JPUS vs. ROCQ

Last updated Aug 4, 2026

JPUS (JPMorgan Diversified Return US Equity ETF) and ROCQ (JPMorgan Nasdaq Equity Premium Yield ETF) are both exchange-traded funds - JPUS is a Large Cap Blend Equities fund tracking the JPMorgan Diversified Factor US Equity Index, while ROCQ is a Nasdaq-100 fund actively managed by JPMorgan. JPUS is passively managed, while ROCQ is actively managed. Their 0.34 correlation means their historical movements had little consistent relationship. JPUS charges 0.18%/yr vs 0.35%/yr for ROCQ.

Performance

JPUS vs. ROCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Diversified Return US Equity ETF (JPUS) and JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

JPUS

• 1D: 0.53%
• 1M: 1.30%
• 6M: 11.04%
• YTD: 16.20%
• 1Y: 23.92%
• 3Y*: 15.47%
• 5Y*: 10.18%
• 10Y*: 11.51%
• ALL TIME*: 12.18%

ROCQ

• 1D: 1.32%
• 1M: -0.30%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JPUS JPMorgan Diversified Return US Equity ETF	$730.62K	$1.08M	$1.02M
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	$13.13M	$10.74M	$11.66M

JPUS vs. ROCQ - Yearly Performance Comparison

	2026 (YTD)
JPUS JPMorgan Diversified Return US Equity ETF	10.67%
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	15.09%

Correlation

The correlation between JPUS and ROCQ is 0.34, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026	0.34

Return for Risk

JPUS vs. ROCQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JPUS

JPUS Risk / Return Rank: 89
JPUS Sharpe Ratio Rank: 90
JPUS Sortino Ratio Rank: 91
JPUS Omega Ratio Rank: 88
JPUS Calmar Ratio Rank: 86
JPUS Martin Ratio Rank: 89

ROCQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JPUS vs. ROCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Diversified Return US Equity ETF (JPUS) and JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ). 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.

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.

	JPUS	ROCQ	Difference
Sharpe ratio: Return per unit of total volatility	2.34	—	—
Sortino ratio: Return per unit of downside risk	3.39	—	—
Omega ratio: Gain probability vs. loss probability	1.41	—	—
Calmar ratio: Return relative to maximum drawdown	3.48	—	—
Martin ratio: Return relative to average drawdown	14.32	—	—

Drawdowns

JPUS vs. ROCQ - Drawdown Comparison

The maximum JPUS drawdown since its inception was -38.69%, which is greater than ROCQ's maximum drawdown of -8.05%. Use the drawdown chart below to compare losses from any high point for JPUS and ROCQ.

Drawdown Indicators

	JPUS	ROCQ	Difference
Max Drawdown Largest peak-to-trough decline	-38.69%	-8.05%	-30.64%
Max Drawdown (1Y) Largest decline over 1 year	-6.90%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.96%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.04%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.69%	—	—
Current Drawdown Current decline from peak	-0.62%	-3.02%	+2.40%
Average Drawdown Average peak-to-trough decline	-3.77%	-1.58%	-2.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.67%	—	—

Volatility

Volatility by Period

	JPUS	ROCQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.66%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.30%	19.99%	-9.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.45%	19.99%	-5.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.72%	19.99%	-3.27%

JPUS vs. ROCQ - Expense Ratio Comparison

JPUS has a 0.18% expense ratio, which is lower than ROCQ's 0.35% expense ratio.

Dividends

JPUS vs. ROCQ - Dividend Comparison

JPUS's dividend yield for the trailing twelve months is around 1.96%, less than ROCQ's 4.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JPUS JPMorgan Diversified Return US Equity ETF	1.96%	2.27%	2.12%	2.26%	2.35%	1.67%	1.94%	2.09%	2.16%	1.25%	0.77%	0.48%
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	4.37%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JPUS and ROCQ in my portfolio?

JPUS and ROCQ have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JPUS or ROCQ?

On fees, JPUS is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JPUS or ROCQ?

JPUS is cheaper with a 0.18% expense ratio, compared with 0.35% for ROCQ.

Which ETF pays a higher dividend yield, JPUS or ROCQ?

ROCQ has the higher dividend yield at 4.37%, compared with 1.96% for JPUS.

What is the main difference between JPUS and ROCQ?

JPUS is categorized as Large Cap Blend Equities, while ROCQ is Nasdaq-100. Their fees differ too: 0.18% for JPUS and 0.35% for ROCQ.