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JEPQ vs SCHD: Performance & Backtest Comparison
JEPQ delivered the higher return - 17.97% CAGR vs 8.45% - over 2022-06-30 → 2026-06-30.
Growth comparison
Drawdown
Annual returns
| JEPQ | SCHD | |
|---|---|---|
| Name | JPMorgan Nasdaq Equity Premium Income ETF | Schwab US Dividend Equity ETF |
| CAGR | 17.97% | 8.45% |
| Total return | 96.39% | 39.29% |
| Volatility | 13.75% | 15.14% |
| Max drawdown | -13.53%Sep 2022 | -13.85%Sep 2022 |
| Sharpe | 0.98 | 0.33 |
| Sortino | 1.45 | 0.58 |
| Best year | 36.23% | 16.58% |
| Worst year | -9.50% | -1.13% |
| Final balance | $19,639 | $13,929 |
Correlation of monthly returns: 0.54. 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 2026-06-30, JEPQ performed better: 17.97% annualized versus 8.45% 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 0.54 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 13.75% annualized volatility and a -13.53% max drawdown, versus 15.14% and -13.85% for SCHD.