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JEPQ vs SCHD: Performance & Backtest Comparison
JEPQ delivered the higher return - 10.90% CAGR vs 9.35% - over 2022-06-30 → 2026-07-31.
Growth comparison
Drawdown
Annual returns
| JEPQ | SCHD | |
|---|---|---|
| Name | JPMorgan Nasdaq Equity Premium Income ETF | Schwab US Dividend Equity ETF |
| CAGR | 10.90% | 9.35% |
| Total return | 53.89% | 45.15% |
| Volatility | 14.14% | 15.00% |
| Max drawdown | -15.32%Sep 2022 | -13.85%Sep 2022 |
| Sharpe | 0.52 | 0.40 |
| Sortino | 0.76 | 0.68 |
| Best year | 25.68% | 20.50% |
| Worst year | -15.13% | -1.13% |
| Final balance | $15,389 | $14,515 |
Correlation of monthly returns: 0.53. 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, JEPQ or SCHD?
Over 2022-06-30 to 2026-07-31, JEPQ performed better: 10.90% annualized versus 9.35% for SCHD, with dividends reinvested. Past performance does not guarantee future results.
How similar are JEPQ and SCHD?
Their monthly returns have a correlation of 0.53 over the common period. JEPQ is JPMorgan Nasdaq Equity Premium Income ETF; SCHD is Schwab US Dividend Equity ETF.
Which is riskier, JEPQ or SCHD?
Over the common period JEPQ had 14.14% annualized volatility and a -15.32% max drawdown, versus 15.00% and -13.85% for SCHD.