LCDS vs. ROCQ

Last updated Aug 4, 2026

LCDS (JPMorgan Fundamental Data Science Large Core ETF) and ROCQ (JPMorgan Nasdaq Equity Premium Yield ETF) are both exchange-traded funds - LCDS 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 0.89 means they have usually moved in the same direction. LCDS charges 0.30%/yr vs 0.35%/yr for ROCQ.

Performance

LCDS vs. ROCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Large Core ETF (LCDS) and JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

LCDS

• 1D: 1.20%
• 1M: 2.85%
• 6M: 9.62%
• YTD: 12.22%
• 1Y: 24.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.86%

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)
LCDS JPMorgan Fundamental Data Science Large Core ETF	$65.20K	$37.04K	$19.92K
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	$13.13M	$10.74M	$11.66M

LCDS vs. ROCQ - Yearly Performance Comparison

	2026 (YTD)
LCDS JPMorgan Fundamental Data Science Large Core ETF	15.47%
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	15.09%

Correlation

The correlation between LCDS and ROCQ is 0.89, 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	0.89

Return for Risk

LCDS vs. ROCQ — Risk / Return Rank

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

LCDS

LCDS Risk / Return Rank: 75
LCDS Sharpe Ratio Rank: 77
LCDS Sortino Ratio Rank: 75
LCDS Omega Ratio Rank: 75
LCDS Calmar Ratio Rank: 69
LCDS Martin Ratio Rank: 79

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.

LCDS vs. ROCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Core ETF (LCDS) 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.

	LCDS	ROCQ	Difference
Sharpe ratio: Return per unit of total volatility	1.94	—	—
Sortino ratio: Return per unit of downside risk	2.67	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	2.67	—	—
Martin ratio: Return relative to average drawdown	11.34	—	—

Drawdowns

LCDS vs. ROCQ - Drawdown Comparison

The maximum LCDS drawdown since its inception was -18.39%, which is greater than ROCQ's maximum drawdown of -8.05%. Use the drawdown chart below to compare losses from any high point for LCDS and ROCQ.

Drawdown Indicators

	LCDS	ROCQ	Difference
Max Drawdown Largest peak-to-trough decline	-18.39%	-8.05%	-10.34%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	—	—
Current Drawdown Current decline from peak	0.00%	-3.02%	+3.02%
Average Drawdown Average peak-to-trough decline	-2.13%	-1.58%	-0.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	—	—

Volatility

Volatility by Period

	LCDS	ROCQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.66%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.77%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.48%	19.99%	-7.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.06%	19.99%	-3.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.06%	19.99%	-3.93%

LCDS vs. ROCQ - Expense Ratio Comparison

LCDS has a 0.30% expense ratio, which is lower than ROCQ's 0.35% expense ratio.

Dividends

LCDS vs. ROCQ - Dividend Comparison

LCDS's dividend yield for the trailing twelve months is around 0.85%, less than ROCQ's 4.37% yield.

Position	TTM	2025	2024
LCDS JPMorgan Fundamental Data Science Large Core ETF	0.85%	0.92%	0.48%
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	4.37%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LCDS and ROCQ in my portfolio?

LCDS and ROCQ 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.

Which ETF is better, LCDS or ROCQ?

On fees, LCDS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LCDS or ROCQ?

LCDS is cheaper with a 0.30% expense ratio, compared with 0.35% for ROCQ.

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

ROCQ has the higher dividend yield at 4.37%, compared with 0.85% for LCDS.

What is the main difference between LCDS and ROCQ?

LCDS is categorized as Large Cap Blend Equities, while ROCQ is Nasdaq-100. Their fees differ too: 0.30% for LCDS and 0.35% for ROCQ.