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NVDD.L vs. QQQY.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVDD.L vs. QQQY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares NVIDIA (NVDA) Options ETP GBP (NVDD.L) and IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L). The values are adjusted to include any dividend payments, if applicable.

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NVDD.L vs. QQQY.L - Yearly Performance Comparison


2026 (YTD)20252024
NVDD.L
IncomeShares NVIDIA (NVDA) Options ETP GBP
-14.11%-22.81%4.20%
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
-7.48%6.11%13.12%
Different Trading Currencies

NVDD.L is traded in GBp, while QQQY.L is traded in USD. To make them comparable, the QQQY.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, NVDD.L achieves a -14.11% return, which is significantly lower than QQQY.L's -7.48% return.


NVDD.L

1D
-1.18%
1M
-2.42%
YTD
-14.11%
6M
-18.25%
1Y
-5.72%
3Y*
5Y*
10Y*

QQQY.L

1D
-4.60%
1M
-6.53%
YTD
-7.48%
6M
-5.40%
1Y
4.65%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NVDD.L vs. QQQY.L - Expense Ratio Comparison

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


Return for Risk

NVDD.L vs. QQQY.L — Risk / Return Rank

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

NVDD.L
NVDD.L Risk / Return Rank: 1111
Overall Rank
NVDD.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NVDD.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
NVDD.L Omega Ratio Rank: 1414
Omega Ratio Rank
NVDD.L Calmar Ratio Rank: 99
Calmar Ratio Rank
NVDD.L Martin Ratio Rank: 1010
Martin Ratio Rank

QQQY.L
QQQY.L Risk / Return Rank: 2626
Overall Rank
QQQY.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
QQQY.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
QQQY.L Omega Ratio Rank: 2424
Omega Ratio Rank
QQQY.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
QQQY.L Martin Ratio Rank: 3434
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.

NVDD.L vs. QQQY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares NVIDIA (NVDA) Options ETP GBP (NVDD.L) and IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L). 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.


NVDD.LQQQY.LDifference

Sharpe ratio

Return per unit of total volatility

-0.10

0.26

-0.36

Sortino ratio

Return per unit of downside risk

0.24

0.45

-0.21

Omega ratio

Gain probability vs. loss probability

1.04

1.07

-0.03

Calmar ratio

Return relative to maximum drawdown

-0.16

0.63

-0.79

Martin ratio

Return relative to average drawdown

-0.29

1.89

-2.18

NVDD.L vs. QQQY.L - Sharpe Ratio Comparison

The current NVDD.L Sharpe Ratio is -0.10, which is lower than the QQQY.L Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of NVDD.L and QQQY.L, 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


NVDD.LQQQY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

0.26

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

0.31

-0.70

Correlation

The correlation between NVDD.L and QQQY.L is 0.44, 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

NVDD.L vs. QQQY.L - Dividend Comparison

NVDD.L has not paid dividends to shareholders, while QQQY.L's dividend yield for the trailing twelve months is around 100.37%.


TTM20252024
NVDD.L
IncomeShares NVIDIA (NVDA) Options ETP GBP
0.00%0.00%10.63%
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
100.37%120.60%18.65%

Drawdowns

NVDD.L vs. QQQY.L - Drawdown Comparison

The maximum NVDD.L drawdown since its inception was -44.37%, which is greater than QQQY.L's maximum drawdown of -22.90%. Use the drawdown chart below to compare losses from any high point for NVDD.L and QQQY.L.


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Drawdown Indicators


NVDD.LQQQY.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.37%

-19.23%

-25.14%

Max Drawdown (1Y)

Largest decline over 1 year

-41.58%

-11.08%

-30.50%

Current Drawdown

Current decline from peak

-40.96%

-10.84%

-30.12%

Average Drawdown

Average peak-to-trough decline

-21.99%

-3.44%

-18.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.65%

2.65%

+20.00%

Volatility

NVDD.L vs. QQQY.L - Volatility Comparison

IncomeShares NVIDIA (NVDA) Options ETP GBP (NVDD.L) and IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) have volatilities of 6.75% and 6.73%, 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


NVDD.LQQQY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

6.73%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

47.15%

11.40%

+35.75%

Volatility (1Y)

Calculated over the trailing 1-year period

54.49%

18.50%

+35.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.75%

22.01%

+28.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.75%

22.01%

+28.74%