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QQQE vs. BALQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQE vs. BALQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE) and iShares Nasdaq Premium Income Active ETF (BALQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQQE achieves a 19.12% return, which is significantly lower than BALQ's 22.89% return.


QQQE

1D
-0.10%
1M
10.46%
YTD
19.12%
6M
17.48%
1Y
28.68%
3Y*
18.69%
5Y*
10.30%
10Y*
15.49%

BALQ

1D
-0.21%
1M
11.15%
YTD
22.89%
6M
22.29%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQE vs. BALQ - Yearly Performance Comparison


Correlation

The correlation between QQQE and BALQ is 0.86, 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 Dec 4, 2025

0.87

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Return for Risk

QQQE vs. BALQ — Risk / Return Rank

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

QQQE
QQQE Risk / Return Rank: 5858
Overall Rank
QQQE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QQQE Sortino Ratio Rank: 5757
Sortino Ratio Rank
QQQE Omega Ratio Rank: 5555
Omega Ratio Rank
QQQE Calmar Ratio Rank: 6161
Calmar Ratio Rank
QQQE Martin Ratio Rank: 5959
Martin Ratio Rank

BALQ
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.

QQQE vs. BALQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion NASDAQ-100 Equal Weighted Index Shares (QQQE) and iShares Nasdaq Premium Income Active ETF (BALQ). 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.


QQQEBALQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.06

Martin ratioReturn relative to average drawdown

10.57

QQQE vs. BALQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QQQEBALQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

2.81

-2.05

Drawdowns

QQQE vs. BALQ - Drawdown Comparison

The maximum QQQE drawdown since its inception was -32.14%, which is greater than BALQ's maximum drawdown of -11.79%. Use the drawdown chart below to compare losses from any high point for QQQE and BALQ.


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Drawdown Indicators


QQQEBALQDifference

Max Drawdown

Largest peak-to-trough decline

-32.14%

-11.79%

-20.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

Max Drawdown (3Y)

Largest decline over 3 years

-21.38%

Max Drawdown (5Y)

Largest decline over 5 years

-32.14%

Max Drawdown (10Y)

Largest decline over 10 years

-32.14%

Current Drawdown

Current decline from peak

-0.10%

-0.21%

+0.11%

Average Drawdown

Average peak-to-trough decline

-5.17%

-2.37%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

Volatility

QQQE vs. BALQ - Volatility Comparison


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Volatility by Period


QQQEBALQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

Volatility (1Y)

Calculated over the trailing 1-year period

14.15%

18.03%

-3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.30%

18.03%

+2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

18.03%

+2.69%

QQQE vs. BALQ - Expense Ratio Comparison

Both QQQE and BALQ have an expense ratio of 0.35%.


Dividends

QQQE vs. BALQ - Dividend Comparison

QQQE's dividend yield for the trailing twelve months is around 0.52%, less than BALQ's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
BALQ
iShares Nasdaq Premium Income Active ETF
4.59%0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
0.52%0.52%0.86%0.79%0.98%3.83%0.54%0.74%0.80%0.65%1.17%0.57%

Frequently Asked Questions


QQQE and BALQ have a correlation of 0.86, 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 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

QQQE and BALQ have the same expense ratio: 0.35% per year.

BALQ has the higher dividend yield at 4.59%, compared with 0.52% for QQQE.

They also come from different issuers: Direxion and iShares.

Portfolio Optimizer

Find the right allocation for QQQE and BALQ

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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