ROCQ vs. QRMI
Compare and contrast key facts about JPMorgan Nasdaq Equity Premium Yield ETF (ROCQ) and Global X NASDAQ 100 Risk Managed Income ETF (QRMI).
ROCQ and QRMI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ROCQ is an actively managed fund by JPMorgan. It was launched on Mar 18, 2026. QRMI is an actively managed fund by Global X. It was launched on Aug 25, 2021.
Performance
ROCQ vs. QRMI - Performance Comparison
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ROCQ vs. QRMI - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF | -2.13% |
QRMI Global X NASDAQ 100 Risk Managed Income ETF | -1.04% |
Returns By Period
ROCQ
- 1D
- 3.19%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QRMI
- 1D
- 0.75%
- 1M
- -2.37%
- YTD
- -2.50%
- 6M
- 1.31%
- 1Y
- 2.76%
- 3Y*
- 6.39%
- 5Y*
- —
- 10Y*
- —
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ROCQ vs. QRMI - Expense Ratio Comparison
ROCQ has a 0.35% expense ratio, which is lower than QRMI's 0.60% expense ratio.
Return for Risk
ROCQ vs. QRMI — Risk / Return Rank
ROCQ
QRMI
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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| ROCQ | QRMI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.78 | 0.09 | -1.88 |
Correlation
The correlation between ROCQ and QRMI is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ROCQ vs. QRMI - Dividend Comparison
ROCQ has not paid dividends to shareholders, while QRMI's dividend yield for the trailing twelve months is around 12.66%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ROCQ JPMorgan Nasdaq Equity Premium Yield ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QRMI Global X NASDAQ 100 Risk Managed Income ETF | 12.66% | 12.28% | 11.80% | 12.44% | 10.65% | 3.36% |
Drawdowns
ROCQ vs. QRMI - Drawdown Comparison
The maximum ROCQ drawdown since its inception was -5.15%, 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.
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Drawdown Indicators
| ROCQ | QRMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.15% | -20.95% | +15.80% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.04% | — |
Current DrawdownCurrent decline from peak | -2.13% | -3.54% | +1.41% |
Average DrawdownAverage peak-to-trough decline | -2.30% | -8.25% | +5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.74% | — |
Volatility
ROCQ vs. QRMI - Volatility Comparison
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Volatility by Period
| ROCQ | QRMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.02% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.93% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 29.50% | 7.77% | +21.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.50% | 8.46% | +21.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.50% | 8.46% | +21.04% |