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IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
XS2875105608
Inception Date
Aug 27, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
Ireland
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IncomeShares Nasdaq 100 Options (0DTE) ETP, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) has returned -4.81% so far this year and 16.46% over the past 12 months.


IncomeShares Nasdaq 100 Options (0DTE) ETP

1D
0.63%
1M
-3.61%
YTD
-4.81%
6M
-2.01%
1Y
16.46%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 28, 2024, QQQY.L's average daily return is +0.05%, while the average monthly return is +0.84%. At this rate, your investment would double in approximately 6.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was May 2025 with a return of +8.6%, while the worst month was Feb 2025 at -4.3%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.

On a daily basis, QQQY.L closed higher 58% of trading days. The best single day was Mar 11, 2025 with a return of +6.4%, while the worst single day was Mar 10, 2025 at -6.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.21%-2.42%-3.61%-4.81%
20251.01%-4.29%-3.41%-3.01%8.57%5.20%7.83%-4.23%3.88%2.93%0.48%-0.47%14.25%
20240.98%2.44%1.15%3.56%-0.99%7.28%

Benchmark Metrics

IncomeShares Nasdaq 100 Options (0DTE) ETP has an annualized alpha of 3.86%, beta of 0.48, and R² of 0.14 versus S&P 500 Index. Calculated based on daily prices since August 29, 2024.

  • This ETF participated in 85.68% of S&P 500 Index downside but only 71.06% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.48 may look defensive, but with R² of 0.14 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.14 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.86%
Beta
0.48
0.14
Upside Capture
71.06%
Downside Capture
85.68%

Expense Ratio

QQQY.L has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

QQQY.L ranks 47 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


QQQY.L Risk / Return Rank: 4747
Overall Rank
QQQY.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
QQQY.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
QQQY.L Omega Ratio Rank: 5252
Omega Ratio Rank
QQQY.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
QQQY.L Martin Ratio Rank: 4141
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) and compare them to a chosen benchmark (S&P 500 Index).


QQQY.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.90

+0.07

Sortino ratio

Return per unit of downside risk

1.35

1.39

-0.04

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.11

1.40

-0.29

Martin ratio

Return relative to average drawdown

3.97

6.61

-2.64

Explore QQQY.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

IncomeShares Nasdaq 100 Options (0DTE) ETP provided a 117.47% dividend yield over the last twelve months, with an annual payout of $4.13 per share.


20.00%40.00%60.00%80.00%100.00%120.00%$0.00$1.00$2.00$3.00$4.00$5.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$4.13$5.15$1.67

Dividend yield

117.47%120.60%18.65%

Monthly Dividends

The table displays the monthly dividend distributions for IncomeShares Nasdaq 100 Options (0DTE) ETP. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.17$0.16$0.24$0.58
2025$0.46$0.60$0.55$0.76$1.01$0.47$0.47$0.00$0.19$0.16$0.23$0.27$5.15
2024$0.91$0.39$0.37$1.67

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the IncomeShares Nasdaq 100 Options (0DTE) ETP. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the IncomeShares Nasdaq 100 Options (0DTE) ETP was 19.23%, occurring on Apr 7, 2025. Recovery took 71 trading sessions.

The current IncomeShares Nasdaq 100 Options (0DTE) ETP drawdown is 6.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.23%Feb 12, 202539Apr 7, 202571Jul 21, 2025110
-7.34%Jan 29, 202643Mar 30, 2026
-6.78%Dec 3, 202437Jan 27, 20255Feb 3, 202542
-5.31%Aug 1, 20251Aug 1, 202535Sep 22, 202536
-4.73%Oct 28, 20259Nov 7, 202515Nov 28, 202524

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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