PortfoliosLab logo
QQQI vs. IQQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QQQI and IQQQ is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

QQQI vs. IQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Nasdaq 100 High Income ETF (QQQI) and ProShares Nasdaq-100 High Income ETF (IQQQ). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
7.83%
1.15%
QQQI
IQQQ

Key characteristics

Sharpe Ratio

QQQI:

0.60

IQQQ:

0.32

Sortino Ratio

QQQI:

0.98

IQQQ:

0.54

Omega Ratio

QQQI:

1.15

IQQQ:

1.08

Calmar Ratio

QQQI:

0.64

IQQQ:

0.34

Martin Ratio

QQQI:

2.50

IQQQ:

1.07

Ulcer Index

QQQI:

5.08%

IQQQ:

6.47%

Daily Std Dev

QQQI:

21.32%

IQQQ:

21.76%

Max Drawdown

QQQI:

-20.00%

IQQQ:

-20.41%

Current Drawdown

QQQI:

-10.71%

IQQQ:

-15.11%

Returns By Period

In the year-to-date period, QQQI achieves a -6.16% return, which is significantly higher than IQQQ's -10.88% return.


QQQI

YTD

-6.16%

1M

-4.75%

6M

-1.99%

1Y

10.62%

5Y*

N/A

10Y*

N/A

IQQQ

YTD

-10.88%

1M

-8.31%

6M

-8.01%

1Y

4.82%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QQQI vs. IQQQ - Expense Ratio Comparison

QQQI has a 0.68% expense ratio, which is higher than IQQQ's 0.55% expense ratio.


Expense ratio chart for QQQI: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQI: 0.68%
Expense ratio chart for IQQQ: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IQQQ: 0.55%

Risk-Adjusted Performance

QQQI vs. IQQQ — Risk-Adjusted Performance Rank

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

QQQI
The Risk-Adjusted Performance Rank of QQQI is 6868
Overall Rank
The Sharpe Ratio Rank of QQQI is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQI is 6767
Sortino Ratio Rank
The Omega Ratio Rank of QQQI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of QQQI is 7272
Calmar Ratio Rank
The Martin Ratio Rank of QQQI is 6868
Martin Ratio Rank

IQQQ
The Risk-Adjusted Performance Rank of IQQQ is 4747
Overall Rank
The Sharpe Ratio Rank of IQQQ is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of IQQQ is 4545
Sortino Ratio Rank
The Omega Ratio Rank of IQQQ is 4646
Omega Ratio Rank
The Calmar Ratio Rank of IQQQ is 5151
Calmar Ratio Rank
The Martin Ratio Rank of IQQQ is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QQQI vs. IQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Nasdaq 100 High Income ETF (QQQI) and ProShares Nasdaq-100 High Income ETF (IQQQ). 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 chart of Sharpe ratio for QQQI, currently valued at 0.60, compared to the broader market-1.000.001.002.003.004.00
QQQI: 0.60
IQQQ: 0.32
The chart of Sortino ratio for QQQI, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.00
QQQI: 0.98
IQQQ: 0.54
The chart of Omega ratio for QQQI, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
QQQI: 1.15
IQQQ: 1.08
The chart of Calmar ratio for QQQI, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.0012.00
QQQI: 0.64
IQQQ: 0.34
The chart of Martin ratio for QQQI, currently valued at 2.50, compared to the broader market0.0020.0040.0060.00
QQQI: 2.50
IQQQ: 1.07

The current QQQI Sharpe Ratio is 0.60, which is higher than the IQQQ Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of QQQI and IQQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.200.000.200.400.600.80Thu 27Sat 29Mon 31Wed 02Fri 04Apr 06Tue 08Thu 10Sat 12Mon 14Wed 16Fri 18Apr 20Tue 22Thu 24
0.60
0.32
QQQI
IQQQ

Dividends

QQQI vs. IQQQ - Dividend Comparison

QQQI's dividend yield for the trailing twelve months is around 15.57%, more than IQQQ's 12.96% yield.


Drawdowns

QQQI vs. IQQQ - Drawdown Comparison

The maximum QQQI drawdown since its inception was -20.00%, roughly equal to the maximum IQQQ drawdown of -20.41%. Use the drawdown chart below to compare losses from any high point for QQQI and IQQQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.71%
-15.11%
QQQI
IQQQ

Volatility

QQQI vs. IQQQ - Volatility Comparison

NEOS Nasdaq 100 High Income ETF (QQQI) has a higher volatility of 15.24% compared to ProShares Nasdaq-100 High Income ETF (IQQQ) at 12.94%. This indicates that QQQI's price experiences larger fluctuations and is considered to be riskier than IQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.24%
12.94%
QQQI
IQQQ