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QQQH vs. GLDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQH vs. GLDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH) and Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QQQH achieves a 6.04% return, which is significantly higher than GLDI's -2.64% return.


QQQH

1D
0.43%
1M
0.39%
YTD
6.04%
6M
6.64%
1Y
17.03%
3Y*
19.00%
5Y*
8.74%
10Y*

GLDI

1D
0.42%
1M
-6.93%
YTD
-2.64%
6M
-2.08%
1Y
14.82%
3Y*
17.80%
5Y*
10.20%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQH vs. GLDI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QQQH
NEOS Nasdaq-100 Hedged Equity Income ETF
6.04%14.17%25.98%30.96%-28.35%9.76%18.62%0.47%
GLDI
Credit Suisse X-Links Gold Shares Covered Call ETN
-2.64%34.25%17.76%8.93%-1.11%-3.42%23.50%1.97%

Correlation

The correlation between QQQH and GLDI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2019

0.12

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Return for Risk

QQQH vs. GLDI — Risk / Return Rank

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

QQQH
QQQH Risk / Return Rank: 5858
Overall Rank
QQQH Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QQQH Sortino Ratio Rank: 5252
Sortino Ratio Rank
QQQH Omega Ratio Rank: 5959
Omega Ratio Rank
QQQH Calmar Ratio Rank: 5656
Calmar Ratio Rank
QQQH Martin Ratio Rank: 6565
Martin Ratio Rank

GLDI
GLDI Risk / Return Rank: 2929
Overall Rank
GLDI Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GLDI Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLDI Omega Ratio Rank: 3333
Omega Ratio Rank
GLDI Calmar Ratio Rank: 2525
Calmar Ratio Rank
GLDI Martin Ratio Rank: 3030
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.

QQQH vs. GLDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH) and Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI). 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.


QQQHGLDIDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.31

1.20

+0.11

Calmar ratioReturn relative to maximum drawdown

2.46

1.05

+1.41

Martin ratioReturn relative to average drawdown

10.33

3.77

+6.55

QQQH vs. GLDI - Sharpe Ratio Comparison

The current QQQH Sharpe Ratio is 1.66, which is higher than the GLDI Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of QQQH and GLDI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QQQH vs. GLDI - Drawdown Comparison

The maximum QQQH drawdown since its inception was -31.24%, roughly equal to the maximum GLDI drawdown of -32.26%. Use the drawdown chart below to compare losses from any high point for QQQH and GLDI.


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Drawdown Indicators


QQQHGLDIDifference

Max Drawdown

Largest peak-to-trough decline

-31.24%

-32.26%

+1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-6.96%

-14.14%

+7.18%

Max Drawdown (3Y)

Largest decline over 3 years

-15.18%

-14.14%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-31.24%

-14.14%

-17.10%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-1.75%

-11.63%

+9.88%

Average Drawdown

Average peak-to-trough decline

-8.24%

-13.99%

+5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

3.94%

-2.29%

Volatility

QQQH vs. GLDI - Volatility Comparison

The current volatility for NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH) is 4.05%, while Credit Suisse X-Links Gold Shares Covered Call ETN (GLDI) has a volatility of 6.70%. This indicates that QQQH experiences smaller price fluctuations and is considered to be less risky than GLDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQHGLDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

6.70%

-2.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.20%

14.24%

-6.04%

Volatility (1Y)

Calculated over the trailing 1-year period

10.32%

15.75%

-5.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.28%

11.61%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.42%

11.50%

+1.92%

QQQH vs. GLDI - Expense Ratio Comparison

QQQH has a 0.68% expense ratio, which is higher than GLDI's 0.65% expense ratio.


Dividends

QQQH vs. GLDI - Dividend Comparison

QQQH's dividend yield for the trailing twelve months is around 8.89%, less than GLDI's 23.45% yield.


PositionTTM20252024202320222021202020192018201720162015
GLDI
Credit Suisse X-Links Gold Shares Covered Call ETN
23.45%16.15%10.45%10.02%13.73%10.65%14.25%7.25%5.33%7.77%17.26%10.07%
QQQH
NEOS Nasdaq-100 Hedged Equity Income ETF
8.89%8.86%7.53%7.18%9.05%7.77%7.48%0.65%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QQQH and GLDI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLDI has higher volatility (6.70%) compared to QQQH (4.05%). In terms of maximum drawdown, QQQH dropped -31.24% vs GLDI's -32.26%.

On 5-year performance, GLDI leads with 10.20% vs 8.74% for QQQH. On fees, GLDI is cheaper at 0.65% per year. On volatility, QQQH has been the lower-risk option at 4.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GLDI has performed better with a 10.20% return vs 8.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLDI is cheaper with a 0.65% expense ratio, compared with 0.68% for QQQH.

GLDI has the higher dividend yield at 23.45%, compared with 8.89% for QQQH.

QQQH is categorized as Nasdaq-100, while GLDI is Precious Metals. They also come from different issuers: Neos and Credit Suisse. Their fees differ too: 0.68% for QQQH and 0.65% for GLDI.

QQQH currently has the higher Sharpe Ratio (1.66 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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