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GQI vs. FTHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GQI and FTHI is 0.85, 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.


-0.50.00.51.00.8

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.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember
6.37%
8.17%
GQI
FTHI

Key characteristics

Sharpe Ratio

GQI:

1.52

FTHI:

2.18

Sortino Ratio

GQI:

2.07

FTHI:

2.88

Omega Ratio

GQI:

1.28

FTHI:

1.46

Calmar Ratio

GQI:

2.16

FTHI:

3.29

Martin Ratio

GQI:

8.86

FTHI:

17.66

Ulcer Index

GQI:

1.86%

FTHI:

1.08%

Daily Std Dev

GQI:

10.84%

FTHI:

8.74%

Max Drawdown

GQI:

-7.64%

FTHI:

-32.65%

Current Drawdown

GQI:

-2.19%

FTHI:

-2.26%

Returns By Period

In the year-to-date period, GQI achieves a 16.75% return, which is significantly lower than FTHI's 19.32% return.


GQI

YTD

16.75%

1M

-0.39%

6M

6.36%

1Y

16.75%

5Y*

N/A

10Y*

N/A

FTHI

YTD

19.32%

1M

-1.39%

6M

8.16%

1Y

19.32%

5Y*

7.86%

10Y*

7.74%

*Annualized

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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.


FTHI
First Trust BuyWrite Income ETF
Expense ratio chart for FTHI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for GQI: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%

Risk-Adjusted Performance

GQI vs. FTHI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for GQI, currently valued at 1.52, compared to the broader market0.002.004.001.522.18
The chart of Sortino ratio for GQI, currently valued at 2.07, compared to the broader market-2.000.002.004.006.008.0010.002.072.88
The chart of Omega ratio for GQI, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.46
The chart of Calmar ratio for GQI, currently valued at 2.16, compared to the broader market0.005.0010.0015.002.163.29
The chart of Martin ratio for GQI, currently valued at 8.86, compared to the broader market0.0020.0040.0060.0080.00100.008.8617.66
GQI
FTHI

The current GQI Sharpe Ratio is 1.52, which is lower than the FTHI Sharpe Ratio of 2.18. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.00Tue 17Wed 18Thu 19Fri 20Sat 21Dec 22Mon 23Tue 24Wed 25Thu 26Fri 27Sat 28Dec 29Mon 30
1.52
2.18
GQI
FTHI

Dividends

GQI vs. FTHI - Dividend Comparison

GQI's dividend yield for the trailing twelve months is around 7.72%, less than FTHI's 8.59% yield.


TTM2023202220212020201920182017201620152014
GQI
Natixis Gateway Quality Income ETF
7.72%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTHI
First Trust BuyWrite Income ETF
8.59%8.50%9.06%4.37%4.76%4.21%4.76%4.02%4.43%4.98%3.96%

Drawdowns

GQI vs. FTHI - Drawdown Comparison

The maximum GQI drawdown since its inception was -7.64%, 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. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-2.19%
-2.26%
GQI
FTHI

Volatility

GQI vs. FTHI - Volatility Comparison

Natixis Gateway Quality Income ETF (GQI) has a higher volatility of 3.67% compared to First Trust BuyWrite Income ETF (FTHI) at 3.19%. This indicates that GQI's price experiences larger fluctuations and is considered to be riskier than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember
3.67%
3.19%
GQI
FTHI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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