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GOVT vs JEPI

Comparison between ISHARES U.S. TREASURY BOND ETF (GOVT, ETF) and JPMORGAN EQUITY PREMIUM INCOME ETF (JEPI, ETF).

5-Year PerformanceJEPI has outperformed GOVT, delivering a return of +7.3% compared to -0.8%

GOVT vs JEPI - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
GOVT
$44B
Winner
JEPI
$45B
Expense Ratio
Winner
GOVT
0.05%
JEPI
0.35%
Max Drawdown
GOVT
23.67%
Winner
JEPI
20.01%
Sharpe Ratio
GOVT
-0.28
Winner
JEPI
0.49
5Y Beta
Winner
GOVT
0.00
JEPI
0.58
P/E Ratio
GOVT
N/A
JEPI
26.95
Forward P/E
GOVT
N/A
JEPI
21.36
PEG Ratio
GOVT
N/A
JEPI
0.74
5Y Dividends CAGR
Winner
GOVT
10.63%
JEPI
-1.07%
5Y EPS CAGR
GOVT
N/A
JEPI
16.15%
Debt to Equity
GOVT
N/A
JEPI
-12.82%
P/S Ratio
GOVT
N/A
JEPI
3.30
P/B Ratio
GOVT
N/A
JEPI
5.60

GOVT vs JEPI - Historical Returns

Returns include dividend reinvestment.

1M
GOVT
-0.38%
Winner
JEPI
+1.68%
3M
GOVT
-0.73%
Winner
JEPI
+0.63%
6M
GOVT
-0.29%
Winner
JEPI
+1.37%
1Y
GOVT
+2.50%
Winner
JEPI
+7.91%
5Y(CAGR)
GOVT
-0.81%
Winner
JEPI
+7.28%
10Y(CAGR)
GOVT
+0.72%
JEPI
N/A
Max(CAGR)
GOVT
+1.21%
Winner
JEPI
+11.11%

GOVT vs JEPI - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

YearGOVTJEPI
2026-0.36%+2.91%
2025+6.15%+8.18%
2024+3.27%+12.29%
2023+3.62%+9.85%
2022-11.87%-3.09%
2021-1.60%+22.85%
2020+7.08%+18.59%
2019+6.49%N/A
2018+0.54%N/A
2017+2.19%N/A
2016+0.60%N/A
2015+0.32%N/A
2014+4.75%N/A
2013-2.37%N/A
2012+2.23%N/A

GOVT vs JEPI Drawdown Comparison

The maximum drawdown for GOVT was -19.07%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for JEPI was -13.72%, occurring on Sep 30, 2022. Recovery took 291 trading sessions.

The current GOVT drawdown is -7.45%. The current JEPI drawdown is -2.07%.

RankGOVTJEPI
#1-19.07%
Aug 4, 2020 - Oct 19, 2023
-13.72%
Apr 20, 2022 - Jun 16, 2023
#2-5.87%
Jul 8, 2016 - May 13, 2019
-13.26%
Feb 19, 2025 - Aug 22, 2025
#3-4.56%
Mar 9, 2020 - Apr 21, 2020
-7.11%
Dec 31, 2021 - Apr 8, 2022
#4-4.55%
May 1, 2013 - Oct 8, 2014
-6.70%
Sep 14, 2023 - Dec 1, 2023
#5-3.54%
Jan 30, 2015 - Jan 29, 2016
-6.68%
Feb 27, 2026 - Mar 27, 2026
#6-2.63%
Sep 4, 2019 - Jan 29, 2020
-4.92%
Nov 29, 2024 - Feb 19, 2025
#7-2.14%
Apr 21, 2020 - Jul 23, 2020
-4.52%
Sep 2, 2021 - Oct 26, 2021
#8-1.93%
Jul 25, 2012 - May 1, 2013
-4.15%
Oct 12, 2020 - Nov 5, 2020
#9-1.93%
Mar 8, 2012 - Apr 23, 2012
-3.86%
Jul 31, 2024 - Aug 15, 2024
#10-1.74%
Feb 11, 2016 - Apr 7, 2016
-3.59%
Mar 28, 2024 - May 15, 2024
#11-1.27%
Apr 7, 2016 - May 13, 2016
-3.58%
Sep 2, 2020 - Oct 7, 2020
#12-1.25%
Jun 1, 2012 - Jul 16, 2012
-3.37%
Jun 3, 2020 - Jul 6, 2020
#13-1.16%
Oct 15, 2014 - Dec 12, 2014
-3.23%
Nov 16, 2021 - Dec 7, 2021
#14-1.07%
Dec 16, 2014 - Jan 5, 2015
-2.83%
Jan 25, 2021 - Feb 18, 2021
#15-0.97%
Jul 3, 2019 - Aug 1, 2019
-2.57%
Feb 18, 2021 - Mar 9, 2021

Correlation

Correlation between GOVT and JEPI is -0.25 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.25
-101

Dividend Comparison (2012 - 2026)

GOVT vs JEPI dividend yield comparison.

YearGOVTJEPI
20261.82%4.13%
20253.49%8.25%
20243.14%7.33%
20232.65%8.40%
20221.77%11.68%
20210.95%6.59%
20202.17%5.79%
20191.98%0.00%
20181.97%0.00%
20171.57%0.00%
20161.40%0.00%
20151.25%0.00%
20141.17%0.00%
20130.94%0.00%
20120.85%0.00%

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