ROCQ vs. JEPI

Last updated Jun 24, 2026

ROCQ (JPMorgan Nasdaq Equity Premium Yield ETF) and JEPI (JPMorgan Equity Premium Income ETF) are both exchange-traded funds - ROCQ is a Nasdaq-100 fund actively managed by JPMorgan, while JEPI is a Dividend fund actively managed by JPMorgan. Both are actively managed. At a 0.32 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.

Performance

ROCQ vs. JEPI - Performance Comparison

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

Returns By Period

ROCQ

• 1D: -2.77%
• 1M: -0.19%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JEPI

• 1D: -0.43%
• 1M: -0.19%
• YTD: 0.91%
• 6M: 0.64%
• 1Y: 7.76%
• 3Y*: 8.98%
• 5Y*: 7.31%
• 10Y*: —

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

ROCQ vs. JEPI - Yearly Performance Comparison

	2026 (YTD)
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	15.38%
JEPI JPMorgan Equity Premium Income ETF	0.55%

Correlation

The correlation between ROCQ and JEPI is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026	0.32

Return for Risk

ROCQ vs. JEPI — Risk / Return Rank

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

ROCQ

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

JEPI

JEPI Risk / Return Rank: 27
JEPI Sharpe Ratio Rank: 28
JEPI Sortino Ratio Rank: 27
JEPI Omega Ratio Rank: 26
JEPI Calmar Ratio Rank: 25
JEPI Martin Ratio Rank: 26

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.

ROCQ vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and JPMorgan Equity Premium Income ETF (JEPI). 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.

	ROCQ	JEPI	Difference
Sharpe ratio: Return per unit of total volatility	—	0.97	—
Sortino ratio: Return per unit of downside risk	—	1.45	—
Omega ratio: Gain probability vs. loss probability	—	1.18	—
Calmar ratio: Return relative to maximum drawdown	—	1.17	—
Martin ratio: Return relative to average drawdown	—	3.44	—

Drawdowns

ROCQ vs. JEPI - Drawdown Comparison

The maximum ROCQ drawdown since its inception was -5.68%, smaller than the maximum JEPI drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for ROCQ and JEPI.

Drawdown Indicators

	ROCQ	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	-5.68%	-13.71%	+8.03%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.68%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.71%	—
Current Drawdown Current decline from peak	-2.77%	-4.11%	+1.34%
Average Drawdown Average peak-to-trough decline	-0.97%	-2.13%	+1.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.26%	—

Volatility

Volatility by Period

	ROCQ	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.38%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.29%	—
Volatility (1Y) Calculated over the trailing 1-year period	19.58%	8.03%	+11.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.58%	11.08%	+8.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.58%	10.78%	+8.80%

ROCQ vs. JEPI - Expense Ratio Comparison

Both ROCQ and JEPI have an expense ratio of 0.35%.

Dividends

ROCQ vs. JEPI - Dividend Comparison

ROCQ's dividend yield for the trailing twelve months is around 2.07%, less than JEPI's 8.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
JEPI JPMorgan Equity Premium Income ETF	8.21%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	2.07%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ROCQ and JEPI in my portfolio?

ROCQ and JEPI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ROCQ or JEPI?

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ROCQ or JEPI?

ROCQ and JEPI have the same expense ratio: 0.35% per year.

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

JEPI has the higher dividend yield at 8.21%, compared with 2.07% for ROCQ.

What is the main difference between ROCQ and JEPI?

ROCQ is categorized as Nasdaq-100, while JEPI is Dividend.