NETL vs. EGGQ

Last updated Jun 4, 2026

NETL (NETLease Corporate Real Estate ETF) and EGGQ (NestYield Visionary ETF) are both exchange-traded funds - NETL is a REIT fund tracking the Fundamental Income Net Lease Real Estate Index, while EGGQ is a Derivative Income fund actively managed by NestYield. NETL is passively managed, while EGGQ is actively managed. Over the past year, NETL returned 11.59% vs 59.14% for EGGQ. At a correlation of -0.05, they often move in opposite directions. NETL charges 0.60%/yr vs 0.89%/yr for EGGQ.

Performance

NETL vs. EGGQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NETLease Corporate Real Estate ETF (NETL) and NestYield Visionary ETF (EGGQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NETL achieves a 10.34% return, which is significantly lower than EGGQ's 37.81% return.

NETL

• 1D: -1.14%
• 1M: -1.07%
• YTD: 10.34%
• 6M: 9.20%
• 1Y: 11.59%
• 3Y*: 7.12%
• 5Y*: 1.33%
• 10Y*: —

EGGQ

• 1D: -1.08%
• 1M: 14.33%
• YTD: 37.81%
• 6M: 36.39%
• 1Y: 59.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NETL vs. EGGQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
NETL NETLease Corporate Real Estate ETF	10.34%	6.05%	1.05%
EGGQ NestYield Visionary ETF	37.81%	25.92%	-1.32%

Correlation

The correlation between NETL and EGGQ is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.12
Correlation (All Time) Calculated using the full available price history since Dec 31, 2024	-0.05

Return for Risk

NETL vs. EGGQ — Risk / Return Rank

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

NETL

NETL Risk / Return Rank: 25
NETL Sharpe Ratio Rank: 24
NETL Sortino Ratio Rank: 23
NETL Omega Ratio Rank: 22
NETL Calmar Ratio Rank: 26
NETL Martin Ratio Rank: 29

EGGQ

EGGQ Risk / Return Rank: 53
EGGQ Sharpe Ratio Rank: 55
EGGQ Sortino Ratio Rank: 48
EGGQ Omega Ratio Rank: 52
EGGQ Calmar Ratio Rank: 60
EGGQ Martin Ratio Rank: 48

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.

NETL vs. EGGQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NETLease Corporate Real Estate ETF (NETL) and NestYield Visionary ETF (EGGQ). 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.

	NETL	EGGQ	Difference
Sharpe ratio: Return per unit of total volatility	0.86	1.90	-1.05
Sortino ratio: Return per unit of downside risk	1.26	2.38	-1.13
Omega ratio: Gain probability vs. loss probability	1.15	1.32	-0.18
Calmar ratio: Return relative to maximum drawdown	1.27	3.01	-1.74
Martin ratio: Return relative to average drawdown	3.99	8.15	-4.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NETL vs. EGGQ - Sharpe Ratio Comparison

The current NETL Sharpe Ratio is 0.86, which is lower than the EGGQ Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of NETL and EGGQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NETL	EGGQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.86	1.90	-1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	1.42	-1.23

Drawdowns

NETL vs. EGGQ - Drawdown Comparison

The maximum NETL drawdown since its inception was -51.48%, which is greater than EGGQ's maximum drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for NETL and EGGQ.

Drawdown Indicators

	NETL	EGGQ	Difference
Max Drawdown Largest peak-to-trough decline	-51.48%	-22.70%	-28.78%
Max Drawdown (1Y) Largest decline over 1 year	-9.16%	-19.76%	+10.60%
Max Drawdown (3Y) Largest decline over 3 years	-19.30%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.74%	—	—
Current Drawdown Current decline from peak	-3.68%	-1.08%	-2.60%
Average Drawdown Average peak-to-trough decline	-11.65%	-5.69%	-5.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	7.28%	-4.37%

Volatility

NETL vs. EGGQ - Volatility Comparison

The current volatility for NETLease Corporate Real Estate ETF (NETL) is 3.66%, while NestYield Visionary ETF (EGGQ) has a volatility of 12.59%. This indicates that NETL experiences smaller price fluctuations and is considered to be less risky than EGGQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NETL	EGGQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.66%	12.59%	-8.93%
Volatility (6M) Calculated over the trailing 6-month period	9.66%	25.07%	-15.41%
Volatility (1Y) Calculated over the trailing 1-year period	13.57%	31.24%	-17.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.94%	32.64%	-14.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.92%	32.64%	-6.72%

NETL vs. EGGQ - Expense Ratio Comparison

NETL has a 0.60% expense ratio, which is lower than EGGQ's 0.89% expense ratio.

Dividends

NETL vs. EGGQ - Dividend Comparison

NETL's dividend yield for the trailing twelve months is around 4.83%, less than EGGQ's 5.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
EGGQ NestYield Visionary ETF	5.54%	5.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NETL NETLease Corporate Real Estate ETF	4.83%	5.12%	5.08%	4.57%	4.47%	4.03%	3.98%	2.52%

Frequently Asked Questions

Can I hold both NETL and EGGQ in my portfolio?

NETL and EGGQ have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NETL or EGGQ?

EGGQ has higher volatility (12.59%) compared to NETL (3.66%). In terms of maximum drawdown, NETL dropped -51.48% vs EGGQ's -22.70%.

Which ETF is better, NETL or EGGQ?

On 1-year performance, EGGQ leads with 59.14% vs 11.59% for NETL. On fees, NETL is cheaper at 0.60% per year. On volatility, NETL has been the lower-risk option at 3.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NETL or EGGQ?

Over the 1-year period, EGGQ has performed better with a 59.14% return vs 11.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NETL or EGGQ?

NETL is cheaper with a 0.60% expense ratio, compared with 0.89% for EGGQ.

Which ETF pays a higher dividend yield, NETL or EGGQ?

EGGQ has the higher dividend yield at 5.54%, compared with 4.83% for NETL.

What is the main difference between NETL and EGGQ?

NETL is categorized as REIT, while EGGQ is Derivative Income. They also come from different issuers: Exchange Traded Concepts and NestYield. Their fees differ too: 0.60% for NETL and 0.89% for EGGQ.

Which has better risk-adjusted returns?

EGGQ currently has the higher Sharpe Ratio (1.90 vs 0.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.