JPMorgan Equity Premium Income ETF (JEPI)
Description
The JEPI ETF contains 91 constituents. It is focused on blend holdings in the North America region.
Price $51.62 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 11.2% |
| Expense ratio | 0.35% |
| Average spread | 0.058% |
| 1Y roundtrip cost | 0.408% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -3.5% | -1.2% | 3.4% | -3.7% | -0.1% | -3.7% | 4.7% | -2.9% | -6.3% | 1.7% | -11.6% | ||
| 2021 | -1.6% | 0.7% | 6.4% | 2.6% | 1.8% | 1.6% | 2.6% | 1.7% | -4.2% | 4.6% | -1.7% | 5.8% | 20.2% |
| 2020 | -0.5% | 5.5% | 2.4% | -0.8% | -1.4% | 7.3% | 2.6% | 15.1% | |||||
| -5.1% | -0.6% | 9.7% | -1.1% | 1.7% | -2.6% | 12.8% | 1.2% | -11.3% | 4.9% | 5.6% | 8.4% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.38 | 0.46 | 0.59 | 0.47 | 0.52 | 0.62 | 0.49 | 0.56 | 0.48 | 4.57 | |||
| 2021 | 0.26 | 0.32 | 0.35 | 0.37 | 0.31 | 0.40 | 0.26 | 0.34 | 0.34 | 0.37 | 0.38 | 3.70 | |
| 2020 | 0.49 | 0.29 | 0.45 | 0.43 | 0.52 | 0.50 | 2.69 | ||||||
| 0.00 | 0.65 | 0.78 | 0.94 | 0.84 | 0.83 | 1.51 | 1.04 | 1.35 | 1.26 | 0.88 | 0.88 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| JEPI | FLLV | FTCS | LSLT | SPLV | XRLV | |
|---|---|---|---|---|---|---|
| Product name | JPMorgan Equity Premium Income ETF | Franklin Liberty U.S. Low Volatility ETF | First Trust Capital Strength ETF | Salt Low truBeta US Market Fund | PowerShares S&P 500 Low Volatility Portfolio ETF | PowerShares S&P 500 ex-Rate Sensitive Low Volatility Portfolio ETF |
| Issuer | JPMorgan | Franklin | First Trust | Pacer | Invesco | Invesco |
| Price | $51.62 | $43.549 | $68.46 | $32 | $57.86 | $44.064 |
| Expense Ratio | 0.35% |  0.29% |  0.56% | 0.6% | 0.25% | 0.25% |
| Average Spread | 0.058% | 0.138% | 0.029% | 0.063% | 0.017% | 0.136% |
| AUM | $3,811,400,000 | $121,427,000 | $7,425,460,000 | $6,374,110 | $7,325,210,000 | $45,580,400 |
| Shares | 73,835,639 | 2,788,286 | 108,464,219 | 199,191 | 126,602,262 | 1,034,413 |
| Average Daily Volume | 3,383,999 | 11,510 | 384,450 | 2,595 | 3,350,370 | 6,160 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2020-05-20 | 2016-09-20 | 2006-07-06 | 2019-03-12 | 2011-05-05 | 2015-04-09 |
| Index Tracked | No Underlying Index | No Underlying Index | The NASDAQ Capital Strength Index | Salt Low truBeta US Market Index | S&P 500 Low Volatility | S&P 500 Low Volatility Rate Response Index |
| Category | Large Cap Blend Equities | Volatility Hedged Equity | Large Cap Growth Equities | Large Cap Blend Equities | Volatility Hedged Equity | Volatility Hedged Equity |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large Caps | Large Caps | Large Caps | Large/Mid Caps | Large Caps | Large Caps |
| Value or Growth | Blend | Blend | Growth | Blend | Blend | Blend |
| Region | North America | North America | North America | North America | North America | North America |
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $5.78 | $0.76 | $0.913 | $0 | $1.199 | $0.818 |
| Annual Dividend Yield | 0.112% | 0.017% | 0.013% | 0.000% | 0.021% | 0.019% |
| Number of Holdings | 91 | 90 | 51 | 100 | 100 | 100 |
| YTD Return | -11.50% | -14.31% | -18.31% | -5.58% | -14.35% | -14.17% |
| Beta | 0.58 | 0.87 | 0.99 | 0.77 | 0.82 | 0.87 |
| Upside Beta | 0.28 | 0.65 | 0.14 | 0.52 | 0.04 | 0.53 |
| Downside Beta | -0.20 | 0.21 | -0.15 | 0.31 | -0.27 | -0.14 |
| Volatility 1Y | 14.82% | 18.12% | 17.87% | 9.92% | 16.34% | 16.43% |
| Sharpe Ratio 3Y | 0.00 | 0.55 | 0.53 | 0.00 | 0.05 | 0.33 |
| Treynor Ratio 3Y | 0.00 | 0.01 | 0.01 | 0.00 | 0.00 | 0.01 |