QDTY vs. QQQY.DE
Compare and contrast key facts about YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF (QDTY) and IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.DE).
QDTY and QQQY.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDTY is an actively managed fund by YieldMax. It was launched on Feb 12, 2025. QQQY.DE is an actively managed fund by Leverage Shares. It was launched on Aug 27, 2024.
Performance
QDTY vs. QQQY.DE - Performance Comparison
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QDTY vs. QQQY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QDTY YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF | -5.24% | 11.37% |
QQQY.DE IncomeShares Nasdaq 100 Options(0DTE)ETP EUR | -9.32% | 11.23% |
Different Trading Currencies
QDTY is traded in USD, while QQQY.DE is traded in EUR. To make them comparable, the QQQY.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, QDTY achieves a -5.24% return, which is significantly higher than QQQY.DE's -9.32% return.
QDTY
- 1D
- 1.31%
- 1M
- -3.25%
- YTD
- -5.24%
- 6M
- -0.97%
- 1Y
- 17.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQQY.DE
- 1D
- -4.70%
- 1M
- -7.69%
- YTD
- -9.32%
- 6M
- -7.00%
- 1Y
- 10.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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QDTY vs. QQQY.DE - Expense Ratio Comparison
QDTY has a 1.01% expense ratio, which is higher than QQQY.DE's 0.45% expense ratio.
Return for Risk
QDTY vs. QQQY.DE — Risk / Return Rank
QDTY
QQQY.DE
QDTY vs. QQQY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF (QDTY) 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.
| QDTY | QQQY.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.38 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.08 | 0.75 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 0.63 | +0.62 |
Martin ratioReturn relative to average drawdown | 4.44 | 1.43 | +3.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDTY | QQQY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 0.38 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.15 | +0.03 |
Correlation
The correlation between QDTY and QQQY.DE is 0.53, 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
QDTY vs. QQQY.DE - Dividend Comparison
QDTY's dividend yield for the trailing twelve months is around 37.20%, less than QQQY.DE's 101.02% yield.
| TTM | 2025 | 2024 | |
|---|---|---|---|
QDTY YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF | 37.20% | 26.82% | 0.00% |
QQQY.DE IncomeShares Nasdaq 100 Options(0DTE)ETP EUR | 101.02% | 128.10% | 4.14% |
Drawdowns
QDTY vs. QQQY.DE - Drawdown Comparison
The maximum QDTY drawdown since its inception was -23.45%, which is greater than QQQY.DE's maximum drawdown of -20.36%. Use the drawdown chart below to compare losses from any high point for QDTY and QQQY.DE.
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Drawdown Indicators
| QDTY | QQQY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.45% | -25.57% | +2.12% |
Max Drawdown (1Y)Largest decline over 1 year | -14.86% | -20.15% | +5.29% |
Current DrawdownCurrent decline from peak | -8.25% | -20.15% | +11.90% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -11.01% | +6.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 9.40% | -5.22% |
Volatility
QDTY vs. QQQY.DE - Volatility Comparison
The current volatility for YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF (QDTY) is 5.67%, while IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.DE) has a volatility of 6.29%. This indicates that QDTY 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
| QDTY | QQQY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 6.29% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 12.15% | 22.83% | -10.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.83% | 27.07% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.91% | 27.90% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.91% | 27.90% | -0.99% |