QQQI vs. SCHY

Last updated Jun 9, 2026

QQQI (NEOS Nasdaq-100 High Income ETF) and SCHY (Schwab International Dividend Equity ETF) are both exchange-traded funds - QQQI is a Nasdaq-100 fund actively managed by Neos, while SCHY is a Dividend fund tracking the Dow Jones International Dividend 100 Index. QQQI is actively managed, while SCHY is passively managed. Over the past year, QQQI returned 25.86% vs 21.14% for SCHY. At a 0.36 correlation, their price movements are largely independent. QQQI charges 0.68%/yr vs 0.08%/yr for SCHY.

Performance

QQQI vs. SCHY - Performance Comparison

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

Returns By Period

In the year-to-date period, QQQI achieves a 9.93% return, which is significantly higher than SCHY's 7.47% return.

QQQI

• 1D: 1.27%
• 1M: -0.05%
• YTD: 9.93%
• 6M: 9.25%
• 1Y: 25.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHY

• 1D: 0.09%
• 1M: -0.99%
• YTD: 7.47%
• 6M: 10.12%
• 1Y: 21.14%
• 3Y*: 14.84%
• 5Y*: 7.76%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQI vs. SCHY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QQQI NEOS Nasdaq-100 High Income ETF	9.93%	18.62%	19.83%
SCHY Schwab International Dividend Equity ETF	7.47%	33.98%	-1.27%

Correlation

The correlation between QQQI and SCHY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (All Time) Calculated using the full available price history since Jan 31, 2024	0.36

QQQI vs. SCHY - Sectors Allocation Comparison

Sectors	QQQI	SCHY
Technology	53.3%	3.8%
Communication Services	15.7%	15.8%
Consumer Cyclical	12.1%	7.9%
Consumer Defensive	7.7%	14.8%
Healthcare	4.3%	4.0%
Industrials	3.3%	13.8%
Utilities	1.5%	7.4%
Basic Materials	1.2%	5.7%
Energy	0.7%	10.3%
Financial Services	0.3%	15.8%
Real Estate	0.1%	0.9%

Return for Risk

QQQI vs. SCHY — Risk / Return Rank

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

QQQI

QQQI Risk / Return Rank: 64
QQQI Sharpe Ratio Rank: 63
QQQI Sortino Ratio Rank: 58
QQQI Omega Ratio Rank: 66
QQQI Calmar Ratio Rank: 60
QQQI Martin Ratio Rank: 71

SCHY

SCHY Risk / Return Rank: 54
SCHY Sharpe Ratio Rank: 59
SCHY Sortino Ratio Rank: 57
SCHY Omega Ratio Rank: 56
SCHY Calmar Ratio Rank: 52
SCHY Martin Ratio Rank: 48

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.

QQQI vs. SCHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Nasdaq-100 High Income ETF (QQQI) and Schwab International Dividend Equity ETF (SCHY). 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.

	QQQI	SCHY	Difference
Sharpe ratio: Return per unit of total volatility	1.91	1.78	+0.13
Sortino ratio: Return per unit of downside risk	2.48	2.44	+0.04
Omega ratio: Gain probability vs. loss probability	1.36	1.31	+0.04
Calmar ratio: Return relative to maximum drawdown	2.70	2.33	+0.37
Martin ratio: Return relative to average drawdown	11.98	7.31	+4.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QQQI vs. SCHY - Sharpe Ratio Comparison

The current QQQI Sharpe Ratio is 1.91, which is comparable to the SCHY Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of QQQI and SCHY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QQQI	SCHY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.91	1.78	+0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.22	0.65	+0.57

Drawdowns

QQQI vs. SCHY - Drawdown Comparison

The maximum QQQI drawdown since its inception was -20.00%, smaller than the maximum SCHY drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for QQQI and SCHY.

Drawdown Indicators

	QQQI	SCHY	Difference
Max Drawdown Largest peak-to-trough decline	-20.00%	-24.04%	+4.04%
Max Drawdown (1Y) Largest decline over 1 year	-9.61%	-9.11%	-0.50%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.16%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.04%	—
Current Drawdown Current decline from peak	-3.26%	-5.55%	+2.29%
Average Drawdown Average peak-to-trough decline	-2.20%	-4.97%	+2.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	2.90%	-0.74%

Volatility

QQQI vs. SCHY - Volatility Comparison

NEOS Nasdaq-100 High Income ETF (QQQI) has a higher volatility of 5.07% compared to Schwab International Dividend Equity ETF (SCHY) at 2.83%. This indicates that QQQI's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QQQI	SCHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.07%	2.83%	+2.24%
Volatility (6M) Calculated over the trailing 6-month period	10.75%	9.86%	+0.89%
Volatility (1Y) Calculated over the trailing 1-year period	13.65%	11.96%	+1.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.25%	13.26%	+3.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.25%	13.23%	+4.02%

QQQI vs. SCHY - Expense Ratio Comparison

QQQI has a 0.68% expense ratio, which is higher than SCHY's 0.08% expense ratio.

Dividends

QQQI vs. SCHY - Dividend Comparison

QQQI's dividend yield for the trailing twelve months is around 13.61%, more than SCHY's 3.45% yield.

Position	TTM	2025	2024	2023	2022	2021
QQQI NEOS Nasdaq-100 High Income ETF	13.61%	13.82%	12.85%	0.00%	0.00%	0.00%
SCHY Schwab International Dividend Equity ETF	3.45%	3.55%	4.64%	3.97%	3.67%	1.73%

Frequently Asked Questions

Can I hold both QQQI and SCHY in my portfolio?

QQQI and SCHY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QQQI or SCHY?

QQQI has higher volatility (5.07%) compared to SCHY (2.83%). In terms of maximum drawdown, QQQI dropped -20.00% vs SCHY's -24.04%.

Which ETF is better, QQQI or SCHY?

On 1-year performance, QQQI leads with 25.86% vs 21.14% for SCHY. On fees, SCHY is cheaper at 0.08% per year. On volatility, SCHY has been the lower-risk option at 2.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QQQI or SCHY?

Over the 1-year period, QQQI has performed better with a 25.86% return vs 21.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QQQI or SCHY?

SCHY is cheaper with a 0.08% expense ratio, compared with 0.68% for QQQI.

Which ETF pays a higher dividend yield, QQQI or SCHY?

QQQI has the higher dividend yield at 13.61%, compared with 3.45% for SCHY.

What is the main difference between QQQI and SCHY?

QQQI is categorized as Nasdaq-100, while SCHY is Dividend. They also come from different issuers: Neos and Charles Schwab. Their fees differ too: 0.68% for QQQI and 0.08% for SCHY.

Which has better risk-adjusted returns?

QQQI currently has the higher Sharpe Ratio (1.91 vs 1.78), 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.