ROCQ vs. QQQM
ROCQ (JPMorgan Nasdaq Equity Premium Yield ETF) and QQQM (Invesco NASDAQ 100 ETF) are both Nasdaq-100 funds. ROCQ is actively managed, while QQQM is passively managed. Their 0.98 correlation means they have historically moved very closely together. ROCQ charges 0.35%/yr vs 0.15%/yr for QQQM.
Performance
ROCQ vs. QQQM - Performance Comparison
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Returns By Period
ROCQ
- 1D
- 0.57%
- 1M
- -1.59%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
QQQM
- 1D
- 0.69%
- 1M
- -3.45%
- 6M
- 10.92%
- YTD
- 12.29%
- 1Y
- 24.86%
- 3Y*
- 22.37%
- 5Y*
- 14.31%
- 10Y*
- —
- ALL TIME*
- 16.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $962.22M | $908.74M | $1.19B | |
| $13.25M | $10.81M | $11.79M |
ROCQ vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF | 13.59% |
QQQM Invesco NASDAQ 100 ETF | 15.94% |
Correlation
The correlation between ROCQ and QQQM is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026 | 0.98 |
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Return for Risk
ROCQ vs. QQQM — Risk / Return Rank
ROCQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
QQQM
ROCQ vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and Invesco NASDAQ 100 ETF (QQQM). 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 | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.21 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.88 | — |
| Martin ratioReturn relative to average drawdown | — | 6.01 | — |
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Drawdowns
ROCQ vs. QQQM - Drawdown Comparison
The maximum ROCQ drawdown since its inception was -8.05%, smaller than the maximum QQQM drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for ROCQ and QQQM.
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Drawdown Indicators
| ROCQ | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.05% | -35.04% | +26.99% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.96% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.70% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.04% | — |
Current DrawdownCurrent decline from peak | -4.27% | -7.69% | +3.42% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -8.15% | +6.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.74% | — |
Volatility
ROCQ vs. QQQM - Volatility Comparison
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Volatility by Period
| ROCQ | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.83% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.91% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 19.24% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.01% | 22.74% | -2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.01% | 22.32% | -2.31% |
ROCQ vs. QQQM - Expense Ratio Comparison
ROCQ has a 0.35% expense ratio, which is higher than QQQM's 0.15% expense ratio.
Dividends
ROCQ vs. QQQM - Dividend Comparison
ROCQ's dividend yield for the trailing twelve months is around 3.08%, more than QQQM's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
QQQM Invesco NASDAQ 100 ETF | 0.46% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% |
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF | 3.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, ROCQ and QQQM 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.
On fees, QQQM is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QQQM is cheaper with a 0.15% expense ratio, compared with 0.35% for ROCQ.
ROCQ has the higher dividend yield at 3.08%, compared with 0.46% for QQQM.
They also come from different issuers: JPMorgan and Invesco. Their fees differ too: 0.35% for ROCQ and 0.15% for QQQM.
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