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BALQ vs. QDVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BALQ vs. QDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Nasdaq Premium Income Active ETF (BALQ) and Amplify CWP Growth & Income ETF (QDVO). The values are adjusted to include any dividend payments, if applicable.

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BALQ vs. QDVO - Yearly Performance Comparison


Returns By Period

The year-to-date returns for both investments are quite close, with BALQ having a -4.98% return and QDVO slightly higher at -4.93%.


BALQ

1D
3.62%
1M
-4.81%
YTD
-4.98%
6M
1Y
3Y*
5Y*
10Y*

QDVO

1D
0.86%
1M
-2.96%
YTD
-4.93%
6M
-2.40%
1Y
21.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BALQ vs. QDVO - Expense Ratio Comparison

BALQ has a 0.35% expense ratio, which is lower than QDVO's 0.55% expense ratio.


Return for Risk

BALQ vs. QDVO — Risk / Return Rank

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

BALQ

QDVO
QDVO Risk / Return Rank: 7070
Overall Rank
QDVO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QDVO Sortino Ratio Rank: 7070
Sortino Ratio Rank
QDVO Omega Ratio Rank: 6868
Omega Ratio Rank
QDVO Calmar Ratio Rank: 7777
Calmar Ratio Rank
QDVO Martin Ratio Rank: 7373
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.

BALQ vs. QDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq Premium Income Active ETF (BALQ) and Amplify CWP Growth & Income ETF (QDVO). 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.

BALQ vs. QDVO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BALQQDVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.89

0.92

-1.81

Correlation

The correlation between BALQ and QDVO is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BALQ vs. QDVO - Dividend Comparison

BALQ's dividend yield for the trailing twelve months is around 2.71%, less than QDVO's 11.17% yield.


TTM20252024
BALQ
iShares Nasdaq Premium Income Active ETF
2.71%0.95%0.00%
QDVO
Amplify CWP Growth & Income ETF
11.17%9.92%2.79%

Drawdowns

BALQ vs. QDVO - Drawdown Comparison

The maximum BALQ drawdown since its inception was -11.79%, smaller than the maximum QDVO drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for BALQ and QDVO.


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Drawdown Indicators


BALQQDVODifference

Max Drawdown

Largest peak-to-trough decline

-11.79%

-17.75%

+5.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

Current Drawdown

Current decline from peak

-8.60%

-6.70%

-1.90%

Average Drawdown

Average peak-to-trough decline

-3.03%

-2.51%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

Volatility

BALQ vs. QDVO - Volatility Comparison


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Volatility by Period


BALQQDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

18.61%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.38%

18.01%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

18.01%

+0.37%