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QLDY vs. QQQA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QLDY vs. QQQA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Nasdaq 100 LightningSpread Income ETF (QLDY) and ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QLDY achieves a 10.66% return, which is significantly lower than QQQA's 62.20% return.


QLDY

1D
-1.66%
1M
-3.42%
YTD
10.66%
6M
8.32%
1Y
3Y*
5Y*
10Y*

QQQA

1D
-1.25%
1M
9.62%
YTD
62.20%
6M
58.27%
1Y
82.44%
3Y*
32.99%
5Y*
13.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QLDY vs. QQQA - Yearly Performance Comparison


Correlation

The correlation between QLDY and QQQA is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 18, 2025

0.85

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Return for Risk

QLDY vs. QQQA — Risk / Return Rank

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

QLDY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


QQQA
QQQA Risk / Return Rank: 8888
Overall Rank
QQQA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
QQQA Sortino Ratio Rank: 8181
Sortino Ratio Rank
QQQA Omega Ratio Rank: 8484
Omega Ratio Rank
QQQA Calmar Ratio Rank: 9393
Calmar Ratio Rank
QQQA Martin Ratio Rank: 9292
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.

QLDY vs. QQQA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Nasdaq 100 LightningSpread Income ETF (QLDY) and ProShares Nasdaq-100 Dorsey Wright Momentum ETF (QQQA). 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.


QLDYQQQADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

5.70

Martin ratioReturn relative to average drawdown

20.29

QLDY vs. QQQA - Sharpe Ratio Comparison


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Drawdowns

QLDY vs. QQQA - Drawdown Comparison

The maximum QLDY drawdown since its inception was -17.44%, smaller than the maximum QQQA drawdown of -38.44%. Use the drawdown chart below to compare losses from any high point for QLDY and QQQA.


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Drawdown Indicators


QLDYQQQADifference

Max Drawdown

Largest peak-to-trough decline

-17.44%

-38.44%

+21.00%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

Max Drawdown (3Y)

Largest decline over 3 years

-30.84%

Max Drawdown (5Y)

Largest decline over 5 years

-38.44%

Current Drawdown

Current decline from peak

-7.20%

-7.30%

+0.10%

Average Drawdown

Average peak-to-trough decline

-4.24%

-15.54%

+11.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

Volatility

QLDY vs. QQQA - Volatility Comparison


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Volatility by Period


QLDYQQQADifference

Volatility (1M)

Calculated over the trailing 1-month period

17.19%

Volatility (6M)

Calculated over the trailing 6-month period

26.69%

Volatility (1Y)

Calculated over the trailing 1-year period

21.38%

30.24%

-8.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.38%

26.72%

-5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

26.54%

-5.16%

QLDY vs. QQQA - Expense Ratio Comparison

QLDY has a 1.04% expense ratio, which is higher than QQQA's 0.58% expense ratio.


Dividends

QLDY vs. QQQA - Dividend Comparison

QLDY's dividend yield for the trailing twelve months is around 24.62%, more than QQQA's 0.06% yield.


PositionTTM20252024202320222021
QLDY
Defiance Nasdaq 100 LightningSpread Income ETF
24.62%9.34%0.00%0.00%0.00%0.00%
QQQA
ProShares Nasdaq-100 Dorsey Wright Momentum ETF
0.06%0.10%0.09%0.34%0.28%0.10%

Frequently Asked Questions


QLDY and QQQA have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQQA is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQA is cheaper with a 0.58% expense ratio, compared with 1.04% for QLDY.

QLDY has the higher dividend yield at 24.62%, compared with 0.06% for QQQA.

They also come from different issuers: Defiance and ProShares. Their fees differ too: 1.04% for QLDY and 0.58% for QQQA.

Portfolio Optimizer

Find the right allocation for QLDY and QQQA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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