EDGQ vs. ULTI
EDGQ (Global X Nasdaq-100 Income Edge ETF) and ULTI (REX IncomeMax Option Strategy ETF) are both Derivative Income funds. Both are actively managed. Their 0.71 correlation means they have sometimes moved together and sometimes differently. EDGQ charges 0.53%/yr vs 1.25%/yr for ULTI.
Performance
EDGQ vs. ULTI - Performance Comparison
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Returns By Period
EDGQ
- 1D
- -0.25%
- 1M
- -0.25%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
ULTI
- 1D
- -2.70%
- 1M
- -22.15%
- 6M
- -21.22%
- YTD
- -14.71%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $463.21K | $420.81K | $370.14K | |
| $631.82K | $730.13K | $1.09M |
EDGQ vs. ULTI - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
EDGQ Global X Nasdaq-100 Income Edge ETF | 16.47% |
ULTI REX IncomeMax Option Strategy ETF | -10.60% |
Correlation
The correlation between EDGQ and ULTI is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 18, 2026 | 0.71 |
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Return for Risk
EDGQ vs. ULTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Nasdaq-100 Income Edge ETF (EDGQ) and REX IncomeMax Option Strategy ETF (ULTI). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
EDGQ vs. ULTI - Drawdown Comparison
The maximum EDGQ drawdown since its inception was -10.10%, smaller than the maximum ULTI drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for EDGQ and ULTI.
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Drawdown Indicators
| EDGQ | ULTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.10% | -54.23% | +44.13% |
Current DrawdownCurrent decline from peak | -2.99% | -47.70% | +44.71% |
Average DrawdownAverage peak-to-trough decline | -2.34% | -29.94% | +27.60% |
Volatility
EDGQ vs. ULTI - Volatility Comparison
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Volatility by Period
| EDGQ | ULTI | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 20.33% | 61.54% | -41.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.33% | 61.54% | -41.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.33% | 61.54% | -41.21% |
EDGQ vs. ULTI - Expense Ratio Comparison
EDGQ has a 0.53% expense ratio, which is lower than ULTI's 1.25% expense ratio.
Dividends
EDGQ vs. ULTI - Dividend Comparison
EDGQ's dividend yield for the trailing twelve months is around 5.76%, less than ULTI's 97.43% yield.
| Position | TTM | 2025 |
|---|---|---|
EDGQ Global X Nasdaq-100 Income Edge ETF | 5.76% | 0.00% |
ULTI REX IncomeMax Option Strategy ETF | 97.43% | 14.96% |
Frequently Asked Questions
EDGQ and ULTI have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDGQ is cheaper at 0.53% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDGQ is cheaper with a 0.53% expense ratio, compared with 1.25% for ULTI.
ULTI has the higher dividend yield at 97.43%, compared with 5.76% for EDGQ.
They also come from different issuers: Global X and REX Shares. Their fees differ too: 0.53% for EDGQ and 1.25% for ULTI.
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