ROCY vs. WTIU

Last updated Jun 25, 2026

ROCY (JPMorgan Equity Premium Yield ETF) and WTIU (MicroSectors Energy 3X Leveraged ETN) are both exchange-traded funds - ROCY is a Derivative Income fund actively managed by JPMorgan, while WTIU is a Leveraged Equities fund tracking the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). ROCY is actively managed, while WTIU is passively managed. At a correlation of -0.50, they often move in opposite directions. ROCY charges 0.35%/yr vs 0.95%/yr for WTIU.

Performance

ROCY vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Equity Premium Yield ETF (ROCY) and MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ROCY

• 1D: -0.45%
• 1M: -0.59%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WTIU

• 1D: -5.06%
• 1M: -26.93%
• YTD: 40.74%
• 6M: 43.64%
• 1Y: 40.51%
• 3Y*: -1.02%
• 5Y*: —
• 10Y*: —

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

ROCY vs. WTIU - Yearly Performance Comparison

	2026 (YTD)
ROCY JPMorgan Equity Premium Yield ETF	8.90%
WTIU MicroSectors Energy 3X Leveraged ETN	-33.47%

Correlation

The correlation between ROCY and WTIU is -0.50, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026	-0.50

Return for Risk

ROCY vs. WTIU — Risk / Return Rank

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

ROCY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WTIU

WTIU Risk / Return Rank: 21
WTIU Sharpe Ratio Rank: 19
WTIU Sortino Ratio Rank: 23
WTIU Omega Ratio Rank: 22
WTIU Calmar Ratio Rank: 21
WTIU Martin Ratio Rank: 21

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. WTIU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Equity Premium Yield ETF (ROCY) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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.

	ROCY	WTIU	Difference
Sharpe ratio: Return per unit of total volatility	—	0.60	—
Sortino ratio: Return per unit of downside risk	—	1.18	—
Omega ratio: Gain probability vs. loss probability	—	1.14	—
Calmar ratio: Return relative to maximum drawdown	—	0.86	—
Martin ratio: Return relative to average drawdown	—	2.25	—

Drawdowns

ROCY vs. WTIU - Drawdown Comparison

The maximum ROCY drawdown since its inception was -3.53%, smaller than the maximum WTIU drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for ROCY and WTIU.

Drawdown Indicators

	ROCY	WTIU	Difference
Max Drawdown Largest peak-to-trough decline	-3.53%	-75.73%	+72.20%
Max Drawdown (1Y) Largest decline over 1 year	—	-47.07%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-75.73%	—
Current Drawdown Current decline from peak	-2.32%	-50.11%	+47.79%
Average Drawdown Average peak-to-trough decline	-0.59%	-39.20%	+38.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	18.02%	—

Volatility

Volatility by Period

	ROCY	WTIU	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	23.71%	—
Volatility (6M) Calculated over the trailing 6-month period	—	56.28%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.30%	68.46%	-56.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.30%	70.80%	-58.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.30%	70.80%	-58.50%

ROCY vs. WTIU - Expense Ratio Comparison

ROCY has a 0.35% expense ratio, which is lower than WTIU's 0.95% expense ratio.

Dividends

ROCY vs. WTIU - Dividend Comparison

ROCY's dividend yield for the trailing twelve months is around 1.66%, while WTIU has not paid dividends to shareholders.

Position	TTM
ROCY JPMorgan Equity Premium Yield ETF	1.66%
WTIU MicroSectors Energy 3X Leveraged ETN	0.00%

Frequently Asked Questions

Can I hold both ROCY and WTIU in my portfolio?

ROCY and WTIU have a correlation of -0.50, 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 WTIU?

On fees, ROCY 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, ROCY or WTIU?

ROCY is cheaper with a 0.35% expense ratio, compared with 0.95% for WTIU.

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

ROCY has the higher dividend yield at 1.66%, compared with 0.00% for WTIU.

What is the main difference between ROCY and WTIU?

ROCY is categorized as Derivative Income, while WTIU is Leveraged Equities. They also come from different issuers: JPMorgan and REX. Their fees differ too: 0.35% for ROCY and 0.95% for WTIU.