JPEM vs KHPI

Comparison between JPMORGAN DIVERSIFIED RETURN EMERGING MARKETS EQUITY ETF (JPEM, ETF) and KENSINGTON HEDGED PREMIUM INCOME ETF (KHPI, ETF).

JPEM vs KHPI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JPEM(ETF)	KHPI(ETF)
Net Assets	$390M	$389M
Expense Ratio	0.44%	0.98%
Max Drawdown	43.82%	12.59%
Sharpe Ratio	1.14	1.11
5Y Beta	0.54	0.51
5Y Dividends CAGR	9.36%	N/A

Net Assets

Winner

JPEM

$390M

KHPI

$389M

Expense Ratio

Winner

JPEM

0.44%

KHPI

0.98%

Max Drawdown

JPEM

43.82%

Winner

KHPI

12.59%

Sharpe Ratio

Winner

JPEM

1.14

KHPI

1.11

5Y Beta

JPEM

0.54

Winner

KHPI

0.51

5Y Dividends CAGR

JPEM

9.36%

KHPI

N/A

JPEM vs KHPI - Holdings Comparison

JPEM and KHPI have 0 common holdings. Overlap is 0.00%

JPEM's top 25 holdings weight is 22.44%. KHPI's top 25 holdings weight is 101.16%.

Rank	JPEM	KHPI
#1	n/a (n/a) - 2.23%	VANGUARD S&P 500 ETF (VOO) - 101.16%
#2	MEDIATEK INC (n/a) - 2.05%	N/A
#3	CHINA CONSTRUCTION BANK CORP CLASS H (n/a) - 1.67%	N/A
#4	VALE SA (n/a) - 1.19%	N/A
#5	ANGLOGOLD ASHANTI PLC (AU) - 1.02%	N/A
#6	BANK OF CHINA LTD CLASS H (n/a) - 0.99%	N/A
#7	n/a (n/a) - 0.96%	N/A
#8	CTBC FINANCIAL HOLDING CO LTD (n/a) - 0.95%	N/A
#9	OTP BANK PLC (n/a) - 0.88%	N/A
#10	GRUPO MEXICO SAB DE CV CLASS B (n/a) - 0.85%	N/A
#11	NASPERS LTD CLASS N (n/a) - 0.85%	N/A
#12	ACCTON TECHNOLOGY CORP (n/a) - 0.80%	N/A
#13	n/a (n/a) - 0.76%	N/A
#14	n/a (n/a) - 0.75%	N/A
#15	YUANTA FINANCIAL HOLDINGS CO LTD (n/a) - 0.69%	N/A
#16	INFOSYS LTD (n/a) - 0.66%	N/A
#17	MTN GROUP LTD (n/a) - 0.65%	N/A
#18	n/a (n/a) - 0.61%	N/A
#19	SAUDI TELECOM CO (n/a) - 0.58%	N/A
#20	KING SLIDE WORKS CO LTD (n/a) - 0.58%	N/A
#21	EMAAR PROPERTIES PJSC (n/a) - 0.58%	N/A
#22	CEMEX SAB DE CV (n/a) - 0.56%	N/A
#23	n/a (n/a) - 0.55%	N/A
#24	HINDUSTAN UNILEVER LTD (n/a) - 0.54%	N/A
#25	CHINA SHENHUA ENERGY CO LTD CLASS H (n/a) - 0.49%	N/A
Total Holdings	561	1

JPEM vs KHPI - Historical Returns

Returns include dividend reinvestment.

Period	JPEM	KHPI
1 month	-1.31%	-0.25%
3 months	+4.25%	+7.82%
6 months	+4.80%	+3.88%
1 year	+18.13%	+11.94%
5 years(CAGR)	+5.82%	N/A
10 years(CAGR)	+7.91%	N/A
Max(CAGR)	+5.49%	+11.20%

JPEM

-1.31%

Winner

KHPI

-0.25%

JPEM

+4.25%

Winner

KHPI

+7.82%

Winner

JPEM

+4.80%

KHPI

+3.88%

Winner

JPEM

+18.13%

KHPI

+11.94%

5Y(CAGR)

JPEM

+5.82%

KHPI

N/A

10Y(CAGR)

JPEM

+7.91%

KHPI

N/A

Max(CAGR)

JPEM

+5.49%

Winner

KHPI

+11.20%

JPEM vs KHPI - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	JPEM	KHPI
2026	+4.02%	+4.35%
2025	+23.12%	+11.22%
2024	+4.67%	+4.30%
2023	+10.68%	N/A
2022	-9.65%	N/A
2021	+7.76%	N/A
2020	-1.85%	N/A
2019	+15.56%	N/A
2018	-11.95%	N/A
2017	+27.87%	N/A
2016	+18.19%	N/A
2015	-17.70%	N/A

JPEM vs KHPI Drawdown Comparison

The maximum drawdown for JPEM was -40.21%, occurring on Mar 23, 2020. Recovery took 818 trading sessions.

The maximum drawdown for KHPI was -10.59%, occurring on Apr 4, 2025. Recovery took 97 trading sessions.

The current JPEM drawdown is -5.31%. The current KHPI drawdown is -1.45%.

Rank	JPEM	KHPI
#1	-40.21% Jan 26, 2018 - Apr 28, 2021	-10.59% Jan 23, 2025 - Jun 12, 2025
#2	-34.10% Apr 28, 2015 - Jul 14, 2017	-6.55% Feb 25, 2026 - Apr 17, 2026
#3	-21.58% Feb 16, 2022 - Mar 7, 2024	-2.79% Jun 2, 2026 - Jun 10, 2026
#4	-14.31% Oct 7, 2024 - Jun 10, 2025	-2.07% Oct 29, 2025 - Nov 28, 2025
#5	-10.32% Feb 25, 2026 - Mar 20, 2026	-1.78% Dec 4, 2024 - Jan 15, 2025
#6	-8.08% Sep 13, 2021 - Feb 16, 2022	-1.76% Dec 11, 2025 - Feb 20, 2026
#7	-6.92% May 17, 2024 - Sep 24, 2024	-1.64% Nov 11, 2024 - Nov 21, 2024
#8	-6.45% Feb 13, 2015 - Apr 2, 2015	-1.60% Oct 14, 2024 - Nov 6, 2024
#9	-5.67% Jun 10, 2021 - Sep 7, 2021	-1.38% May 14, 2026 - May 26, 2026
#10	-4.06% Nov 22, 2017 - Dec 28, 2017	-1.24% Aug 8, 2025 - Aug 22, 2025
#11	-3.98% Jan 23, 2015 - Feb 13, 2015	-1.20% Jul 28, 2025 - Aug 8, 2025
#12	-3.40% Jan 28, 2026 - Feb 11, 2026	-1.01% Oct 8, 2025 - Oct 17, 2025
#13	-3.40% Apr 9, 2024 - May 2, 2024	-0.94% Sep 5, 2024 - Sep 10, 2024
#14	-3.19% May 7, 2021 - May 26, 2021	-0.93% Aug 22, 2025 - Sep 10, 2025
#15	-3.08% Sep 11, 2017 - Oct 11, 2017	-0.86% Jul 3, 2025 - Jul 17, 2025

Correlation

Correlation between JPEM and KHPI is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2015 - 2026)

JPEM vs KHPI dividend yield comparison.

Year	JPEM	KHPI
2026	1.67%	3.71%
2025	4.65%	8.90%
2024	5.12%	3.01%
2023	4.46%	0.00%
2022	4.71%	0.00%
2021	4.40%	0.00%
2020	2.85%	0.00%
2019	3.47%	0.00%
2018	2.79%	0.00%
2017	2.14%	0.00%
2016	1.28%	0.00%
2015	3.22%	0.00%