ROCQ vs. PXE
ROCQ (JPMorgan Nasdaq Equity Premium Yield ETF) and PXE (Invesco Dynamic Energy Exploration & Production ETF) are both exchange-traded funds - ROCQ is a Nasdaq-100 fund actively managed by JPMorgan, while PXE is a Energy Equities fund tracking the Dynamic Energy Exploration & Production Intellidex Index. ROCQ is actively managed, while PXE is passively managed. Their -0.37 correlation means they have often moved in opposite directions in the past. ROCQ charges 0.35%/yr vs 0.63%/yr for PXE.
Performance
ROCQ vs. PXE - Performance Comparison
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Returns By Period
ROCQ
- 1D
- 0.57%
- 1M
- -1.59%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
PXE
- 1D
- 1.60%
- 1M
- 13.35%
- 6M
- 28.40%
- YTD
- 39.33%
- 1Y
- 43.00%
- 3Y*
- 10.53%
- 5Y*
- 22.63%
- 10Y*
- 9.83%
- ALL TIME*
- 6.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.20M | $1.09M | $1.99M | |
| $13.25M | $10.81M | $11.79M |
ROCQ vs. PXE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF | 13.59% |
PXE Invesco Dynamic Energy Exploration & Production ETF | 5.54% |
Correlation
The correlation between ROCQ and PXE is -0.37, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026 | -0.37 |
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Return for Risk
ROCQ vs. PXE — Risk / Return Rank
ROCQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PXE
ROCQ vs. PXE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and Invesco Dynamic Energy Exploration & Production ETF (PXE). 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 | PXE | 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 | — | 2.28 | — |
| Martin ratioReturn relative to average drawdown | — | 5.41 | — |
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Drawdowns
ROCQ vs. PXE - Drawdown Comparison
The maximum ROCQ drawdown since its inception was -8.05%, smaller than the maximum PXE drawdown of -83.99%. Use the drawdown chart below to compare losses from any high point for ROCQ and PXE.
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Drawdown Indicators
| ROCQ | PXE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.05% | -83.99% | +75.94% |
Max Drawdown (1Y)Largest decline over 1 year | — | -16.70% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -37.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.65% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -80.17% | — |
Current DrawdownCurrent decline from peak | -4.27% | -3.63% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -27.86% | +26.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 7.05% | — |
Volatility
ROCQ vs. PXE - Volatility Comparison
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Volatility by Period
| ROCQ | PXE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.84% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 21.55% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 27.75% | -7.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.01% | 33.27% | -13.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.01% | 36.95% | -16.94% |
ROCQ vs. PXE - Expense Ratio Comparison
ROCQ has a 0.35% expense ratio, which is lower than PXE's 0.63% expense ratio.
Dividends
ROCQ vs. PXE - Dividend Comparison
ROCQ's dividend yield for the trailing twelve months is around 3.08%, more than PXE's 1.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXE Invesco Dynamic Energy Exploration & Production ETF | 1.72% | 2.98% | 2.54% | 2.78% | 3.03% | 1.86% | 4.10% | 1.70% | 1.29% | 1.54% | 6.62% | 2.58% |
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF | 3.08% | 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
ROCQ and PXE have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ROCQ is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ROCQ is cheaper with a 0.35% expense ratio, compared with 0.63% for PXE.
ROCQ has the higher dividend yield at 3.08%, compared with 1.72% for PXE.
ROCQ is categorized as Nasdaq-100, while PXE is Energy Equities. They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.35% for ROCQ and 0.63% for PXE.
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