Sortino ratio is not yet available for QLDY. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Defiance Nasdaq 100 LightningSpread Income ETF's Sortino Ratio with other ETFs in the Nasdaq-100, Derivative Income category across multiple time periods, showing how QLDY's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| NAPR | Innovator Nasdaq-100 Power Buffer ETF - April | 8.66 | |||
| PQAP | PGIM Nasdaq-100 Buffer 12 ETF - April | 8.47 | |||
| QCAP | FT Vest NASDAQ-100 Conservative Buffer ETF - April | 7.37 | |||
| QMAR | FT Cboe Vest Nasdaq-100 Buffer ETF - March | 6.05 | |||
| CHPY | YieldMax Semiconductor Portfolio Option Income ETF | 5.76 | |||
| GOOY | YieldMax GOOGL Option Income Strategy ETF | 5.10 | |||
| GOOP | Kurv Yield Premium Strategy Google ETF | 4.35 | |||
| PBQQ | PGIM Laddered Nasdaq-100 Buffer 12 ETF | 4.33 | |||
| THTA | SoFi Enhanced Yield ETF | 4.29 | |||
| TYLG | Global X Information Technology Covered Call & Growth ETF | 4.01 | |||
| QLDY | Defiance Nasdaq 100 LightningSpread Income ETF | — |
Historical Sortino Ratio
The chart shows QLDY's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when QLDY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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