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NFLY vs. QDTE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NFLY and QDTE is 0.56, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

NFLY vs. QDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax NFLX Option Income Strategy ETF (NFLY) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
66.76%
2.90%
NFLY
QDTE

Key characteristics

Sharpe Ratio

NFLY:

2.58

QDTE:

0.36

Sortino Ratio

NFLY:

3.31

QDTE:

0.60

Omega Ratio

NFLY:

1.48

QDTE:

1.09

Calmar Ratio

NFLY:

4.28

QDTE:

0.34

Martin Ratio

NFLY:

15.09

QDTE:

1.26

Ulcer Index

NFLY:

4.56%

QDTE:

6.26%

Daily Std Dev

NFLY:

26.52%

QDTE:

21.80%

Max Drawdown

NFLY:

-21.45%

QDTE:

-22.86%

Current Drawdown

NFLY:

0.00%

QDTE:

-16.36%

Returns By Period

In the year-to-date period, NFLY achieves a 16.90% return, which is significantly higher than QDTE's -11.36% return.


NFLY

YTD

16.90%

1M

9.36%

6M

31.40%

1Y

71.36%

5Y*

N/A

10Y*

N/A

QDTE

YTD

-11.36%

1M

-9.00%

6M

-9.83%

1Y

8.98%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NFLY vs. QDTE - Expense Ratio Comparison

NFLY has a 0.99% expense ratio, which is higher than QDTE's 0.95% expense ratio.


Expense ratio chart for NFLY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NFLY: 0.99%
Expense ratio chart for QDTE: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QDTE: 0.95%

Risk-Adjusted Performance

NFLY vs. QDTE — Risk-Adjusted Performance Rank

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

NFLY
The Risk-Adjusted Performance Rank of NFLY is 9696
Overall Rank
The Sharpe Ratio Rank of NFLY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of NFLY is 9696
Sortino Ratio Rank
The Omega Ratio Rank of NFLY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of NFLY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NFLY is 9696
Martin Ratio Rank

QDTE
The Risk-Adjusted Performance Rank of QDTE is 4646
Overall Rank
The Sharpe Ratio Rank of QDTE is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of QDTE is 4444
Sortino Ratio Rank
The Omega Ratio Rank of QDTE is 4646
Omega Ratio Rank
The Calmar Ratio Rank of QDTE is 4949
Calmar Ratio Rank
The Martin Ratio Rank of QDTE is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NFLY vs. QDTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax NFLX Option Income Strategy ETF (NFLY) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). 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.


The chart of Sharpe ratio for NFLY, currently valued at 2.58, compared to the broader market-1.000.001.002.003.004.00
NFLY: 2.58
QDTE: 0.36
The chart of Sortino ratio for NFLY, currently valued at 3.31, compared to the broader market-2.000.002.004.006.008.00
NFLY: 3.31
QDTE: 0.60
The chart of Omega ratio for NFLY, currently valued at 1.48, compared to the broader market0.501.001.502.002.50
NFLY: 1.48
QDTE: 1.09
The chart of Calmar ratio for NFLY, currently valued at 4.28, compared to the broader market0.002.004.006.008.0010.0012.00
NFLY: 4.28
QDTE: 0.34
The chart of Martin ratio for NFLY, currently valued at 15.09, compared to the broader market0.0020.0040.0060.00
NFLY: 15.09
QDTE: 1.26

The current NFLY Sharpe Ratio is 2.58, which is higher than the QDTE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of NFLY and QDTE, 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 Ratio0.000.501.001.502.002.50Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
2.58
0.36
NFLY
QDTE

Dividends

NFLY vs. QDTE - Dividend Comparison

NFLY's dividend yield for the trailing twelve months is around 44.45%, less than QDTE's 48.60% yield.


Drawdowns

NFLY vs. QDTE - Drawdown Comparison

The maximum NFLY drawdown since its inception was -21.45%, smaller than the maximum QDTE drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for NFLY and QDTE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-16.36%
NFLY
QDTE

Volatility

NFLY vs. QDTE - Volatility Comparison

YieldMax NFLX Option Income Strategy ETF (NFLY) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) have volatilities of 13.32% and 13.17%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.32%
13.17%
NFLY
QDTE