JEPI (JPMorgan Equity Premium Income ETF) — over the past 10 years it returned about 11.1% annualized on a total-return basis, yields roughly 8.09%, and had a worst drawdown near -13.7%. Here is the full picture — and you can backtest it yourself for free.
$10,000, 10 years on
A $10,000 investment 10 years ago, dividends reinvested, would be worth about $19,415 today.
Sortino
1.34
Volatility
10.7%
$10k → today
$19,415
Dividend history
| Year | Dividend / share | YoY growth |
|---|---|---|
| 2020 | $3.23 | — |
| 2021 | $4.16 | 28.9% |
| 2022 | $6.36 | 52.8% |
| 2023 | $4.62 | -27.4% |
| 2024 | $4.22 | -8.7% |
| 2025 | $4.72 | 12.0% |
Risk & return vs the S&P 500
| Metric | JEPI | SPY |
|---|---|---|
| CAGR | 11.1% | 15.1% |
| Volatility | 10.7% | 17.7% |
| Sharpe | 1.04 | 0.88 |
| Sortino | 1.34 | 1.08 |
| Max drawdown | -13.7% | -33.7% |
| Dividend yield | 8.09% | 0.98% |