JEPQ vs VGK

Comparison between JPMORGAN NASDAQ EQUITY PREMIUM INCOME ETF (JEPQ, ETF) and VANGUARD EUROPEAN STOCK INDEX FUND ETF SHARES (VGK, ETF).

JEPQ vs VGK - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JEPQ(ETF)	VGK(ETF)
Net Assets	$38B	$38B
Expense Ratio	0.35%	0.06%
Max Drawdown	21.59%	67.33%
Sharpe Ratio	1.85	1.14
5Y Beta	0.95	0.69
P/E Ratio	36.80	N/A
Forward P/E	24.85	N/A
PEG Ratio	0.55	N/A
5Y Dividends CAGR	N/A	16.80%
5Y EPS CAGR	29.20%	N/A
Debt to Equity	23.21%	N/A
P/S Ratio	6.08	N/A
P/B Ratio	9.12	N/A

Net Assets

JEPQ

$38B

Winner

VGK

$38B

Expense Ratio

JEPQ

0.35%

Winner

VGK

0.06%

Max Drawdown

Winner

JEPQ

21.59%

VGK

67.33%

Sharpe Ratio

Winner

JEPQ

1.85

VGK

1.14

5Y Beta

JEPQ

0.95

Winner

VGK

0.69

P/E Ratio

JEPQ

36.80

VGK

N/A

Forward P/E

JEPQ

24.85

VGK

N/A

PEG Ratio

JEPQ

0.55

VGK

N/A

5Y Dividends CAGR

JEPQ

N/A

VGK

16.80%

5Y EPS CAGR

JEPQ

29.20%

VGK

N/A

Debt to Equity

JEPQ

23.21%

VGK

N/A

P/S Ratio

JEPQ

6.08

VGK

N/A

P/B Ratio

JEPQ

9.12

VGK

N/A

JEPQ vs VGK - Holdings Comparison

JEPQ and VGK have 1 common holdings. Overlap is -0.06%

JEPQ's top 25 holdings weight is 66.01%. VGK's top 25 holdings weight is 31.87%.

Rank	JEPQ	VGK
#1	NVIDIA CORP (NVDA) - 7.56%	ASML HOLDING NV (n/a) - 3.50%
#2	APPLE INC (AAPL) - 6.51%	NOVARTIS AG REGISTERED SHARES (n/a) - 2.00%
#3	ALPHABET INC CLASS C (GOOG) - 6.24%	ASTRAZENECA PLC (AZN:XLON) - 1.99%
#4	MICROSOFT CORP (MSFT) - 4.90%	HSBC HOLDINGS PLC (n/a) - 1.91%
#5	AMAZON.COM INC (AMZN) - 4.82%	ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.90%
#6	MICRON TECHNOLOGY INC (MU) - 3.54%	SHELL PLC (n/a) - 1.79%
#7	META PLATFORMS INC CLASS A (META) - 2.92%	NESTLE SA (n/a) - 1.71%
#8	BROADCOM INC (AVGO) - 2.81%	SIEMENS AG (n/a) - 1.21%
#9	ADVANCED MICRO DEVICES INC (AMD) - 2.67%	SAP SE (n/a) - 1.19%
#10	TESLA INC (TSLA) - 2.50%	TOTALENERGIES SE (TTE:XPAR) - 1.13%
#11	WALMART INC (WMT) - 2.38%	BANCO SANTANDER SA (n/a) - 1.11%
#12	LAM RESEARCH CORP (LRCX) - 2.10%	ALLIANZ SE (n/a) - 1.09%
#13	JPMORGAN PRIME MONEY MARKET IM (JIMXX) - 1.92%	IBERDROLA SA (n/a) - 1.02%
#14	SEAGATE TECHNOLOGY HOLDINGS PLC (STX) - 1.73%	SCHNEIDER ELECTRIC SE (n/a) - 1.00%
#15	NETFLIX INC (NFLX) - 1.72%	LVMH MOET HENNESSY LOUIS VUITTON SE (n/a) - 0.95%
#16	COSTCO WHOLESALE CORP (COST) - 1.46%	SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 0.87%
#17	INTEL CORP (INTC) - 1.41%	ROLLS-ROYCE HOLDINGS PLC (n/a) - 0.87%
#18	ANALOG DEVICES INC (ADI) - 1.30%	DEUTSCHE TELEKOM AG (n/a) - 0.86%
#19	CISCO SYSTEMS INC (CSCO) - 1.24%	ABB LTD (n/a) - 0.86%
#20	NDX_30 (n/a) - 1.15%	BANCO BILBAO VIZCAYA ARGENTARIA SA (n/a) - 0.83%
#21	NDX_27 (n/a) - 1.07%	UBS GROUP AG REGISTERED SHARES (n/a) - 0.83%
#22	NDX_29 (n/a) - 1.06%	BP PLC (n/a) - 0.83%
#23	n/a (PLTR) - 1.04%	BRITISH AMERICAN TOBACCO PLC (n/a) - 0.83%
#24	NDX_28 (n/a) - 1.04%	UNILEVER PLC (n/a) - 0.80%
#25	NDX_26 (n/a) - 0.92%	NOVO NORDISK AS CLASS B (n/a) - 0.79%
Total Holdings	109	1239

JEPQ vs VGK - Historical Returns

Returns include dividend reinvestment.

Period	JEPQ	VGK
1 month	+4.33%	-0.05%
3 months	+7.18%	-0.76%
6 months	+9.65%	+8.78%
1 year	+27.57%	+21.26%
5 years(CAGR)	+16.12%	+9.11%
10 years(CAGR)	N/A	+9.66%
Max(CAGR)	+16.12%	+6.31%

Winner

JEPQ

+4.33%

VGK

-0.05%

Winner

JEPQ

+7.18%

VGK

-0.76%

Winner

JEPQ

+9.65%

VGK

+8.78%

Winner

JEPQ

+27.57%

VGK

+21.26%

5Y(CAGR)

Winner

JEPQ

+16.12%

VGK

+9.11%

10Y(CAGR)

JEPQ

N/A

VGK

+9.66%

Max(CAGR)

Winner

JEPQ

+16.12%

VGK

+6.31%

JEPQ vs VGK - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	JEPQ	VGK
2026	+6.94%	+4.09%
2025	+15.41%	+36.45%
2024	+25.79%	+3.19%
2023	+36.69%	+18.71%
2022	-12.91%	-16.80%
2021	N/A	+15.39%
2020	N/A	+4.57%
2019	N/A	+25.55%
2018	N/A	-15.47%
2017	N/A	+26.56%
2016	N/A	+1.11%
2015	N/A	-1.44%
2014	N/A	-5.08%
2013	N/A	+22.89%
2012	N/A	+17.65%
2011	N/A	-12.13%
2010	N/A	+2.91%
2009	N/A	+28.88%
2008	N/A	-44.50%
2007	N/A	+12.68%
2006	N/A	+28.52%
2005	N/A	+6.06%

JEPQ vs VGK Drawdown Comparison

The maximum drawdown for JEPQ was -20.06%, occurring on Apr 8, 2025. Recovery took 118 trading sessions.

The maximum drawdown for VGK was -63.66%, occurring on Mar 9, 2009. Recovery took 1628 trading sessions.

The current VGK drawdown is -2.73%.

Rank	JEPQ	VGK
#1	-20.06% Feb 19, 2025 - Aug 8, 2025	-63.66% Oct 31, 2007 - Apr 22, 2014
#2	-16.83% May 4, 2022 - Apr 27, 2023	-37.25% Jan 26, 2018 - Nov 24, 2020
#3	-10.70% Jul 10, 2024 - Oct 8, 2024	-32.75% Sep 2, 2021 - Feb 22, 2024
#4	-8.82% Jan 28, 2026 - Apr 15, 2026	-24.95% Jul 3, 2014 - May 16, 2017
#5	-6.61% Sep 14, 2023 - Nov 7, 2023	-14.30% Mar 18, 2025 - May 2, 2025
#6	-6.04% Apr 11, 2024 - May 14, 2024	-14.06% May 10, 2006 - Oct 4, 2006
#7	-5.02% Nov 3, 2025 - Nov 28, 2025	-13.05% Jul 12, 2007 - Oct 11, 2007
#8	-4.35% Jul 31, 2023 - Sep 11, 2023	-12.08% Feb 25, 2026 - Mar 20, 2026
#9	-3.33% Dec 24, 2024 - Jan 22, 2025	-11.06% Sep 26, 2024 - Mar 3, 2025
#10	-3.23% Dec 10, 2025 - Dec 23, 2025	-7.74% Feb 26, 2007 - Apr 2, 2007
#11	-2.37% Jan 23, 2025 - Feb 13, 2025	-7.08% Sep 9, 2005 - Dec 9, 2005
#12	-2.31% Oct 8, 2025 - Oct 20, 2025	-6.52% Jun 6, 2024 - Aug 21, 2024
#13	-2.24% Jan 12, 2026 - Jan 26, 2026	-6.33% Mar 10, 2005 - Jul 28, 2005
#14	-2.17% Dec 16, 2024 - Dec 24, 2024	-5.89% Jun 15, 2021 - Aug 5, 2021
#15	-2.17% Oct 29, 2024 - Nov 6, 2024	-5.42% Jul 23, 2025 - Aug 22, 2025

Correlation

Correlation between JEPQ and VGK is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96

-101

Dividend Comparison (2005 - 2026)

JEPQ vs VGK dividend yield comparison.

Year	JEPQ	VGK
2026	3.55%	0.44%
2025	10.53%	2.86%
2024	9.65%	3.61%
2023	10.03%	3.15%
2022	9.44%	3.25%
2021	0.00%	3.05%
2020	0.00%	2.11%
2019	0.00%	3.27%
2018	0.00%	3.95%
2017	0.00%	2.70%
2016	0.00%	3.52%
2015	0.00%	3.25%
2014	0.00%	4.62%
2013	0.00%	2.77%
2012	0.00%	3.01%
2011	0.00%	4.61%
2010	0.00%	4.70%
2009	0.00%	3.94%
2008	0.00%	7.56%
2007	0.00%	3.15%
2006	0.00%	2.65%
2005	0.00%	2.62%