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HDV vs JEPI: Performance & Backtest Comparison
HDV delivered the higher return - 12.68% CAGR vs 6.12% - over 2020-06-30 → 2026-07-31.
Growth comparison
Drawdown
Annual returns
| HDV | JEPI | |
|---|---|---|
| Name | iShares Core High Dividend ETF | JPMorgan Equity Premium Income ETF |
| CAGR | 12.68% | 6.12% |
| Total return | 108.80% | 44.26% |
| Volatility | 13.88% | 10.42% |
| Max drawdown | -14.52%Sep 2022 | -18.27%Sep 2022 |
| Sharpe | 0.73 | 0.35 |
| Sortino | 1.32 | 0.55 |
| Best year | 18.66% | 15.68% |
| Worst year | 1.74% | -12.27% |
| Final balance | $20,880 | $14,426 |
Correlation of monthly returns: 0.84. 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, HDV or JEPI?
Over 2020-06-30 to 2026-07-31, HDV performed better: 12.68% annualized versus 6.12% for JEPI, with dividends reinvested. Past performance does not guarantee future results.
How similar are HDV and JEPI?
Their monthly returns have a correlation of 0.84 over the common period. HDV is iShares Core High Dividend ETF; JEPI is JPMorgan Equity Premium Income ETF.
Which is riskier, HDV or JEPI?
Over the common period HDV had 13.88% annualized volatility and a -14.52% max drawdown, versus 10.42% and -18.27% for JEPI.