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JEPQ.TO vs. QQC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JEPQ.TO vs. QQC.TO

Last updated Jun 4, 2026

JEPQ.TO (JPMorgan Nasdaq Equity Premium Income Active ETF) and QQC.TO (Invesco NASDAQ 100 Index ETF CAD Hedged) are both Nasdaq-100 funds. JEPQ.TO is actively managed, while QQC.TO is passively managed. Over the past year, JEPQ.TO returned 31.41% vs 43.34% for QQC.TO. Their correlation of 0.92 suggests significant overlap in exposure. JEPQ.TO charges 0.35%/yr vs 0.20%/yr for QQC.TO.

Performance

JEPQ.TO vs. QQC.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.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JEPQ.TO achieves a 11.09% return, which is significantly lower than QQC.TO's 22.65% return.

JEPQ.TO

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

QQC.TO

1D
0.14%
1M
12.93%
YTD
22.65%
6M
19.07%
1Y
43.34%
3Y*
29.99%
5Y*
21.56%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024
JEPQ.TO
JPMorgan Nasdaq Equity Premium Income Active ETF		11.09%10.46%15.40%
QQC.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		22.65%15.38%13.22%

Correlation

The correlation between JEPQ.TO and QQC.TO is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2024

0.92

The correlation between JEPQ.TO and QQC.TO has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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

Sectors
JEPQ.TO
QQC.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%

Technology

JEPQ.TO
54.0%
QQC.TO
53.8%

Communication Services

JEPQ.TO
15.4%
QQC.TO
15.8%

Consumer Cyclical

JEPQ.TO
12.8%
QQC.TO
12.3%

Consumer Defensive

JEPQ.TO
7.1%
QQC.TO
7.7%

Healthcare

JEPQ.TO
4.4%
QQC.TO
4.2%

Industrials

JEPQ.TO
3.0%
QQC.TO
2.8%

Utilities

JEPQ.TO
1.2%
QQC.TO
1.4%

Basic Materials

JEPQ.TO
1.0%
QQC.TO
1.1%

Energy

JEPQ.TO
0.4%
QQC.TO
0.6%

Financial Services

JEPQ.TO
0.4%
QQC.TO
0.2%

Real Estate

JEPQ.TO
0.2%
QQC.TO
0.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

JPMorgan Nasdaq Equity Premium Income Active ETF

Invesco NASDAQ 100 Index ETF CAD Hedged

Often compared with JEPQ.TO:
JEPQ.TO vs. JEPI.TOJEPQ.TO vs. QQCC.TOJEPQ.TO vs. QQQY.TOJEPQ.TO vs. JEPQJEPQ.TO vs. VEQT.TOJEPQ.TO vs. HHIS.TOJEPQ.TO vs. XDIV.TO
Often compared with QQC.TO:
QQC.TO vs. VFV.TOQQC.TO vs. XQQ.TOQQC.TO vs. QQQQQC.TO vs. TEC.TOQQC.TO vs. HXQ.TOQQC.TO vs. QQC-F.TOQQC.TO vs. QQQM

Return for Risk

JEPQ.TO vs. QQC.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: 7878
Overall Rank
JEPQ.TO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
JEPQ.TO Sortino Ratio Rank: 7474
Sortino Ratio Rank
JEPQ.TO Omega Ratio Rank: 8080
Omega Ratio Rank
JEPQ.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
JEPQ.TO Martin Ratio Rank: 8181
Martin Ratio Rank
QQC.TO
QQC.TO Risk / Return Rank: 7676
Overall Rank
QQC.TO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
QQC.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
QQC.TO Omega Ratio Rank: 8282
Omega Ratio Rank
QQC.TO Calmar Ratio Rank: 7171
Calmar Ratio Rank
QQC.TO Martin Ratio Rank: 6262
Martin Ratio Rank
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.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.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.TOQQC.TODifference
Sharpe ratioReturn per unit of total volatility
2.51
2.84

-0.33

Sortino ratioReturn per unit of downside risk
3.36
3.69

-0.33

Omega ratioGain probability vs. loss probability

1.48

1.50

-0.02

Calmar ratioReturn relative to maximum drawdown

4.08

3.59

+0.49

Martin ratioReturn relative to average drawdown

16.30

11.38

+4.92

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.TO - Sharpe Ratio Comparison

The current JEPQ.TO Sharpe Ratio is 2.51, which is comparable to the QQC.TO Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of JEPQ.TO and QQC.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.

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Sharpe Ratios by Period

JEPQ.TOQQC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

2.84

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

1.04

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

1.02

+0.32

Drawdowns

JEPQ.TO vs. QQC.TO - Drawdown Comparison

The maximum JEPQ.TO drawdown since its inception was -20.05%, smaller than the maximum QQC.TO drawdown of -31.81%. Use the drawdown chart below to compare losses from any high point for JEPQ.TO and QQC.TO.

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Drawdown Indicators

JEPQ.TOQQC.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.05%

-31.81%

+11.76%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-12.14%

+4.40%

Max Drawdown (3Y)

Largest decline over 3 years

—

-22.59%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-31.81%

—

Current Drawdown

Current decline from peak

-0.40%

0.00%

-0.40%

Average Drawdown

Average peak-to-trough decline

-3.36%

-8.06%

+4.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

3.82%

-1.89%

Volatility

JEPQ.TO vs. QQC.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.TO) has a volatility of 4.36%. This indicates that JEPQ.TO experiences smaller price fluctuations and is considered to be less risky than QQC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JEPQ.TOQQC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

4.36%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

11.58%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

12.58%

15.33%

-2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

20.85%

-3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.35%

20.82%

-3.47%

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

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

Dividends

JEPQ.TO vs. QQC.TO - Dividend Comparison

JEPQ.TO's dividend yield for the trailing twelve months is around 10.00%, more than QQC.TO's 0.31% yield.

PositionTTM20252024202320222021
JEPQ.TO
JPMorgan Nasdaq Equity Premium Income Active ETF		10.00%10.34%5.50%0.00%0.00%0.00%
QQC.TO
Invesco NASDAQ 100 Index ETF CAD Hedged		0.31%0.39%0.45%0.54%0.91%0.56%

Frequently Asked Questions

JEPQ.TO and QQC.TO have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

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

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