QQQH vs. WTMF
Compare and contrast key facts about NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH) and WisdomTree Managed Futures Strategy Fund (WTMF).
QQQH and WTMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QQQH is managed by Neos. It was launched on Dec 19, 2019. WTMF is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Managed Futures Index. It was launched on Jan 5, 2011.
Performance
QQQH vs. WTMF - Performance Comparison
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QQQH vs. WTMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QQQH NEOS Nasdaq-100 Hedged Equity Income ETF | -3.47% | 14.17% | 25.98% | 30.96% | -28.35% | 9.76% | 18.62% | 0.31% |
WTMF WisdomTree Managed Futures Strategy Fund | 4.38% | 12.17% | 3.20% | 16.72% | -6.52% | 9.48% | 0.48% | 0.20% |
Returns By Period
In the year-to-date period, QQQH achieves a -3.47% return, which is significantly lower than WTMF's 4.38% return.
QQQH
- 1D
- 2.16%
- 1M
- -3.15%
- YTD
- -3.47%
- 6M
- -1.45%
- 1Y
- 15.06%
- 3Y*
- 18.85%
- 5Y*
- 7.44%
- 10Y*
- —
WTMF
- 1D
- 0.93%
- 1M
- 0.14%
- YTD
- 4.38%
- 6M
- 7.96%
- 1Y
- 19.83%
- 3Y*
- 9.85%
- 5Y*
- 6.55%
- 10Y*
- 3.04%
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QQQH vs. WTMF - Expense Ratio Comparison
QQQH has a 0.68% expense ratio, which is higher than WTMF's 0.65% expense ratio.
Return for Risk
QQQH vs. WTMF — Risk / Return Rank
QQQH
WTMF
QQQH vs. WTMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH) and WisdomTree Managed Futures Strategy Fund (WTMF). 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.
| QQQH | WTMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 2.10 | -1.08 |
Sortino ratioReturn per unit of downside risk | 1.58 | 2.87 | -1.29 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.39 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 4.66 | -2.97 |
Martin ratioReturn relative to average drawdown | 7.97 | 17.86 | -9.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QQQH | WTMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 2.10 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.69 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.12 | +0.54 |
Correlation
The correlation between QQQH and WTMF is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
QQQH vs. WTMF - Dividend Comparison
QQQH's dividend yield for the trailing twelve months is around 9.48%, more than WTMF's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QQQH NEOS Nasdaq-100 Hedged Equity Income ETF | 9.48% | 8.86% | 7.53% | 7.18% | 9.05% | 7.77% | 7.48% | 0.65% | 0.00% |
WTMF WisdomTree Managed Futures Strategy Fund | 2.92% | 3.04% | 3.57% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% |
Drawdowns
QQQH vs. WTMF - Drawdown Comparison
The maximum QQQH drawdown since its inception was -31.24%, roughly equal to the maximum WTMF drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for QQQH and WTMF.
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Drawdown Indicators
| QQQH | WTMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.24% | -30.79% | -0.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -4.11% | -4.76% |
Max Drawdown (5Y)Largest decline over 5 years | -31.24% | -13.21% | -18.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.99% | — |
Current DrawdownCurrent decline from peak | -4.94% | -1.25% | -3.69% |
Average DrawdownAverage peak-to-trough decline | -8.49% | -17.91% | +9.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 1.07% | +0.81% |
Volatility
QQQH vs. WTMF - Volatility Comparison
NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH) has a higher volatility of 4.48% compared to WisdomTree Managed Futures Strategy Fund (WTMF) at 3.38%. This indicates that QQQH's price experiences larger fluctuations and is considered to be riskier than WTMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQH | WTMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 3.38% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 7.51% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.73% | 9.49% | +5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.40% | 9.59% | +3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.51% | 8.10% | +5.41% |