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JEPI vs JEPQ: Performance & Backtest Comparison
JEPQ delivered the higher return - 17.97% CAGR vs 8.36% - over 2022-06-30 → 2026-06-30.
Growth comparison
Drawdown
Annual returns
| JEPI | JEPQ | |
|---|---|---|
| Name | JPMorgan Equity Premium Income ETF | JPMorgan Nasdaq Equity Premium Income ETF |
| CAGR | 8.36% | 17.97% |
| Total return | 38.78% | 96.39% |
| Volatility | 9.81% | 13.75% |
| Max drawdown | -9.10%Sep 2022 | -13.53%Sep 2022 |
| Sharpe | 0.44 | 0.98 |
| Sortino | 0.69 | 1.45 |
| Best year | 12.58% | 36.23% |
| Worst year | 1.72% | -9.50% |
| Final balance | $13,878 | $19,639 |
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 2026-06-30, JEPQ performed better: 17.97% annualized versus 8.36% 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 9.81% annualized volatility and a -9.10% max drawdown, versus 13.75% and -13.53% for JEPQ.