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GOOW vs. LQTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOOW vs. LQTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill GOOGL WeeklyPay™ ETF (GOOW) and FT Vest Investment Grade & Target Income ETF (LQTI). The values are adjusted to include any dividend payments, if applicable.

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GOOW vs. LQTI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GOOW achieves a -6.83% return, which is significantly lower than LQTI's -0.44% return.


GOOW

1D
4.18%
1M
-3.52%
YTD
-6.83%
6M
23.18%
1Y
3Y*
5Y*
10Y*

LQTI

1D
0.07%
1M
-1.73%
YTD
-0.44%
6M
-0.03%
1Y
4.56%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOOW vs. LQTI - Expense Ratio Comparison

GOOW has a 0.99% expense ratio, which is higher than LQTI's 0.65% expense ratio.


Return for Risk

GOOW vs. LQTI — Risk / Return Rank

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

GOOW

LQTI
LQTI Risk / Return Rank: 3636
Overall Rank
LQTI Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LQTI Sortino Ratio Rank: 3232
Sortino Ratio Rank
LQTI Omega Ratio Rank: 3030
Omega Ratio Rank
LQTI Calmar Ratio Rank: 4545
Calmar Ratio Rank
LQTI Martin Ratio Rank: 3737
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.

GOOW vs. LQTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill GOOGL WeeklyPay™ ETF (GOOW) and FT Vest Investment Grade & Target Income ETF (LQTI). 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.

GOOW vs. LQTI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GOOWLQTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

2.96

0.90

+2.06

Correlation

The correlation between GOOW and LQTI is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GOOW vs. LQTI - Dividend Comparison

GOOW's dividend yield for the trailing twelve months is around 33.30%, more than LQTI's 9.07% yield.


Drawdowns

GOOW vs. LQTI - Drawdown Comparison

The maximum GOOW drawdown since its inception was -24.88%, which is greater than LQTI's maximum drawdown of -3.41%. Use the drawdown chart below to compare losses from any high point for GOOW and LQTI.


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Drawdown Indicators


GOOWLQTIDifference

Max Drawdown

Largest peak-to-trough decline

-24.88%

-3.41%

-21.47%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

Current Drawdown

Current decline from peak

-16.70%

-2.03%

-14.67%

Average Drawdown

Average peak-to-trough decline

-4.80%

-0.78%

-4.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

Volatility

GOOW vs. LQTI - Volatility Comparison


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Volatility by Period


GOOWLQTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

35.44%

6.23%

+29.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.44%

6.11%

+29.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.44%

6.11%

+29.33%