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JEPI vs SDY: Performance & Backtest Comparison
SDY delivered the higher return - 11.94% CAGR vs 10.65% - over 2020-06-30 → 2026-06-30.
Growth comparison
Drawdown
Annual returns
| JEPI | SDY | |
|---|---|---|
| Name | JPMorgan Equity Premium Income ETF | State Street SPDR S&P Dividend ETF |
| CAGR | 10.65% | 11.94% |
| Total return | 85.05% | 98.58% |
| Volatility | 10.23% | 14.63% |
| Max drawdown | -12.99%Sep 2022 | -12.47%Oct 2023 |
| Sharpe | 0.76 | 0.65 |
| Sortino | 1.33 | 1.22 |
| Best year | 21.50% | 25.37% |
| Worst year | -3.51% | -0.52% |
| Final balance | $18,505 | $19,858 |
Correlation of monthly returns: 0.89. 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 2026-06-30, SDY performed better: 11.94% annualized versus 10.65% 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 0.89 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 10.23% annualized volatility and a -12.99% max drawdown, versus 14.63% and -12.47% for SDY.