ROCQ vs. JEPI
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. Their 0.25 correlation means their historical movements had little consistent relationship. Both charge a 0.35% expense ratio.
Performance
ROCQ vs. JEPI - Performance Comparison
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Returns By Period
ROCQ
- 1D
- 0.57%
- 1M
- -1.59%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
JEPI
- 1D
- 0.33%
- 1M
- 1.27%
- 6M
- 2.16%
- YTD
- 4.52%
- 1Y
- 11.16%
- 3Y*
- 9.21%
- 5Y*
- 7.40%
- 10Y*
- —
- ALL TIME*
- 11.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $260.98M | $260.42M | $297.70M | |
| $13.25M | $10.81M | $11.79M |
ROCQ vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF | 13.59% |
JEPI JPMorgan Equity Premium Income ETF | 4.15% |
Correlation
The correlation between ROCQ and JEPI is 0.25, 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 | 0.25 |
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Return for Risk
ROCQ vs. JEPI — Risk / Return Rank
ROCQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JEPI
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 ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.23 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.52 | — |
| Martin ratioReturn relative to average drawdown | — | 4.32 | — |
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Drawdowns
ROCQ vs. JEPI - Drawdown Comparison
The maximum ROCQ drawdown since its inception was -8.05%, 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.
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Drawdown Indicators
| ROCQ | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.05% | -13.71% | +5.66% |
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 DrawdownCurrent decline from peak | -4.27% | -0.68% | -3.59% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -2.13% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.36% | — |
Volatility
ROCQ vs. JEPI - Volatility Comparison
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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 | — | 6.37% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 8.15% | +11.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.01% | 11.10% | +8.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.01% | 10.73% | +9.28% |
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 3.08%, less than JEPI's 7.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 7.34% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF | 3.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ROCQ and JEPI have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ROCQ and JEPI have the same expense ratio: 0.35% per year.
JEPI has the higher dividend yield at 7.34%, compared with 3.08% for ROCQ.
ROCQ is categorized as Nasdaq-100, while JEPI is Dividend.
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