  We establish the exponential convergence with respect to the
$L^1$-Wasserstein distance and the total variation for the semigroup
corresponding to the stochastic differential equation (SDE)
  $$d X_t=d Z_t+b(X_t)\,d t,$$ where $(Z_t)_{t\ge0}$ is a pure jump L\'{e}vy
process whose L\'{e}vy measure $\nu$ fulfills
  $$ \inf_{x\in \R^d, |x|\le \kappa_0} [\nu\wedge (\delta_x \ast \nu)](
\R^d)>0$$ for some constant $\kappa_0>0$, and the drift term $b$ satisfies that
for any $x,y\in \R^d$,
  $$\langle b(x)-b(y),x-y\rangle\le \begin{cases}
  \Phi_1(|x-y|)|x-y|,& |x-y|\le l_0;
  -K_2|x-y|^2,& |x-y|> l_0
  \end{cases}$$ with some positive constants $K_2, l_0$ and positive measurable
function $\Phi_1$. The method is based on the refined basic coupling for
L\'{e}vy jump processes. As a byproduct, we obtain sufficient conditions for
the strong ergodicity of the process $(X_t)_{t\ge0}$.

Probability