JEPQ vs. QQQ — ETF comparison tool (2024)

Performance

JEPQ vs. QQQ - Performance Comparison

In the year-to-date period, JEPQ achieves a 14.61% return, which is significantly lower than QQQ's 15.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.

JEPQ

QQQ

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JEPQ vs. QQQ - Expense Ratio Comparison

JEPQ has a 0.35% expense ratio, which is higher than QQQ's 0.20% expense ratio.

Risk-Adjusted Performance

JEPQ vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) and Invesco QQQ (QQQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

JEPQ vs. QQQ - Sharpe Ratio Comparison

The current JEPQ Sharpe Ratio is 1.65, which roughly equals the QQQ Sharpe Ratio of 1.48. The chart below compares the 12-month rolling Sharpe Ratio of JEPQ and QQQ.

JEPQ

QQQ

Dividends

JEPQ vs. QQQ - Dividend Comparison

JEPQ's dividend yield for the trailing twelve months is around 9.48%, more than QQQ's 0.61% yield.

TTM20232022202120202019201820172016201520142013

JEPQ

JPMorgan Nasdaq Equity Premium Income ETF
9.48%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

QQQ

Invesco QQQ
0.61%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

JEPQ vs. QQQ - Drawdown Comparison

The maximum JEPQ drawdown since its inception was -16.82%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for JEPQ and QQQ. For additional features, visit the drawdowns tool.

JEPQ

QQQ

Volatility

JEPQ vs. QQQ - Volatility Comparison

The current volatility for JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) is 4.14%, while Invesco QQQ (QQQ) has a volatility of 6.05%. This indicates that JEPQ experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

JEPQ

QQQ

JEPQ vs. QQQ — ETF comparison tool (2024)
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