Screener
PEPS vs PHEQ
Parametric Equity Plus ETF vs Parametric Hedged Equity ETF
Key differences
Both PEPS and PHEQ are alternative ETFs. PEPS charges 0.10% a year and PHEQ 0.29%. The main difference: PEPS follows a option income strategy; PHEQ uses long short.
- PEPS follows a option income strategy; PHEQ uses long short.
- PEPS costs 0.19% less per year.
- PHEQ is much larger than PEPS. Larger funds are usually more liquid and less likely to close.
Side-by-side comparison
| PEPS | PHEQ | |
|---|---|---|
| Annual cost (TER) | 0.10% | 0.29% |
| Fund size (AUM) | $28M | $138M |
| Since | 2024 | 2023 |
| Dividend yield | 0.88% | 1.03% |
| Asset class | alternative | alternative |
| Region | north america | north america |
| Strategy | option income | long short |
| CAGR 1Y | +24.6% | +14.3% |
| CAGR 3Y | N/A | N/A |
| CAGR 5Y | N/A | N/A |
| Sharpe 3Y | N/A | N/A |
| Volatility 1Y | 13.49% | 6.16% |
| Max drawdown | -9.79% | -12.55% |
Beyond the comparison: Beacon helps you build, track, and project a portfolio with the ETFs you pick.