ROCQ vs. QMAR

Last updated Jul 12, 2026

ROCQ (JPMorgan Nasdaq Equity Premium Yield ETF) and QMAR (FT Cboe Vest Nasdaq-100 Buffer ETF - March) are both Nasdaq-100 funds. Both are actively managed. Their correlation of 0.95 suggests significant overlap in exposure. ROCQ charges 0.35%/yr vs 0.90%/yr for QMAR.

Performance

ROCQ vs. QMAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ROCQ

• 1D: 0.46%
• 1M: 1.97%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QMAR

• 1D: 0.18%
• 1M: 0.79%
• 6M: 12.30%
• YTD: 12.87%
• 1Y: 19.74%
• 3Y*: 15.79%
• 5Y*: 11.38%
• 10Y*: —

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

ROCQ vs. QMAR - Yearly Performance Comparison

	2026 (YTD)
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	17.76%
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March	10.76%

Correlation

The correlation between ROCQ and QMAR is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026	0.95

Return for Risk

ROCQ vs. QMAR — 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.

QMAR

QMAR Risk / Return Rank: 96
QMAR Sharpe Ratio Rank: 95
QMAR Sortino Ratio Rank: 96
QMAR Omega Ratio Rank: 96
QMAR Calmar Ratio Rank: 95
QMAR Martin Ratio Rank: 97

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. QMAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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	QMAR	Difference
Sharpe ratio: Return per unit of total volatility	—	2.99	—
Sortino ratio: Return per unit of downside risk	—	4.49	—
Omega ratio: Gain probability vs. loss probability	—	1.68	—
Calmar ratio: Return relative to maximum drawdown	—	6.17	—
Martin ratio: Return relative to average drawdown	—	34.68	—

Drawdowns

ROCQ vs. QMAR - Drawdown Comparison

The maximum ROCQ drawdown since its inception was -5.68%, smaller than the maximum QMAR drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for ROCQ and QMAR.

Drawdown Indicators

	ROCQ	QMAR	Difference
Max Drawdown Largest peak-to-trough decline	-5.68%	-19.83%	+14.15%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.21%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-15.91%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.83%	—
Current Drawdown Current decline from peak	-0.76%	-0.35%	-0.41%
Average Drawdown Average peak-to-trough decline	-1.12%	-3.24%	+2.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.57%	—

Volatility

Volatility by Period

	ROCQ	QMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.79%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.77%	—
Volatility (1Y) Calculated over the trailing 1-year period	19.21%	6.62%	+12.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.21%	14.02%	+5.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.21%	13.79%	+5.42%

ROCQ vs. QMAR - Expense Ratio Comparison

ROCQ has a 0.35% expense ratio, which is lower than QMAR's 0.90% expense ratio.

Dividends

ROCQ vs. QMAR - Dividend Comparison

ROCQ's dividend yield for the trailing twelve months is around 2.97%, while QMAR has not paid dividends to shareholders.

Position	TTM
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March	0.00%
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	2.97%

Frequently Asked Questions

Can I hold both ROCQ and QMAR in my portfolio?

With a correlation of 0.95, ROCQ and QMAR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, ROCQ or QMAR?

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.

Which ETF is cheaper, ROCQ or QMAR?

ROCQ is cheaper with a 0.35% expense ratio, compared with 0.90% for QMAR.

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

ROCQ has the higher dividend yield at 2.97%, compared with 0.00% for QMAR.

What is the main difference between ROCQ and QMAR?

They also come from different issuers: JPMorgan and First Trust. Their fees differ too: 0.35% for ROCQ and 0.90% for QMAR.