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JEPI vs JEPQ: Performance & Backtest Comparison
JEPQ delivered the higher return - 10.90% CAGR vs 3.78% - over 2022-06-30 → 2026-07-31.
Growth comparison
Drawdown
Annual returns
| JEPI | JEPQ | |
|---|---|---|
| Name | JPMorgan Equity Premium Income ETF | JPMorgan Nasdaq Equity Premium Income ETF |
| CAGR | 3.78% | 10.90% |
| Total return | 16.74% | 53.89% |
| Volatility | 10.02% | 14.14% |
| Max drawdown | -11.78%Sep 2022 | -15.32%Sep 2022 |
| Sharpe | 0.01 | 0.52 |
| Sortino | 0.01 | 0.76 |
| Best year | 10.02% | 25.68% |
| Worst year | -5.30% | -15.13% |
| Final balance | $11,674 | $15,389 |
Correlation of monthly returns: 0.74. 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, JEPI or JEPQ?
Over 2022-06-30 to 2026-07-31, JEPQ performed better: 10.90% annualized versus 3.78% for JEPI, with dividends reinvested. Past performance does not guarantee future results.
How similar are JEPI and JEPQ?
Their monthly returns have a correlation of 0.74 over the common period. JEPI is JPMorgan Equity Premium Income ETF; JEPQ is JPMorgan Nasdaq Equity Premium Income ETF.
Which is riskier, JEPI or JEPQ?
Over the common period JEPI had 10.02% annualized volatility and a -11.78% max drawdown, versus 14.14% and -15.32% for JEPQ.