PSTR vs. FTQI

Last updated Jun 27, 2026

PSTR (PeakShares Sector Rotation ETF) and FTQI (First Trust Nasdaq BuyWrite Income ETF) are both exchange-traded funds - PSTR is a Derivative Income fund actively managed by PeakShares, while FTQI is a Nasdaq-100 fund tracking the NASDAQ-100 Index. PSTR is actively managed, while FTQI is passively managed. Over the past year, PSTR returned 17.21% vs 24.70% for FTQI. A 0.79 correlation means they provide meaningful diversification when combined. PSTR charges 1.07%/yr vs 0.75%/yr for FTQI.

Performance

PSTR vs. FTQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PeakShares Sector Rotation ETF (PSTR) and First Trust Nasdaq BuyWrite Income ETF (FTQI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSTR achieves a 9.13% return, which is significantly lower than FTQI's 10.11% return.

PSTR

• 1D: 2.20%
• 1M: 0.26%
• YTD: 9.13%
• 6M: 8.48%
• 1Y: 17.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FTQI

• 1D: -0.37%
• 1M: -0.47%
• YTD: 10.11%
• 6M: 9.11%
• 1Y: 24.70%
• 3Y*: 16.45%
• 5Y*: 10.81%
• 10Y*: 8.39%

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

PSTR vs. FTQI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PSTR PeakShares Sector Rotation ETF	9.13%	10.31%	12.04%
FTQI First Trust Nasdaq BuyWrite Income ETF	10.11%	12.68%	12.72%

Correlation

The correlation between PSTR and FTQI is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (All Time) Calculated using the full available price history since Apr 30, 2024	0.79

The correlation between PSTR and FTQI has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.

PSTR vs. FTQI - Sectors Allocation Comparison

Sectors	PSTR	FTQI
Technology	38.4%	49.4%
Healthcare	11.5%	6.0%
Financial Services	9.7%	5.5%
Communication Services	9.4%	11.8%
Consumer Cyclical	7.8%	10.5%
Industrials	7.3%	4.1%
Consumer Defensive	6.0%	6.2%
Energy	3.5%	2.3%
Utilities	2.9%	1.5%
Real Estate	1.9%	1.3%
Basic Materials	1.6%	1.4%

Return for Risk

PSTR vs. FTQI — Risk / Return Rank

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

PSTR

PSTR Risk / Return Rank: 72
PSTR Sharpe Ratio Rank: 70
PSTR Sortino Ratio Rank: 74
PSTR Omega Ratio Rank: 73
PSTR Calmar Ratio Rank: 63
PSTR Martin Ratio Rank: 81

FTQI

FTQI Risk / Return Rank: 86
FTQI Sharpe Ratio Rank: 84
FTQI Sortino Ratio Rank: 84
FTQI Omega Ratio Rank: 85
FTQI Calmar Ratio Rank: 84
FTQI Martin Ratio Rank: 91

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.

PSTR vs. FTQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PeakShares Sector Rotation ETF (PSTR) and First Trust Nasdaq BuyWrite Income ETF (FTQI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PSTR	FTQI	Difference
Sharpe ratio: Return per unit of total volatility	1.94	2.35	-0.42
Sortino ratio: Return per unit of downside risk	2.82	3.25	-0.42
Omega ratio: Gain probability vs. loss probability	1.37	1.45	-0.08
Calmar ratio: Return relative to maximum drawdown	2.66	4.01	-1.34
Martin ratio: Return relative to average drawdown	13.55	19.01	-5.46

PSTR vs. FTQI - Sharpe Ratio Comparison

The current PSTR Sharpe Ratio is 1.94, which is comparable to the FTQI Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of PSTR and FTQI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSTR vs. FTQI - Drawdown Comparison

The maximum PSTR drawdown since its inception was -14.73%, smaller than the maximum FTQI drawdown of -19.42%. Use the drawdown chart below to compare losses from any high point for PSTR and FTQI.

Drawdown Indicators

	PSTR	FTQI	Difference
Max Drawdown Largest peak-to-trough decline	-14.73%	-19.42%	+4.69%
Max Drawdown (1Y) Largest decline over 1 year	-6.68%	-6.24%	-0.44%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.42%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.42%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-19.42%	—
Current Drawdown Current decline from peak	-0.65%	-1.45%	+0.80%
Average Drawdown Average peak-to-trough decline	-1.57%	-3.74%	+2.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.31%	1.31%	0.00%

Volatility

PSTR vs. FTQI - Volatility Comparison

PeakShares Sector Rotation ETF (PSTR) has a higher volatility of 3.95% compared to First Trust Nasdaq BuyWrite Income ETF (FTQI) at 3.19%. This indicates that PSTR's price experiences larger fluctuations and is considered to be riskier than FTQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSTR	FTQI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.95%	3.19%	+0.76%
Volatility (6M) Calculated over the trailing 6-month period	8.04%	8.53%	-0.49%
Volatility (1Y) Calculated over the trailing 1-year period	9.19%	10.63%	-1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.61%	14.82%	-2.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.61%	13.28%	-0.67%

PSTR vs. FTQI - Expense Ratio Comparison

PSTR has a 1.07% expense ratio, which is higher than FTQI's 0.75% expense ratio.

Dividends

PSTR vs. FTQI - Dividend Comparison

PSTR's dividend yield for the trailing twelve months is around 4.85%, less than FTQI's 11.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTQI First Trust Nasdaq BuyWrite Income ETF	11.18%	11.46%	11.66%	11.49%	9.85%	3.05%	3.27%	2.95%	3.27%	2.74%	3.02%	3.54%
PSTR PeakShares Sector Rotation ETF	4.85%	4.96%	1.57%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PSTR and FTQI in my portfolio?

PSTR and FTQI have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSTR or FTQI?

PSTR has higher volatility (3.95%) compared to FTQI (3.19%). In terms of maximum drawdown, PSTR dropped -14.73% vs FTQI's -19.42%.

Which ETF is better, PSTR or FTQI?

On 1-year performance, FTQI leads with 24.70% vs 17.21% for PSTR. On fees, FTQI is cheaper at 0.75% per year. On volatility, FTQI has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSTR or FTQI?

Over the 1-year period, FTQI has performed better with a 24.70% return vs 17.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSTR or FTQI?

FTQI is cheaper with a 0.75% expense ratio, compared with 1.07% for PSTR.

Which ETF pays a higher dividend yield, PSTR or FTQI?

FTQI has the higher dividend yield at 11.18%, compared with 4.85% for PSTR.

What is the main difference between PSTR and FTQI?

PSTR is categorized as Derivative Income, while FTQI is Nasdaq-100. They also come from different issuers: PeakShares and First Trust. Their fees differ too: 1.07% for PSTR and 0.75% for FTQI.

Which has better risk-adjusted returns?

FTQI currently has the higher Sharpe Ratio (2.35 vs 1.94), 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.