QQQH vs. GPIQ

In the year-to-date period, QQQH achieves a 1.55% return, which is significantly lower than GPIQ's 1.76% return.

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QQQH has a 0.68% expense ratio, which is higher than GPIQ's 0.29% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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.

The current QQQH Sharpe Ratio is 0.13, which is lower than the GPIQ Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of QQQH and GPIQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QQQH's dividend yield for the trailing twelve months is around 8.20%, less than GPIQ's 10.40% yield.

The maximum QQQH drawdown since its inception was -52.73%, which is greater than GPIQ's maximum drawdown of -21.06%. Use the drawdown chart below to compare losses from any high point for QQQH and GPIQ. For additional features, visit the drawdowns tool.

The current volatility for NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH) is 3.37%, while Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) has a volatility of 4.90%. This indicates that QQQH experiences smaller price fluctuations and is considered to be less risky than GPIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.