Correlation
The correlation between ZDY.TO and JEPQ is 0.78, 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.
ZDY.TO vs. JEPQ
Compare and contrast key facts about BMO US Dividend ETF (CAD) (ZDY.TO) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
ZDY.TO and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ZDY.TO is an actively managed fund by BMO. It was launched on Mar 19, 2013. 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: ZDY.TO or JEPQ.
Performance
ZDY.TO vs. JEPQ - Performance Comparison
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Key characteristics
ZDY.TO:
0.80
JEPQ:
0.43
ZDY.TO:
1.15
JEPQ:
0.67
ZDY.TO:
1.18
JEPQ:
1.10
ZDY.TO:
0.80
JEPQ:
0.38
ZDY.TO:
2.61
JEPQ:
1.30
ZDY.TO:
4.73%
JEPQ:
5.88%
ZDY.TO:
15.44%
JEPQ:
20.30%
ZDY.TO:
-32.99%
JEPQ:
-20.07%
ZDY.TO:
-8.92%
JEPQ:
-7.23%
Returns By Period
In the year-to-date period, ZDY.TO achieves a -3.40% return, which is significantly lower than JEPQ's -2.97% return.
ZDY.TO
-3.40%
2.26%
-5.38%
11.50%
10.58%
12.06%
10.06%
JEPQ
-2.97%
3.03%
-2.54%
8.36%
14.33%
N/A
N/A
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ZDY.TO vs. JEPQ - Expense Ratio Comparison
ZDY.TO has a 0.30% expense ratio, which is lower than JEPQ's 0.35% expense ratio.
Risk-Adjusted Performance
ZDY.TO vs. JEPQ — Risk-Adjusted Performance Rank
ZDY.TO
JEPQ
ZDY.TO vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BMO US Dividend ETF (CAD) (ZDY.TO) 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.
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Dividends
ZDY.TO vs. JEPQ - Dividend Comparison
ZDY.TO's dividend yield for the trailing twelve months is around 2.10%, less than JEPQ's 11.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ZDY.TO BMO US Dividend ETF (CAD) | 2.10% | 2.08% | 2.56% | 2.62% | 2.46% | 3.85% | 3.19% | 2.95% | 2.77% | 2.60% | 2.68% | 2.74% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.28% | 9.66% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ZDY.TO vs. JEPQ - Drawdown Comparison
The maximum ZDY.TO drawdown since its inception was -32.99%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for ZDY.TO and JEPQ.
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Volatility
ZDY.TO vs. JEPQ - Volatility Comparison
BMO US Dividend ETF (CAD) (ZDY.TO) has a higher volatility of 4.98% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 2.06%. This indicates that ZDY.TO'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.
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