ROCY vs. SPIN

Last updated Jun 4, 2026

ROCY (JPMorgan Equity Premium Yield ETF) and SPIN (State Street US Equity Premium Income ETF) are both Derivative Income funds. Both are actively managed. Their correlation of 0.89 suggests significant overlap in exposure. ROCY charges 0.35%/yr vs 0.25%/yr for SPIN.

Performance

ROCY vs. SPIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Premium Yield ETF (ROCY) and State Street US Equity Premium Income ETF (SPIN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ROCY

• 1D: -0.29%
• 1M: 3.76%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SPIN

• 1D: -0.15%
• 1M: 2.52%
• YTD: 2.91%
• 6M: 3.47%
• 1Y: 19.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ROCY vs. SPIN - Yearly Performance Comparison

	2026 (YTD)
ROCY JPMorgan Equity Premium Yield ETF	10.90%
SPIN State Street US Equity Premium Income ETF	7.41%

Correlation

The correlation between ROCY and SPIN is 0.89, 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 20, 2026	0.89

Return for Risk

ROCY vs. SPIN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPIN

SPIN Risk / Return Rank: 52
SPIN Sharpe Ratio Rank: 55
SPIN Sortino Ratio Rank: 54
SPIN Omega Ratio Rank: 58
SPIN Calmar Ratio Rank: 40
SPIN Martin Ratio Rank: 50

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.

ROCY vs. SPIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Yield ETF (ROCY) and State Street US Equity Premium Income ETF (SPIN). 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.

Sharpe Ratios by Period

	ROCY	SPIN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	6.00	0.95	+5.05

Drawdowns

ROCY vs. SPIN - Drawdown Comparison

The maximum ROCY drawdown since its inception was -3.35%, smaller than the maximum SPIN drawdown of -16.85%. Use the drawdown chart below to compare losses from any high point for ROCY and SPIN.

Drawdown Indicators

	ROCY	SPIN	Difference
Max Drawdown Largest peak-to-trough decline	-3.35%	-16.85%	+13.50%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.81%	—
Current Drawdown Current decline from peak	-0.29%	-0.40%	+0.11%
Average Drawdown Average peak-to-trough decline	-0.34%	-2.29%	+1.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.35%	—

Volatility

Volatility by Period

	ROCY	SPIN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.82%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.03%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.96%	10.49%	+0.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.96%	14.33%	-3.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.96%	14.33%	-3.37%

ROCY vs. SPIN - Expense Ratio Comparison

ROCY has a 0.35% expense ratio, which is higher than SPIN's 0.25% expense ratio.

Dividends

ROCY vs. SPIN - Dividend Comparison

ROCY's dividend yield for the trailing twelve months is around 1.62%, less than SPIN's 5.64% yield.

Position	TTM	2025	2024
ROCY JPMorgan Equity Premium Yield ETF	1.62%	0.00%	0.00%
SPIN State Street US Equity Premium Income ETF	5.64%	8.20%	2.36%

Frequently Asked Questions

Can I hold both ROCY and SPIN in my portfolio?

ROCY and SPIN have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ROCY or SPIN?

On fees, SPIN is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ROCY or SPIN?

SPIN is cheaper with a 0.25% expense ratio, compared with 0.35% for ROCY.

Which ETF pays a higher dividend yield, ROCY or SPIN?

SPIN has the higher dividend yield at 5.64%, compared with 1.62% for ROCY.

What is the main difference between ROCY and SPIN?

They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.35% for ROCY and 0.25% for SPIN.