF (XTN) has a higher volatility of 9.95% compared to JPMorgan Equity Premium Income ETF (JEPI) at 3.95%. This indicates that XTN'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
| XTN | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.95% | 3.95% | +6.00% |
Volatility (6M)Calculated over the trailing 6-month period | 19.35% | 6.36% | +12.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.25% | 13.26% | +18.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.20% | 11.06% | +15.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.88% | 10.89% | +14.99% |