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QHDG vs. ONEH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QHDG vs. ONEH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Hedged Nasdaq-100 ETF (QHDG) and TrueShares Equity Hedge ETF (ONEH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


QHDG

1D
-0.03%
1M
0.89%
YTD
1.03%
6M
0.25%
1Y
11.61%
3Y*
5Y*
10Y*

ONEH

1D
-0.08%
1M
-0.16%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QHDG vs. ONEH - Yearly Performance Comparison


Correlation

The correlation between QHDG and ONEH is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 30, 2026

0.14

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Return for Risk

QHDG vs. ONEH — Risk / Return Rank

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

QHDG
QHDG Risk / Return Rank: 3737
Overall Rank
QHDG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
QHDG Sortino Ratio Rank: 3535
Sortino Ratio Rank
QHDG Omega Ratio Rank: 4141
Omega Ratio Rank
QHDG Calmar Ratio Rank: 3434
Calmar Ratio Rank
QHDG Martin Ratio Rank: 3737
Martin Ratio Rank

ONEH
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.

QHDG vs. ONEH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Hedged Nasdaq-100 ETF (QHDG) and TrueShares Equity Hedge ETF (ONEH). 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.


QHDGONEHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

1.67

Martin ratioReturn relative to average drawdown

5.69

QHDG vs. ONEH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QHDGONEHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

-1.35

+2.24

Drawdowns

QHDG vs. ONEH - Drawdown Comparison

The maximum QHDG drawdown since its inception was -15.29%, which is greater than ONEH's maximum drawdown of -3.55%. Use the drawdown chart below to compare losses from any high point for QHDG and ONEH.


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Drawdown Indicators


QHDGONEHDifference

Max Drawdown

Largest peak-to-trough decline

-15.29%

-3.55%

-11.74%

Max Drawdown (1Y)

Largest decline over 1 year

-7.00%

Current Drawdown

Current decline from peak

-1.00%

-2.18%

+1.18%

Average Drawdown

Average peak-to-trough decline

-2.15%

-1.58%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

Volatility

QHDG vs. ONEH - Volatility Comparison


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Volatility by Period


QHDGONEHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.26%

Volatility (6M)

Calculated over the trailing 6-month period

6.54%

Volatility (1Y)

Calculated over the trailing 1-year period

8.79%

4.66%

+4.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.44%

4.66%

+7.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.44%

4.66%

+7.78%

QHDG vs. ONEH - Expense Ratio Comparison

Both QHDG and ONEH have an expense ratio of 0.79%.


Dividends

QHDG vs. ONEH - Dividend Comparison

Neither QHDG nor ONEH has paid dividends to shareholders.


PositionTTM20252024
ONEH
TrueShares Equity Hedge ETF
0.00%0.00%0.00%
QHDG
Innovator Hedged Nasdaq-100 ETF
0.00%0.00%0.02%

Frequently Asked Questions


QHDG and ONEH have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.79% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

QHDG and ONEH have the same expense ratio: 0.79% per year.

QHDG and ONEH have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Innovator and TrueShares.

Portfolio Optimizer

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