ROCQ vs. QRMI

Last updated Jul 12, 2026

ROCQ (JPMorgan Nasdaq Equity Premium Yield ETF) and QRMI (Global X NASDAQ 100 Risk Managed Income ETF) are both Nasdaq-100 funds. Both are actively managed. Their correlation of 0.86 suggests significant overlap in exposure. ROCQ charges 0.35%/yr vs 0.60%/yr for QRMI.

Performance

ROCQ vs. QRMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and Global X NASDAQ 100 Risk Managed Income ETF (QRMI). 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*: —

QRMI

• 1D: 0.28%
• 1M: 0.86%
• 6M: 2.32%
• YTD: 3.22%
• 1Y: 9.48%
• 3Y*: 7.30%
• 5Y*: —
• 10Y*: —

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

ROCQ vs. QRMI - Yearly Performance Comparison

	2026 (YTD)
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	17.76%
QRMI Global X NASDAQ 100 Risk Managed Income ETF	4.49%

Correlation

The correlation between ROCQ and QRMI is 0.86, 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	0.86

Return for Risk

ROCQ vs. QRMI — 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.

QRMI

QRMI Risk / Return Rank: 56
QRMI Sharpe Ratio Rank: 57
QRMI Sortino Ratio Rank: 54
QRMI Omega Ratio Rank: 63
QRMI Calmar Ratio Rank: 48
QRMI Martin Ratio Rank: 59

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. QRMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and Global X NASDAQ 100 Risk Managed Income ETF (QRMI). 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	QRMI	Difference
Sharpe ratio: Return per unit of total volatility	—	1.55	—
Sortino ratio: Return per unit of downside risk	—	2.10	—
Omega ratio: Gain probability vs. loss probability	—	1.30	—
Calmar ratio: Return relative to maximum drawdown	—	1.92	—
Martin ratio: Return relative to average drawdown	—	8.21	—

Drawdowns

ROCQ vs. QRMI - Drawdown Comparison

The maximum ROCQ drawdown since its inception was -5.68%, smaller than the maximum QRMI drawdown of -20.95%. Use the drawdown chart below to compare losses from any high point for ROCQ and QRMI.

Drawdown Indicators

	ROCQ	QRMI	Difference
Max Drawdown Largest peak-to-trough decline	-5.68%	-20.95%	+15.27%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.04%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-8.43%	—
Current Drawdown Current decline from peak	-0.76%	-0.38%	-0.38%
Average Drawdown Average peak-to-trough decline	-1.12%	-7.83%	+6.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.17%	—

Volatility

Volatility by Period

	ROCQ	QRMI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.70%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.21%	—
Volatility (1Y) Calculated over the trailing 1-year period	19.21%	6.25%	+12.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.21%	8.36%	+10.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.21%	8.36%	+10.85%

ROCQ vs. QRMI - Expense Ratio Comparison

ROCQ has a 0.35% expense ratio, which is lower than QRMI's 0.60% expense ratio.

Dividends

ROCQ vs. QRMI - Dividend Comparison

ROCQ's dividend yield for the trailing twelve months is around 2.97%, less than QRMI's 12.24% yield.

Position	TTM	2025	2024	2023	2022	2021
QRMI Global X NASDAQ 100 Risk Managed Income ETF	12.24%	12.28%	11.80%	12.44%	10.65%	3.36%
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF	2.97%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ROCQ and QRMI in my portfolio?

ROCQ and QRMI have a correlation of 0.86, 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 QRMI?

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 QRMI?

ROCQ is cheaper with a 0.35% expense ratio, compared with 0.60% for QRMI.

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

QRMI has the higher dividend yield at 12.24%, compared with 2.97% for ROCQ.

What is the main difference between ROCQ and QRMI?

They also come from different issuers: JPMorgan and Global X. Their fees differ too: 0.35% for ROCQ and 0.60% for QRMI.