QQQY.DE vs. QDTY
QQQY.DE (IncomeShares Nasdaq 100 Options(0DTE)ETP EUR) and QDTY (YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF) are both Nasdaq-100 funds. Both are actively managed. Over the past year, QQQY.DE returned 29.74% vs 35.94% for QDTY. A 0.57 correlation means they provide meaningful diversification when combined. QQQY.DE charges 0.45%/yr vs 1.01%/yr for QDTY.
Performance
QQQY.DE vs. QDTY - Performance Comparison
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Different Trading Currencies
QQQY.DE is traded in EUR, while QDTY is traded in USD. To make them comparable, the QDTY values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with QQQY.DE having a 16.00% return and QDTY slightly higher at 16.68%.
QQQY.DE
- 1D
- -0.69%
- 1M
- 7.34%
- YTD
- 16.00%
- 6M
- 15.41%
- 1Y
- 29.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDTY
- 1D
- -1.00%
- 1M
- 8.32%
- YTD
- 16.68%
- 6M
- 16.01%
- 1Y
- 35.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QQQY.DE vs. QDTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QQQY.DE IncomeShares Nasdaq 100 Options(0DTE)ETP EUR | 16.00% | -0.93% |
QDTY YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF | 16.68% | -0.78% |
Correlation
The correlation between QQQY.DE and QDTY is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2025 | 0.57 |
The correlation between QQQY.DE and QDTY has been stable across timeframes, ranging from 0.57 to 0.59 - a consistent structural relationship.
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Return for Risk
QQQY.DE vs. QDTY — Risk / Return Rank
QQQY.DE
QDTY
QQQY.DE vs. QDTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.DE) and YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF (QDTY). 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.
| QQQY.DE | QDTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.41 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 4.18 | -2.37 |
| Martin ratioReturn relative to average drawdown | 3.02 | 12.53 | -9.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QQQY.DE | QDTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 2.31 | -1.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.43 | +0.05 |
Drawdowns
QQQY.DE vs. QDTY - Drawdown Comparison
The maximum QQQY.DE drawdown since its inception was -25.57%, smaller than the maximum QDTY drawdown of -30.70%. Use the drawdown chart below to compare losses from any high point for QQQY.DE and QDTY.
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Drawdown Indicators
| QQQY.DE | QDTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.57% | -30.70% | +5.13% |
Max Drawdown (1Y)Largest decline over 1 year | -16.34% | -8.64% | -7.70% |
Current DrawdownCurrent decline from peak | -1.03% | -1.00% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -10.47% | -8.04% | -2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.83% | 2.88% | +6.95% |
Volatility
QQQY.DE vs. QDTY - Volatility Comparison
IncomeShares Nasdaq 100 Options(0DTE)ETP EUR (QQQY.DE) has a higher volatility of 3.94% compared to YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF (QDTY) at 3.01%. This indicates that QQQY.DE's price experiences larger fluctuations and is considered to be riskier than QDTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QQQY.DE | QDTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 3.01% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 11.32% | -2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.46% | 15.64% | +9.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.58% | 27.89% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.58% | 27.89% | -0.31% |
QQQY.DE vs. QDTY - Expense Ratio Comparison
QQQY.DE has a 0.45% expense ratio, which is lower than QDTY's 1.01% expense ratio.
Dividends
QQQY.DE vs. QDTY - Dividend Comparison
QQQY.DE's dividend yield for the trailing twelve months is around 67.30%, more than QDTY's 31.16% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
QDTY YieldMax Nasdaq 100 0DTE Covered Call Strategy ETF | 31.16% | 26.82% | 0.00% |
QQQY.DE IncomeShares Nasdaq 100 Options(0DTE)ETP EUR | 67.30% | 128.10% | 4.14% |
Frequently Asked Questions
QQQY.DE and QDTY have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QQQY.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QQQY.DE is cheaper with a 0.45% expense ratio, compared with 1.01% for QDTY.
They also come from different issuers: Leverage Shares and YieldMax. Their fees differ too: 0.45% for QQQY.DE and 1.01% for QDTY.
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