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GQI vs. FTHI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GQI vs. FTHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Gateway Quality Income ETF (GQI) and First Trust BuyWrite Income ETF (FTHI). The values are adjusted to include any dividend payments, if applicable.

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GQI vs. FTHI - Yearly Performance Comparison


2026 (YTD)202520242023
GQI
Natixis Gateway Quality Income ETF
-1.51%15.36%15.99%0.68%
FTHI
First Trust BuyWrite Income ETF
-0.05%11.03%19.02%0.90%

Returns By Period

In the year-to-date period, GQI achieves a -1.51% return, which is significantly lower than FTHI's -0.05% return.


GQI

1D
0.90%
1M
-3.32%
YTD
-1.51%
6M
2.99%
1Y
17.98%
3Y*
5Y*
10Y*

FTHI

1D
0.57%
1M
-1.95%
YTD
-0.05%
6M
1.72%
1Y
15.03%
3Y*
14.37%
5Y*
10.30%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GQI vs. FTHI - Expense Ratio Comparison

GQI has a 0.34% expense ratio, which is lower than FTHI's 0.85% expense ratio.


Return for Risk

GQI vs. FTHI — Risk / Return Rank

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

GQI
GQI Risk / Return Rank: 6969
Overall Rank
GQI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
GQI Sortino Ratio Rank: 6969
Sortino Ratio Rank
GQI Omega Ratio Rank: 6969
Omega Ratio Rank
GQI Calmar Ratio Rank: 6464
Calmar Ratio Rank
GQI Martin Ratio Rank: 8181
Martin Ratio Rank

FTHI
FTHI Risk / Return Rank: 6060
Overall Rank
FTHI Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FTHI Sortino Ratio Rank: 5757
Sortino Ratio Rank
FTHI Omega Ratio Rank: 6666
Omega Ratio Rank
FTHI Calmar Ratio Rank: 5353
Calmar Ratio Rank
FTHI Martin Ratio Rank: 7272
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.

GQI vs. FTHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Gateway Quality Income ETF (GQI) and First Trust BuyWrite Income ETF (FTHI). 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.


GQIFTHIDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.01

+0.15

Sortino ratio

Return per unit of downside risk

1.82

1.53

+0.29

Omega ratio

Gain probability vs. loss probability

1.27

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

1.80

1.42

+0.38

Martin ratio

Return relative to average drawdown

9.88

7.92

+1.96

GQI vs. FTHI - Sharpe Ratio Comparison

The current GQI Sharpe Ratio is 1.16, which is comparable to the FTHI Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of GQI and FTHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GQIFTHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.01

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.51

+0.47

Correlation

The correlation between GQI and FTHI is 0.87, 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

GQI vs. FTHI - Dividend Comparison

GQI's dividend yield for the trailing twelve months is around 9.80%, more than FTHI's 8.94% yield.


TTM20252024202320222021202020192018201720162015
GQI
Natixis Gateway Quality Income ETF
9.80%8.97%7.77%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTHI
First Trust BuyWrite Income ETF
8.94%8.70%8.61%8.50%9.06%4.37%4.76%4.21%4.76%4.00%4.41%4.98%

Drawdowns

GQI vs. FTHI - Drawdown Comparison

The maximum GQI drawdown since its inception was -16.56%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for GQI and FTHI.


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Drawdown Indicators


GQIFTHIDifference

Max Drawdown

Largest peak-to-trough decline

-16.56%

-32.65%

+16.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-10.92%

+0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-16.70%

Max Drawdown (10Y)

Largest decline over 10 years

-32.65%

Current Drawdown

Current decline from peak

-3.74%

-2.81%

-0.93%

Average Drawdown

Average peak-to-trough decline

-1.76%

-3.73%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

1.96%

-0.07%

Volatility

GQI vs. FTHI - Volatility Comparison

Natixis Gateway Quality Income ETF (GQI) and First Trust BuyWrite Income ETF (FTHI) have volatilities of 4.51% and 4.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GQIFTHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

4.34%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.53%

7.62%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

15.00%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.46%

13.54%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.46%

14.37%

-0.91%