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BALQ vs. QQQH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BALQ vs. QQQH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Nasdaq Premium Income Active ETF (BALQ) and NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BALQ achieves a 17.95% return, which is significantly higher than QQQH's 4.35% return.


BALQ

1D
-0.54%
1M
-0.66%
YTD
17.95%
6M
16.38%
1Y
3Y*
5Y*
10Y*

QQQH

1D
-1.18%
1M
-1.69%
YTD
4.35%
6M
3.42%
1Y
14.15%
3Y*
17.76%
5Y*
7.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BALQ vs. QQQH - Yearly Performance Comparison


Correlation

The correlation between BALQ and QQQH is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 3, 2025

0.96

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Return for Risk

BALQ vs. QQQH — Risk / Return Rank

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

BALQ

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


QQQH
QQQH Risk / Return Rank: 4444
Overall Rank
QQQH Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
QQQH Sortino Ratio Rank: 3838
Sortino Ratio Rank
QQQH Omega Ratio Rank: 4242
Omega Ratio Rank
QQQH Calmar Ratio Rank: 4545
Calmar Ratio Rank
QQQH Martin Ratio Rank: 5454
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. QQQH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq Premium Income Active ETF (BALQ) and NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH). 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.


BALQQQQHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.04

Martin ratioReturn relative to average drawdown

8.47

BALQ vs. QQQH - Sharpe Ratio Comparison


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Drawdowns

BALQ vs. QQQH - Drawdown Comparison

The maximum BALQ drawdown since its inception was -11.79%, smaller than the maximum QQQH drawdown of -31.24%. Use the drawdown chart below to compare losses from any high point for BALQ and QQQH.


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Drawdown Indicators


BALQQQQHDifference

Max Drawdown

Largest peak-to-trough decline

-11.79%

-31.24%

+19.45%

Max Drawdown (1Y)

Largest decline over 1 year

-6.96%

Max Drawdown (3Y)

Largest decline over 3 years

-15.18%

Max Drawdown (5Y)

Largest decline over 5 years

-31.24%

Current Drawdown

Current decline from peak

-4.23%

-3.32%

-0.91%

Average Drawdown

Average peak-to-trough decline

-2.42%

-8.21%

+5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

Volatility

BALQ vs. QQQH - Volatility Comparison


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Volatility by Period


BALQQQQHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

Volatility (1Y)

Calculated over the trailing 1-year period

20.56%

10.78%

+9.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.56%

13.36%

+7.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.56%

13.46%

+7.10%

BALQ vs. QQQH - Expense Ratio Comparison

BALQ has a 0.35% expense ratio, which is lower than QQQH's 0.68% expense ratio.


Dividends

BALQ vs. QQQH - Dividend Comparison

BALQ's dividend yield for the trailing twelve months is around 4.78%, less than QQQH's 9.04% yield.


PositionTTM2025202420232022202120202019
BALQ
iShares Nasdaq Premium Income Active ETF
4.78%0.95%0.00%0.00%0.00%0.00%0.00%0.00%
QQQH
NEOS Nasdaq-100 Hedged Equity Income ETF
9.04%8.86%7.53%7.18%9.05%7.77%7.48%0.65%

Frequently Asked Questions


With a correlation of 0.96, BALQ and QQQH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BALQ is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BALQ is cheaper with a 0.35% expense ratio, compared with 0.68% for QQQH.

QQQH has the higher dividend yield at 9.04%, compared with 4.78% for BALQ.

They also come from different issuers: iShares and Neos. Their fees differ too: 0.35% for BALQ and 0.68% for QQQH.

Portfolio Optimizer

Find the right allocation for BALQ and QQQH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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