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QQQI vs. QDTE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QQQI and QDTE is 0.91, 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. QDTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Nasdaq 100 High Income ETF (QQQI) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
7.95%
1.51%
QQQI
QDTE

Key characteristics

Sharpe Ratio

QQQI:

0.60

QDTE:

0.36

Sortino Ratio

QQQI:

0.98

QDTE:

0.59

Omega Ratio

QQQI:

1.15

QDTE:

1.09

Calmar Ratio

QQQI:

0.64

QDTE:

0.34

Martin Ratio

QQQI:

2.50

QDTE:

1.26

Ulcer Index

QQQI:

5.08%

QDTE:

6.18%

Daily Std Dev

QQQI:

21.32%

QDTE:

21.76%

Max Drawdown

QQQI:

-20.00%

QDTE:

-22.86%

Current Drawdown

QQQI:

-10.71%

QDTE:

-17.49%

Returns By Period

In the year-to-date period, QQQI achieves a -6.16% return, which is significantly higher than QDTE's -12.55% return.


QQQI

YTD

-6.16%

1M

-4.75%

6M

-1.99%

1Y

10.62%

5Y*

N/A

10Y*

N/A

QDTE

YTD

-12.55%

1M

-11.79%

6M

-10.48%

1Y

5.91%

5Y*

N/A

10Y*

N/A

*Annualized

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QQQI vs. QDTE - Expense Ratio Comparison

QQQI has a 0.68% expense ratio, which is lower than QDTE's 0.95% expense ratio.


Expense ratio chart for QDTE: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QDTE: 0.95%
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%

Risk-Adjusted Performance

QQQI vs. QDTE — 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

QDTE
The Risk-Adjusted Performance Rank of QDTE is 4949
Overall Rank
The Sharpe Ratio Rank of QDTE is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of QDTE is 4848
Sortino Ratio Rank
The Omega Ratio Rank of QDTE is 4949
Omega Ratio Rank
The Calmar Ratio Rank of QDTE is 5252
Calmar Ratio Rank
The Martin Ratio Rank of QDTE is 4949
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. QDTE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Nasdaq 100 High Income ETF (QQQI) and Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE). 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
QDTE: 0.36
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
QDTE: 0.59
The chart of Omega ratio for QQQI, currently valued at 1.15, compared to the broader market0.501.001.502.00
QQQI: 1.15
QDTE: 1.09
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
QDTE: 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
QDTE: 1.26

The current QQQI Sharpe Ratio is 0.60, which is higher than the QDTE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of QQQI and QDTE, 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-0.200.000.200.400.600.80Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
0.60
0.36
QQQI
QDTE

Dividends

QQQI vs. QDTE - Dividend Comparison

QQQI's dividend yield for the trailing twelve months is around 15.57%, less than QDTE's 49.26% yield.


Drawdowns

QQQI vs. QDTE - Drawdown Comparison

The maximum QQQI drawdown since its inception was -20.00%, smaller than the maximum QDTE drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for QQQI and QDTE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.71%
-17.49%
QQQI
QDTE

Volatility

QQQI vs. QDTE - Volatility Comparison

NEOS Nasdaq 100 High Income ETF (QQQI) has a higher volatility of 15.24% compared to Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF (QDTE) at 13.09%. This indicates that QQQI's price experiences larger fluctuations and is considered to be riskier than QDTE 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%
13.09%
QQQI
QDTE