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JEPI vs SDY: Performance & Backtest Comparison
SDY delivered the higher return - 12.68% CAGR vs 6.12% - over 2020-06-30 → 2026-07-31.
Growth comparison
Drawdown
Annual returns
| JEPI | SDY | |
|---|---|---|
| Name | JPMorgan Equity Premium Income ETF | State Street SPDR S&P Dividend ETF |
| CAGR | 6.12% | 12.68% |
| Total return | 44.26% | 108.76% |
| Volatility | 10.42% | 14.60% |
| Max drawdown | -18.27%Sep 2022 | -11.90%Oct 2023 |
| Sharpe | 0.35 | 0.69 |
| Sortino | 0.55 | 1.36 |
| Best year | 15.68% | 26.40% |
| Worst year | -12.27% | 0.77% |
| Final balance | $14,426 | $20,876 |
Correlation of monthly returns: 0.88. 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 SDY?
Over 2020-06-30 to 2026-07-31, SDY performed better: 12.68% annualized versus 6.12% for JEPI, with dividends reinvested. Past performance does not guarantee future results.
How similar are JEPI and SDY?
Their monthly returns have a correlation of 0.88 over the common period. JEPI is JPMorgan Equity Premium Income ETF; SDY is State Street SPDR S&P Dividend ETF.
Which is riskier, JEPI or SDY?
Over the common period JEPI had 10.42% annualized volatility and a -18.27% max drawdown, versus 14.60% and -11.90% for SDY.