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QQQT vs. SRLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQT vs. SRLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Nasdaq 100 Income Target ETF (QQQT) and SPDR Blackstone Senior Loan ETF (SRLN). The values are adjusted to include any dividend payments, if applicable.

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QQQT vs. SRLN - Yearly Performance Comparison


2026 (YTD)20252024
QQQT
Defiance Nasdaq 100 Income Target ETF
-4.89%14.04%4.51%
SRLN
SPDR Blackstone Senior Loan ETF
-1.39%6.77%5.02%

Returns By Period

In the year-to-date period, QQQT achieves a -4.89% return, which is significantly lower than SRLN's -1.39% return.


QQQT

1D
1.30%
1M
-3.45%
YTD
-4.89%
6M
-4.59%
1Y
17.69%
3Y*
5Y*
10Y*

SRLN

1D
0.20%
1M
1.56%
YTD
-1.39%
6M
0.39%
1Y
5.55%
3Y*
7.49%
5Y*
4.50%
10Y*
4.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQQT vs. SRLN - Expense Ratio Comparison

QQQT has a 1.05% expense ratio, which is higher than SRLN's 0.70% expense ratio.


Return for Risk

QQQT vs. SRLN — Risk / Return Rank

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

QQQT
QQQT Risk / Return Rank: 4949
Overall Rank
QQQT Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
QQQT Sortino Ratio Rank: 4747
Sortino Ratio Rank
QQQT Omega Ratio Rank: 5252
Omega Ratio Rank
QQQT Calmar Ratio Rank: 5454
Calmar Ratio Rank
QQQT Martin Ratio Rank: 4949
Martin Ratio Rank

SRLN
SRLN Risk / Return Rank: 6969
Overall Rank
SRLN Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SRLN Sortino Ratio Rank: 7272
Sortino Ratio Rank
SRLN Omega Ratio Rank: 8484
Omega Ratio Rank
SRLN Calmar Ratio Rank: 6363
Calmar Ratio Rank
SRLN Martin Ratio Rank: 5757
Martin Ratio Rank
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.

QQQT vs. SRLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Nasdaq 100 Income Target ETF (QQQT) and SPDR Blackstone Senior Loan ETF (SRLN). 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.


QQQTSRLNDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.29

-0.46

Sortino ratio

Return per unit of downside risk

1.34

1.88

-0.53

Omega ratio

Gain probability vs. loss probability

1.20

1.34

-0.14

Calmar ratio

Return relative to maximum drawdown

1.46

1.65

-0.19

Martin ratio

Return relative to average drawdown

4.81

5.85

-1.04

QQQT vs. SRLN - Sharpe Ratio Comparison

The current QQQT Sharpe Ratio is 0.83, which is lower than the SRLN Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of QQQT and SRLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QQQTSRLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.29

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.68

-0.32

Correlation

The correlation between QQQT and SRLN is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QQQT vs. SRLN - Dividend Comparison

QQQT's dividend yield for the trailing twelve months is around 23.01%, more than SRLN's 7.70% yield.


TTM20252024202320222021202020192018201720162015
QQQT
Defiance Nasdaq 100 Income Target ETF
23.01%21.27%10.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SRLN
SPDR Blackstone Senior Loan ETF
7.70%7.67%8.58%8.44%5.72%4.45%4.91%5.39%4.98%4.01%3.94%4.43%

Drawdowns

QQQT vs. SRLN - Drawdown Comparison

The maximum QQQT drawdown since its inception was -22.50%, roughly equal to the maximum SRLN drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for QQQT and SRLN.


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Drawdown Indicators


QQQTSRLNDifference

Max Drawdown

Largest peak-to-trough decline

-22.50%

-22.29%

-0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-3.28%

-9.45%

Max Drawdown (5Y)

Largest decline over 5 years

-7.93%

Max Drawdown (10Y)

Largest decline over 10 years

-22.29%

Current Drawdown

Current decline from peak

-8.78%

-1.75%

-7.03%

Average Drawdown

Average peak-to-trough decline

-4.26%

-1.11%

-3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

0.93%

+2.94%

Volatility

QQQT vs. SRLN - Volatility Comparison

Defiance Nasdaq 100 Income Target ETF (QQQT) has a higher volatility of 6.36% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 1.78%. This indicates that QQQT's price experiences larger fluctuations and is considered to be riskier than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQTSRLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

1.78%

+4.58%

Volatility (6M)

Calculated over the trailing 6-month period

11.87%

2.56%

+9.31%

Volatility (1Y)

Calculated over the trailing 1-year period

21.51%

4.32%

+17.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.63%

3.89%

+16.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.63%

6.05%

+14.58%