JUSA vs. ROCQ

Last updated Aug 2, 2026

JUSA (JPMorgan U.S. Research Enhanced Large Cap ETF) and ROCQ (JPMorgan Nasdaq Equity Premium Yield ETF) are both exchange-traded funds - JUSA is a Large Cap Blend Equities fund actively managed by JPMorgan, while ROCQ is a Nasdaq-100 fund actively managed by JPMorgan. Both are actively managed. Their correlation of 0.90 means they have usually moved in the same direction. JUSA charges 0.20%/yr vs 0.35%/yr for ROCQ.

Performance

JUSA vs. ROCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan U.S. Research Enhanced Large Cap ETF (JUSA) and JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

JUSA

• 1D: 0.73%
• 1M: 0.79%
• 6M: 8.34%
• YTD: 9.88%
• 1Y: 20.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.88%

ROCQ

• 1D: 0.57%
• 1M: -1.59%
• 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)
JUSA JPMorgan U.S. Research Enhanced Large Cap ETF	$26.01M	$13.36M	$11.16M
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	$13.25M	$10.81M	$11.79M

JUSA vs. ROCQ - Yearly Performance Comparison

	2026 (YTD)
JUSA JPMorgan U.S. Research Enhanced Large Cap ETF	13.45%
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	13.59%

Correlation

The correlation between JUSA and ROCQ is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026	0.90

Return for Risk

JUSA vs. ROCQ — Risk / Return Rank

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

JUSA

JUSA Risk / Return Rank: 64
JUSA Sharpe Ratio Rank: 64
JUSA Sortino Ratio Rank: 62
JUSA Omega Ratio Rank: 62
JUSA Calmar Ratio Rank: 60
JUSA Martin Ratio Rank: 73

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.

JUSA vs. ROCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan U.S. Research Enhanced Large Cap ETF (JUSA) 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.

	JUSA	ROCQ	Difference
Sharpe ratio: Return per unit of total volatility	1.49	—	—
Sortino ratio: Return per unit of downside risk	2.10	—	—
Omega ratio: Gain probability vs. loss probability	1.27	—	—
Calmar ratio: Return relative to maximum drawdown	2.13	—	—
Martin ratio: Return relative to average drawdown	9.13	—	—

Drawdowns

JUSA vs. ROCQ - Drawdown Comparison

The maximum JUSA drawdown since its inception was -14.02%, which is greater than ROCQ's maximum drawdown of -8.05%. Use the drawdown chart below to compare losses from any high point for JUSA and ROCQ.

Drawdown Indicators

	JUSA	ROCQ	Difference
Max Drawdown Largest peak-to-trough decline	-14.02%	-8.05%	-5.97%
Max Drawdown (1Y) Largest decline over 1 year	-8.93%	—	—
Current Drawdown Current decline from peak	-0.83%	-4.27%	+3.44%
Average Drawdown Average peak-to-trough decline	-1.54%	-1.57%	+0.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	—	—

Volatility

Volatility by Period

	JUSA	ROCQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.61%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.00%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.76%	20.01%	-7.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.28%	20.01%	-1.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.28%	20.01%	-1.73%

JUSA vs. ROCQ - Expense Ratio Comparison

JUSA has a 0.20% expense ratio, which is lower than ROCQ's 0.35% expense ratio.

Dividends

JUSA vs. ROCQ - Dividend Comparison

JUSA's dividend yield for the trailing twelve months is around 0.79%, less than ROCQ's 3.08% yield.

Position	TTM	2025
JUSA JPMorgan U.S. Research Enhanced Large Cap ETF	0.79%	0.77%
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	3.08%	0.00%

Frequently Asked Questions

Can I hold both JUSA and ROCQ in my portfolio?

JUSA and ROCQ have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JUSA or ROCQ?

On fees, JUSA 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, JUSA or ROCQ?

JUSA is cheaper with a 0.20% expense ratio, compared with 0.35% for ROCQ.

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

ROCQ has the higher dividend yield at 3.08%, compared with 0.79% for JUSA.

What is the main difference between JUSA and ROCQ?

JUSA is categorized as Large Cap Blend Equities, while ROCQ is Nasdaq-100. Their fees differ too: 0.20% for JUSA and 0.35% for ROCQ.