JEPQ.TO vs. QQC-F.TO

Last updated Jun 4, 2026

JEPQ.TO (JPMorgan Nasdaq Equity Premium Income Active ETF) and QQC-F.TO (Invesco NASDAQ 100 Index ETF CAD Hedged) are both Nasdaq-100 funds. JEPQ.TO is actively managed, while QQC-F.TO is passively managed. Over the past year, JEPQ.TO returned 31.41% vs 38.43% for QQC-F.TO. Their correlation of 0.81 suggests significant overlap in exposure. JEPQ.TO charges 0.35%/yr vs 0.20%/yr for QQC-F.TO.

Performance

JEPQ.TO vs. QQC-F.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JEPQ.TO achieves a 11.09% return, which is significantly lower than QQC-F.TO's 19.79% return.

JEPQ.TO

• 1D: 0.41%
• 1M: 6.30%
• YTD: 11.09%
• 6M: 9.59%
• 1Y: 31.41%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQC-F.TO

• 1D: -0.22%
• 1M: 10.71%
• YTD: 19.79%
• 6M: 17.83%
• 1Y: 38.43%
• 3Y*: 26.56%
• 5Y*: 16.33%
• 10Y*: 20.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JEPQ.TO vs. QQC-F.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
JEPQ.TO JPMorgan Nasdaq Equity Premium Income Active ETF	11.09%	10.46%	15.40%
QQC-F.TO Invesco NASDAQ 100 Index ETF CAD Hedged	19.79%	18.41%	6.07%

Correlation

The correlation between JEPQ.TO and QQC-F.TO is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (All Time) Calculated using the full available price history since Oct 2, 2024	0.81

The correlation between JEPQ.TO and QQC-F.TO has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

JEPQ.TO vs. QQC-F.TO - Sectors Allocation Comparison

Sectors	JEPQ.TO	QQC-F.TO
Technology	54.0%	53.8%
Communication Services	15.4%	15.8%
Consumer Cyclical	12.8%	12.3%
Consumer Defensive	7.1%	7.7%
Healthcare	4.4%	4.2%
Industrials	3.0%	2.8%
Utilities	1.2%	1.4%
Basic Materials	1.0%	1.1%
Energy	0.4%	0.6%
Financial Services	0.4%	0.2%
Real Estate	0.2%	0.1%

Return for Risk

JEPQ.TO vs. QQC-F.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEPQ.TO

JEPQ.TO Risk / Return Rank: 78
JEPQ.TO Sharpe Ratio Rank: 77
JEPQ.TO Sortino Ratio Rank: 74
JEPQ.TO Omega Ratio Rank: 80
JEPQ.TO Calmar Ratio Rank: 79
JEPQ.TO Martin Ratio Rank: 81

QQC-F.TO

QQC-F.TO Risk / Return Rank: 66
QQC-F.TO Sharpe Ratio Rank: 73
QQC-F.TO Sortino Ratio Rank: 69
QQC-F.TO Omega Ratio Rank: 68
QQC-F.TO Calmar Ratio Rank: 58
QQC-F.TO Martin Ratio Rank: 60

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JEPQ.TO vs. QQC-F.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) and Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	JEPQ.TO	QQC-F.TO	Difference
Sharpe ratio: Return per unit of total volatility	2.51	2.43	+0.08
Sortino ratio: Return per unit of downside risk	3.36	3.23	+0.13
Omega ratio: Gain probability vs. loss probability	1.48	1.42	+0.06
Calmar ratio: Return relative to maximum drawdown	4.08	2.93	+1.14
Martin ratio: Return relative to average drawdown	16.30	10.91	+5.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JEPQ.TO vs. QQC-F.TO - Sharpe Ratio Comparison

The current JEPQ.TO Sharpe Ratio is 2.51, which is comparable to the QQC-F.TO Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of JEPQ.TO and QQC-F.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JEPQ.TO	QQC-F.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.51	2.43	+0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.91	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.34	0.92	+0.42

Drawdowns

JEPQ.TO vs. QQC-F.TO - Drawdown Comparison

The maximum JEPQ.TO drawdown since its inception was -20.05%, smaller than the maximum QQC-F.TO drawdown of -36.03%. Use the drawdown chart below to compare losses from any high point for JEPQ.TO and QQC-F.TO.

Drawdown Indicators

	JEPQ.TO	QQC-F.TO	Difference
Max Drawdown Largest peak-to-trough decline	-20.05%	-36.03%	+15.98%
Max Drawdown (1Y) Largest decline over 1 year	-7.74%	-13.16%	+5.42%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.76%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-36.03%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.03%	—
Current Drawdown Current decline from peak	-0.40%	-0.22%	-0.18%
Average Drawdown Average peak-to-trough decline	-3.36%	-5.50%	+2.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.93%	3.53%	-1.60%

Volatility

JEPQ.TO vs. QQC-F.TO - Volatility Comparison

The current volatility for JPMorgan Nasdaq Equity Premium Income Active ETF (JEPQ.TO) is 4.05%, while Invesco NASDAQ 100 Index ETF CAD Hedged (QQC-F.TO) has a volatility of 4.49%. This indicates that JEPQ.TO experiences smaller price fluctuations and is considered to be less risky than QQC-F.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JEPQ.TO	QQC-F.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.05%	4.49%	-0.44%
Volatility (6M) Calculated over the trailing 6-month period	9.88%	12.08%	-2.20%
Volatility (1Y) Calculated over the trailing 1-year period	12.58%	15.89%	-3.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.35%	22.45%	-5.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.35%	22.54%	-5.19%

JEPQ.TO vs. QQC-F.TO - Expense Ratio Comparison

JEPQ.TO has a 0.35% expense ratio, which is higher than QQC-F.TO's 0.20% expense ratio.

Dividends

JEPQ.TO vs. QQC-F.TO - Dividend Comparison

JEPQ.TO's dividend yield for the trailing twelve months is around 10.00%, while QQC-F.TO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JEPQ.TO JPMorgan Nasdaq Equity Premium Income Active ETF	10.00%	10.34%	5.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQC-F.TO Invesco NASDAQ 100 Index ETF CAD Hedged	0.00%	0.09%	0.50%	0.57%	0.89%	0.66%	0.49%	0.64%	0.77%	0.66%	0.81%	0.76%

Frequently Asked Questions

Can I hold both JEPQ.TO and QQC-F.TO in my portfolio?

JEPQ.TO and QQC-F.TO have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JEPQ.TO or QQC-F.TO?

On fees, QQC-F.TO is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JEPQ.TO or QQC-F.TO?

QQC-F.TO is cheaper with a 0.20% expense ratio, compared with 0.35% for JEPQ.TO.

What is the main difference between JEPQ.TO and QQC-F.TO?

They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.35% for JEPQ.TO and 0.20% for QQC-F.TO.