JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) — over the past 10 years it returned about 15.1% annualized on a total-return basis, yields roughly 11.79%, and had a worst drawdown near -20.1%. 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 $18,765 today.
Sortino
1.16
Volatility
16.7%
$10k → today
$18,765
Dividend history
| Year | Dividend / share | YoY growth |
|---|---|---|
| 2022 | $3.85 | — |
| 2023 | $5.00 | 29.9% |
| 2024 | $5.44 | 8.8% |
| 2025 | $6.12 | 12.5% |
Risk & return vs the S&P 500
| Metric | JEPQ | SPY |
|---|---|---|
| CAGR | 15.1% | 14.4% |
| Volatility | 16.7% | 17.6% |
| Sharpe | 0.93 | 0.85 |
| Sortino | 1.16 | 1.04 |
| Max drawdown | -20.1% | -33.7% |
| Dividend yield | 11.79% | 1.00% |