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YBIT vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

YBIT vs. JEPQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Bitcoin Option Income Strategy ETF (YBIT) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.50%
8.79%
YBIT
JEPQ

Returns By Period


YBIT

YTD

N/A

1M

16.15%

6M

4.45%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

JEPQ

YTD

21.86%

1M

2.15%

6M

8.87%

1Y

26.31%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


YBITJEPQ
Daily Std Dev43.35%12.34%
Max Drawdown-29.01%-16.82%
Current Drawdown-1.77%-1.24%

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YBIT vs. JEPQ - Expense Ratio Comparison

YBIT has a 0.99% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


YBIT
YieldMax Bitcoin Option Income Strategy ETF
Expense ratio chart for YBIT: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Correlation

-0.50.00.51.00.4

The correlation between YBIT and JEPQ is 0.42, 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.

Risk-Adjusted Performance

YBIT vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Bitcoin Option Income Strategy ETF (YBIT) 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.


Sharpe ratio
No data
YBIT
JEPQ

Chart placeholderNot enough data

Dividends

YBIT vs. JEPQ - Dividend Comparison

YBIT's dividend yield for the trailing twelve months is around 37.10%, more than JEPQ's 9.46% yield.


TTM20232022
YBIT
YieldMax Bitcoin Option Income Strategy ETF
37.10%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.46%10.02%9.44%

Drawdowns

YBIT vs. JEPQ - Drawdown Comparison

The maximum YBIT drawdown since its inception was -29.01%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for YBIT and JEPQ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.77%
-1.24%
YBIT
JEPQ

Volatility

YBIT vs. JEPQ - Volatility Comparison

YieldMax Bitcoin Option Income Strategy ETF (YBIT) has a higher volatility of 15.12% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.83%. This indicates that YBIT'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.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.12%
3.83%
YBIT
JEPQ