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DVY vs JEPI: Performance & Backtest Comparison
DVY delivered the higher return - 15.46% CAGR vs 6.12% - over 2020-06-30 → 2026-07-31.
Growth comparison
Drawdown
Annual returns
| DVY | JEPI | |
|---|---|---|
| Name | iShares Select Dividend ETF | JPMorgan Equity Premium Income ETF |
| CAGR | 15.46% | 6.12% |
| Total return | 142.67% | 44.26% |
| Volatility | 15.43% | 10.42% |
| Max drawdown | -16.01%Sep 2022 | -18.27%Sep 2022 |
| Sharpe | 0.82 | 0.35 |
| Sortino | 1.46 | 0.55 |
| Best year | 30.52% | 15.68% |
| Worst year | 1.16% | -12.27% |
| Final balance | $24,267 | $14,426 |
Correlation of monthly returns: 0.82. 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 2026-07-31, DVY performed better: 15.46% annualized versus 6.12% 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 0.82 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 15.43% annualized volatility and a -16.01% max drawdown, versus 10.42% and -18.27% for JEPI.