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QDTY vs. QQQY.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDTY vs. QQQY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF (QDTY) and IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.DE). The values are adjusted to include any dividend payments, if applicable.

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QDTY vs. QQQY.DE - Yearly Performance Comparison


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

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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

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

QDTY
QDTY Risk / Return Rank: 4141
Overall Rank
QDTY Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
QDTY Sortino Ratio Rank: 3535
Sortino Ratio Rank
QDTY Omega Ratio Rank: 4848
Omega Ratio Rank
QDTY Calmar Ratio Rank: 4646
Calmar Ratio Rank
QDTY Martin Ratio Rank: 4545
Martin Ratio Rank

QQQY.DE
QQQY.DE Risk / Return Rank: 1616
Overall Rank
QQQY.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
QQQY.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
QQQY.DE Omega Ratio Rank: 1717
Omega Ratio Rank
QQQY.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
QQQY.DE Martin Ratio Rank: 1717
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.

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.


QDTYQQQY.DEDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.38

+0.28

Sortino ratio

Return per unit of downside risk

1.08

0.75

+0.33

Omega ratio

Gain probability vs. loss probability

1.19

1.13

+0.06

Calmar ratio

Return relative to maximum drawdown

1.25

0.63

+0.62

Martin ratio

Return relative to average drawdown

4.44

1.43

+3.01

QDTY vs. QQQY.DE - Sharpe Ratio Comparison

The current QDTY Sharpe Ratio is 0.67, which is higher than the QQQY.DE Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of QDTY and QQQY.DE, 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


QDTYQQQY.DEDifference

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.


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


QDTYQQQY.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.25%

-20.15%

+11.90%

Average Drawdown

Average peak-to-trough decline

-4.94%

-11.01%

+6.07%

Ulcer Index

Depth 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


QDTYQQQY.DEDifference

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%