- Issuer
- JPMorgan
- Inception Date
- Mar 18, 2026
- Category
- Nasdaq-100, Derivative Income
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $349M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
ROCQ Performance Chart
Loading charts...
Returns By Period
JPMorgan Nasdaq Equity Premium Yield ETF
- 1D
- 0.07%
- 1M
- 2.66%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
ROCQ Monthly Returns History
Based on dividend-adjusted daily data since Mar 19, 2026, ROCQ's average daily return is +0.27%, while the average monthly return is +4.52%. At this rate, an investment would double in approximately 1.3 years.
Historically, 75% of months were positive and 25% were negative. The best month was Apr 2026 with a return of +12.3%, while the worst month was Mar 2026 at -1.6%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.
On a daily basis, ROCQ closed higher 63% of trading days. The best single day was Mar 31, 2026 with a return of +3.2%, while the worst single day was Jun 5, 2026 at -3.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.60% | 12.28% | 7.08% | 0.30% | 18.67% |
Benchmark Metrics
JPMorgan Nasdaq Equity Premium Yield ETF has an annualized alpha of 13.93%, beta of 1.15, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since March 19, 2026.
- This ETF captured 139.42% of S&P 500 Index gains but only 47.68% of its losses - a favorable profile for investors.
- This ETF generated an annualized alpha of 13.93% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 13.93%
- Beta
- 1.15
- R²
- 0.89
- Upside Capture
- 139.42%
- Downside Capture
- 47.68%
Expense Ratio
ROCQ has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ROCQ | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
JPMorgan Nasdaq Equity Premium Yield ETF provided a 2.02% dividend yield over the last twelve months, with an annual payout of $1.16 per share.
| Period | TTM |
|---|---|
| Dividend | $1.16 |
Dividend yield | 2.02% |
Monthly Dividends
The table displays the monthly dividend distributions for JPMorgan Nasdaq Equity Premium Yield ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.67 | $0.50 | $1.16 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the JPMorgan Nasdaq Equity Premium Yield ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the JPMorgan Nasdaq Equity Premium Yield ETF was 5.68%, occurring on Jun 10, 2026. Recovery took 7 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -5.68%Jun 2026 | 8d | 12d | 20dJun 2026 - Jun 2026 |
2026 pullback2026 | -5.15%Mar 2026 | 10d | 9d | 19dMar 2026 - Apr 2026 |
2026 pullback2026 | -2.57%May 2026 | 4d | 7d | 11dMay 2026 - May 2026 |
2026 pullback2026 | -0.87%Apr 2026 | 0s | 2d | 2dApr 2026 - Apr 2026 |
2026 pullback2026 | -0.72%Apr 2026 | 1d | 1d | 2dApr 2026 - Apr 2026 |
Drawdown Indicators
| ROCQ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.68% | -56.78% | +51.10% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -0.95% | -10.71% | +9.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with ROCQ
Add JPMorgan Nasdaq Equity Premium Yield ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with ROCQ