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JEPI vs GOVT

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

5-Year PerformanceJEPI has outperformed GOVT, delivering a return of +7.5% compared to -0.4%

JEPI vs GOVT - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
JEPI
$45B
GOVT
$42B
Expense Ratio
JEPI
0.35%
Winner
GOVT
0.05%
Max Drawdown
Winner
JEPI
20.01%
GOVT
23.67%
Sharpe Ratio
Winner
JEPI
0.55
GOVT
-0.01
5Y Beta
JEPI
0.58
Winner
GOVT
0.00
P/E Ratio
JEPI
26.05
GOVT
N/A
Forward P/E
JEPI
20.71
GOVT
N/A
PEG Ratio
JEPI
0.72
GOVT
N/A
5Y Dividends CAGR
JEPI
1.11%
Winner
GOVT
10.18%
5Y EPS CAGR
JEPI
16.28%
GOVT
N/A
Debt to Equity
JEPI
-14.70%
GOVT
N/A
P/S Ratio
JEPI
3.40
GOVT
N/A
P/B Ratio
JEPI
5.31
GOVT
N/A

JEPI vs GOVT - Historical Returns

Returns include dividend reinvestment.

1M
Winner
JEPI
+1.57%
GOVT
+1.02%
3M
Winner
JEPI
+0.09%
GOVT
-0.20%
6M
Winner
JEPI
+1.71%
GOVT
+0.43%
1Y
Winner
JEPI
+8.57%
GOVT
+3.94%
5Y(CAGR)
Winner
JEPI
+7.55%
GOVT
-0.43%
10Y(CAGR)
JEPI
N/A
GOVT
+0.83%
Max(CAGR)
Winner
JEPI
+11.09%
GOVT
+1.26%

JEPI vs GOVT - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

YearJEPIGOVT
2026+1.75%+0.22%
2025+8.18%+6.15%
2024+12.29%+3.27%
2023+9.85%+3.62%
2022-3.09%-11.87%
2021+22.85%-1.60%
2020+18.59%+7.08%
2019N/A+6.49%
2018N/A+0.54%
2017N/A+2.19%
2016N/A+0.60%
2015N/A+0.32%
2014N/A+4.75%
2013N/A-2.37%
2012N/A+2.23%

JEPI vs GOVT Drawdown Comparison

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

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

The current JEPI drawdown is -3.17%. The current GOVT drawdown is -6.90%.

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

Correlation

Correlation between JEPI and GOVT is -0.26 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.26
-101

Dividend Comparison (2012 - 2026)

JEPI vs GOVT dividend yield comparison.

YearJEPIGOVT
20263.46%1.50%
20258.25%3.49%
20247.33%3.14%
20238.40%2.65%
202211.68%1.77%
20216.59%0.95%
20205.79%2.17%
20190.00%1.98%
20180.00%1.97%
20170.00%1.57%
20160.00%1.40%
20150.00%1.25%
20140.00%1.17%
20130.00%0.94%
20120.00%0.85%

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