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FTQI vs. BALQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTQI vs. BALQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, FTQI achieves a 11.03% return, which is significantly lower than BALQ's 22.35% return.


FTQI

1D
0.23%
1M
4.05%
YTD
11.03%
6M
11.53%
1Y
28.07%
3Y*
17.30%
5Y*
10.97%
10Y*
8.00%

BALQ

1D
-0.44%
1M
9.03%
YTD
22.35%
6M
21.90%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTQI vs. BALQ - Yearly Performance Comparison


Correlation

The correlation between FTQI and BALQ is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 4, 2025

0.89

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Return for Risk

FTQI vs. BALQ — Risk / Return Rank

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

FTQI
FTQI Risk / Return Rank: 8686
Overall Rank
FTQI Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FTQI Sortino Ratio Rank: 8585
Sortino Ratio Rank
FTQI Omega Ratio Rank: 8686
Omega Ratio Rank
FTQI Calmar Ratio Rank: 8484
Calmar Ratio Rank
FTQI Martin Ratio Rank: 9191
Martin Ratio Rank

BALQ
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.

FTQI vs. BALQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq BuyWrite Income ETF (FTQI) and iShares Nasdaq Premium Income Active ETF (BALQ). 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.


FTQIBALQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.52

Calmar ratioReturn relative to maximum drawdown

4.52

Martin ratioReturn relative to average drawdown

21.94

FTQI vs. BALQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FTQIBALQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

2.72

-2.19

Drawdowns

FTQI vs. BALQ - Drawdown Comparison

The maximum FTQI drawdown since its inception was -19.42%, which is greater than BALQ's maximum drawdown of -11.79%. Use the drawdown chart below to compare losses from any high point for FTQI and BALQ.


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Drawdown Indicators


FTQIBALQDifference

Max Drawdown

Largest peak-to-trough decline

-19.42%

-11.79%

-7.63%

Max Drawdown (1Y)

Largest decline over 1 year

-6.24%

Max Drawdown (3Y)

Largest decline over 3 years

-19.42%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

Max Drawdown (10Y)

Largest decline over 10 years

-19.42%

Current Drawdown

Current decline from peak

0.00%

-0.65%

+0.65%

Average Drawdown

Average peak-to-trough decline

-3.75%

-2.36%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

Volatility

FTQI vs. BALQ - Volatility Comparison


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Volatility by Period


FTQIBALQDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

Volatility (1Y)

Calculated over the trailing 1-year period

10.33%

17.97%

-7.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

17.97%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.35%

17.97%

-4.62%

FTQI vs. BALQ - Expense Ratio Comparison

FTQI has a 0.75% expense ratio, which is higher than BALQ's 0.35% expense ratio.


Dividends

FTQI vs. BALQ - Dividend Comparison

FTQI's dividend yield for the trailing twelve months is around 10.94%, more than BALQ's 4.61% yield.


PositionTTM20252024202320222021202020192018201720162015
BALQ
iShares Nasdaq Premium Income Active ETF
4.61%0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTQI
First Trust Nasdaq BuyWrite Income ETF
10.94%11.46%11.66%11.49%9.85%3.05%3.27%2.95%3.27%2.74%3.02%3.54%

Frequently Asked Questions


FTQI and BALQ have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.75% for FTQI.

FTQI has the higher dividend yield at 10.94%, compared with 4.61% for BALQ.

They also come from different issuers: First Trust and iShares. Their fees differ too: 0.75% for FTQI and 0.35% for BALQ.

Portfolio Optimizer

Find the right allocation for FTQI and BALQ

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