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IGOG.DE vs. QQQY.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGOG.DE vs. QQQY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in IncomeShares Alphabet (GOOG) Options ETP (IGOG.DE) and IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.DE). The values are adjusted to include any dividend payments, if applicable.

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IGOG.DE vs. QQQY.DE - Yearly Performance Comparison


2026 (YTD)20252024
IGOG.DE
IncomeShares Alphabet (GOOG) Options ETP
-4.89%30.32%8.41%
QQQY.DE
IncomeShares Nasdaq 100 Options(0DTE)ETP EUR
-8.13%2.36%2.18%

Returns By Period

In the year-to-date period, IGOG.DE achieves a -4.89% return, which is significantly higher than QQQY.DE's -8.13% return.


IGOG.DE

1D
-0.06%
1M
-5.46%
YTD
-4.89%
6M
13.06%
1Y
49.23%
3Y*
5Y*
10Y*

QQQY.DE

1D
-5.05%
1M
-6.93%
YTD
-8.13%
6M
-5.92%
1Y
2.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGOG.DE vs. QQQY.DE - Expense Ratio Comparison

IGOG.DE has a 0.55% expense ratio, which is higher than QQQY.DE's 0.45% expense ratio.


Return for Risk

IGOG.DE vs. QQQY.DE — Risk / Return Rank

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

IGOG.DE
IGOG.DE Risk / Return Rank: 8181
Overall Rank
IGOG.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IGOG.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
IGOG.DE Omega Ratio Rank: 7676
Omega Ratio Rank
IGOG.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
IGOG.DE Martin Ratio Rank: 8282
Martin Ratio Rank

QQQY.DE
QQQY.DE Risk / Return Rank: 1616
Overall Rank
QQQY.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
QQQY.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
QQQY.DE Omega Ratio Rank: 1717
Omega Ratio Rank
QQQY.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
QQQY.DE Martin Ratio Rank: 1717
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.

IGOG.DE vs. QQQY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Alphabet (GOOG) Options ETP (IGOG.DE) and IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.DE). 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.


IGOG.DEQQQY.DEDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.10

+1.30

Sortino ratio

Return per unit of downside risk

2.13

0.35

+1.79

Omega ratio

Gain probability vs. loss probability

1.30

1.06

+0.24

Calmar ratio

Return relative to maximum drawdown

4.12

0.37

+3.74

Martin ratio

Return relative to average drawdown

10.35

0.80

+9.55

IGOG.DE vs. QQQY.DE - Sharpe Ratio Comparison

The current IGOG.DE Sharpe Ratio is 1.40, which is higher than the QQQY.DE Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of IGOG.DE and QQQY.DE, 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


IGOG.DEQQQY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.10

+1.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

-0.10

+0.82

Correlation

The correlation between IGOG.DE and QQQY.DE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IGOG.DE vs. QQQY.DE - Dividend Comparison

IGOG.DE's dividend yield for the trailing twelve months is around 19.45%, less than QQQY.DE's 101.02% yield.


TTM20252024
IGOG.DE
IncomeShares Alphabet (GOOG) Options ETP
19.45%11.76%0.00%
QQQY.DE
IncomeShares Nasdaq 100 Options(0DTE)ETP EUR
101.02%128.10%4.14%

Drawdowns

IGOG.DE vs. QQQY.DE - Drawdown Comparison

The maximum IGOG.DE drawdown since its inception was -30.55%, which is greater than QQQY.DE's maximum drawdown of -25.57%. Use the drawdown chart below to compare losses from any high point for IGOG.DE and QQQY.DE.


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Drawdown Indicators


IGOG.DEQQQY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.55%

-25.57%

-4.98%

Max Drawdown (1Y)

Largest decline over 1 year

-14.05%

-20.15%

+6.10%

Current Drawdown

Current decline from peak

-12.45%

-20.15%

+7.70%

Average Drawdown

Average peak-to-trough decline

-10.10%

-11.01%

+0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.59%

9.40%

-3.81%

Volatility

IGOG.DE vs. QQQY.DE - Volatility Comparison

The current volatility for IncomeShares Alphabet (GOOG) Options ETP (IGOG.DE) is 5.99%, while IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.DE) has a volatility of 6.44%. This indicates that IGOG.DE experiences smaller price fluctuations and is considered to be less risky than QQQY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGOG.DEQQQY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

6.44%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

26.37%

23.14%

+3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

35.01%

28.28%

+6.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.34%

29.19%

+4.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.34%

29.19%

+4.15%