You need to understand table clustering (by defining one index as the
clustered index). This optional on DB2 for LUW, but on z/OS, if you don't
define a clustering index for each table, the first index created will
become the clustered index. This will affect percent free calculations and
how often you reorg the tables/indexes.

The only other thing I can think of offhand is that z/OS stored procedures
do not allow commit statements, but that is not really a performance issue.

Still LOTS of SQL incompatibility if you are using latest and greates
V8 syntax on LUW, you're in for some ugly surprises. Probably no
show-stoppers, but potentially lots of complex SQL. There used to be a
running and comprehensive list of these (FRED manual or Redbook?), but
I'm not sure if it's published anymore. Check out this link:
http://www-128.ibm.com/developerworks/db2/library/techarticle/0206sqlref/0206sql
ref.html

Of course on the DBA and sysadmin side there are all KINDS of things to
be concerned about... Don't read into this that I'm discouraging you at
all. DB2 for z/OS is a great platform - we use it and have multiple LUW
servers as well.

Pete H