vs
DVY vs JEPI: Performance & Backtest Comparison
DVY delivered the higher return - 15.28% CAGR vs 10.65% - over 2020-06-30 → 2026-06-30.
Growth comparison
Drawdown
Annual returns
| DVY | JEPI | |
|---|---|---|
| Name | iShares Select Dividend ETF | JPMorgan Equity Premium Income ETF |
| CAGR | 15.28% | 10.65% |
| Total return | 137.49% | 85.05% |
| Volatility | 15.49% | 10.23% |
| Max drawdown | -16.04%Sep 2022 | -12.99%Sep 2022 |
| Sharpe | 0.81 | 0.76 |
| Sortino | 1.44 | 1.33 |
| Best year | 31.70% | 21.50% |
| Worst year | 1.12% | -3.51% |
| Final balance | $23,749 | $18,505 |
Correlation of monthly returns: 0.81. Wondering if you need both? Check their fund overlap →
All figures are total returns: every dividend and distribution is reinvested on its ex-date, and prices are split-adjusted. See the methodology.
Frequently asked questions
Which has performed better, DVY or JEPI?
Over 2020-06-30 to 2026-06-30, DVY performed better: 15.28% annualized versus 10.65% for JEPI, with dividends reinvested. Past performance does not guarantee future results.
How similar are DVY and JEPI?
Their monthly returns have a correlation of 0.81 over the common period. DVY is iShares Select Dividend ETF; JEPI is JPMorgan Equity Premium Income ETF.
Which is riskier, DVY or JEPI?
Over the common period DVY had 15.49% annualized volatility and a -16.04% max drawdown, versus 10.23% and -12.99% for JEPI.