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QQQX vs. ETW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQX vs. ETW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) and Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW). The values are adjusted to include any dividend payments, if applicable.

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QQQX vs. ETW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
-0.51%14.87%25.61%21.68%-27.39%25.32%15.75%28.83%-11.68%39.19%
ETW
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
-1.13%20.10%19.03%9.34%-23.87%25.36%3.24%18.87%-12.10%30.42%

Fundamentals

Market Cap

QQQX:

$1.39B

ETW:

$968.69M

EPS

QQQX:

$7.57

ETW:

$2.74

PE Ratio

QQQX:

3.75

ETW:

3.26

PEG Ratio

QQQX:

0.43

ETW:

0.09

PS Ratio

QQQX:

8.63

ETW:

5.71

PB Ratio

QQQX:

1.01

ETW:

0.87

Total Revenue (TTM)

QQQX:

$160.60M

ETW:

$169.79M

Gross Profit (TTM)

QQQX:

$152.14M

ETW:

$121.86M

EBITDA (TTM)

QQQX:

$369.75M

ETW:

$296.96M

Returns By Period

In the year-to-date period, QQQX achieves a -0.51% return, which is significantly higher than ETW's -1.13% return. Over the past 10 years, QQQX has outperformed ETW with an annualized return of 11.87%, while ETW has yielded a comparatively lower 7.94% annualized return.


QQQX

1D
4.05%
1M
1.77%
YTD
-0.51%
6M
4.98%
1Y
26.55%
3Y*
13.53%
5Y*
8.16%
10Y*
11.87%

ETW

1D
1.59%
1M
-4.90%
YTD
-1.13%
6M
2.63%
1Y
18.63%
3Y*
13.24%
5Y*
6.18%
10Y*
7.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

QQQX vs. ETW — Risk / Return Rank

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

QQQX
QQQX Risk / Return Rank: 7878
Overall Rank
QQQX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
QQQX Sortino Ratio Rank: 7373
Sortino Ratio Rank
QQQX Omega Ratio Rank: 7575
Omega Ratio Rank
QQQX Calmar Ratio Rank: 8484
Calmar Ratio Rank
QQQX Martin Ratio Rank: 9191
Martin Ratio Rank

ETW
ETW Risk / Return Rank: 7474
Overall Rank
ETW Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ETW Sortino Ratio Rank: 6969
Sortino Ratio Rank
ETW Omega Ratio Rank: 7474
Omega Ratio Rank
ETW Calmar Ratio Rank: 6969
Calmar Ratio Rank
ETW Martin Ratio Rank: 8383
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.

QQQX vs. ETW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) and Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW). 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.


QQQXETWDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.02

+0.24

Sortino ratio

Return per unit of downside risk

1.87

1.60

+0.26

Omega ratio

Gain probability vs. loss probability

1.29

1.25

+0.05

Calmar ratio

Return relative to maximum drawdown

2.10

1.45

+0.64

Martin ratio

Return relative to average drawdown

10.38

7.33

+3.05

QQQX vs. ETW - Sharpe Ratio Comparison

The current QQQX Sharpe Ratio is 1.26, which is comparable to the ETW Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of QQQX and ETW, 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


QQQXETWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.02

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.37

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.40

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.33

+0.12

Correlation

The correlation between QQQX and ETW is 0.65, 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

QQQX vs. ETW - Dividend Comparison

QQQX's dividend yield for the trailing twelve months is around 8.27%, less than ETW's 8.93% yield.


TTM20252024202320222021202020192018201720162015
QQQX
Nuveen NASDAQ 100 Dynamic Overwrite Fund
8.27%7.85%6.73%7.26%9.66%5.85%6.00%6.49%8.40%5.95%7.54%7.23%
ETW
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
8.93%8.64%9.17%8.99%10.87%7.80%9.01%8.41%11.46%9.27%11.59%10.40%

Drawdowns

QQQX vs. ETW - Drawdown Comparison

The maximum QQQX drawdown since its inception was -57.25%, which is greater than ETW's maximum drawdown of -54.13%. Use the drawdown chart below to compare losses from any high point for QQQX and ETW.


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Drawdown Indicators


QQQXETWDifference

Max Drawdown

Largest peak-to-trough decline

-57.25%

-54.13%

-3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.93%

-12.62%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-29.33%

-27.94%

-1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-35.96%

-47.96%

+12.00%

Current Drawdown

Current decline from peak

-0.86%

-5.50%

+4.64%

Average Drawdown

Average peak-to-trough decline

-8.09%

-7.75%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.50%

+0.11%

Volatility

QQQX vs. ETW - Volatility Comparison

Nuveen NASDAQ 100 Dynamic Overwrite Fund (QQQX) has a higher volatility of 8.15% compared to Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) at 6.68%. This indicates that QQQX's price experiences larger fluctuations and is considered to be riskier than ETW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQXETWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

6.68%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

11.99%

9.65%

+2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

21.13%

18.27%

+2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.80%

16.75%

+3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.05%

19.83%

+1.22%