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QQQY.L vs. GOOO.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQY.L vs. GOOO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) and IncomeShares Alphabet (GOOG) Options ETP GBP (GOOO.L). The values are adjusted to include any dividend payments, if applicable.

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QQQY.L vs. GOOO.L - Yearly Performance Comparison


2026 (YTD)20252024
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
-8.98%14.25%4.37%
GOOO.L
IncomeShares Alphabet (GOOG) Options ETP GBP
-9.32%45.40%16.72%
Different Trading Currencies

QQQY.L is traded in USD, while GOOO.L is traded in GBp. To make them comparable, the GOOO.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with QQQY.L having a -8.98% return and GOOO.L slightly lower at -9.32%.


QQQY.L

1D
-4.38%
1M
-7.58%
YTD
-8.98%
6M
-6.97%
1Y
7.35%
3Y*
5Y*
10Y*

GOOO.L

1D
0.68%
1M
-5.79%
YTD
-9.32%
6M
8.15%
1Y
54.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQQY.L vs. GOOO.L - Expense Ratio Comparison

QQQY.L has a 0.45% expense ratio, which is lower than GOOO.L's 0.55% expense ratio.


Return for Risk

QQQY.L vs. GOOO.L — Risk / Return Rank

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

QQQY.L
QQQY.L Risk / Return Rank: 2626
Overall Rank
QQQY.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
QQQY.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
QQQY.L Omega Ratio Rank: 2424
Omega Ratio Rank
QQQY.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
QQQY.L Martin Ratio Rank: 3434
Martin Ratio Rank

GOOO.L
GOOO.L Risk / Return Rank: 8686
Overall Rank
GOOO.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GOOO.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
GOOO.L Omega Ratio Rank: 8181
Omega Ratio Rank
GOOO.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
GOOO.L Martin Ratio Rank: 8484
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.

QQQY.L vs. GOOO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) and IncomeShares Alphabet (GOOG) Options ETP GBP (GOOO.L). 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.LGOOO.LDifference

Sharpe ratio

Return per unit of total volatility

0.43

2.07

-1.64

Sortino ratio

Return per unit of downside risk

0.65

2.78

-2.12

Omega ratio

Gain probability vs. loss probability

1.10

1.34

-0.24

Calmar ratio

Return relative to maximum drawdown

0.78

2.91

-2.13

Martin ratio

Return relative to average drawdown

3.17

10.56

-7.39

QQQY.L vs. GOOO.L - Sharpe Ratio Comparison

The current QQQY.L Sharpe Ratio is 0.43, which is lower than the GOOO.L Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of QQQY.L and GOOO.L, 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


QQQY.LGOOO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

2.07

-1.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

1.27

-0.94

Correlation

The correlation between QQQY.L and GOOO.L is 0.42, 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

QQQY.L vs. GOOO.L - Dividend Comparison

QQQY.L's dividend yield for the trailing twelve months is around 100.37%, more than GOOO.L's 14.98% yield.


TTM20252024
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
100.37%120.60%18.65%
GOOO.L
IncomeShares Alphabet (GOOG) Options ETP GBP
14.98%11.49%1.94%

Drawdowns

QQQY.L vs. GOOO.L - Drawdown Comparison

The maximum QQQY.L drawdown since its inception was -19.23%, smaller than the maximum GOOO.L drawdown of -26.78%. Use the drawdown chart below to compare losses from any high point for QQQY.L and GOOO.L.


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Drawdown Indicators


QQQY.LGOOO.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.23%

-28.28%

+9.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-16.31%

+5.23%

Current Drawdown

Current decline from peak

-10.84%

-13.96%

+3.12%

Average Drawdown

Average peak-to-trough decline

-3.44%

-8.21%

+4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

4.86%

-2.21%

Volatility

QQQY.L vs. GOOO.L - Volatility Comparison

IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) and IncomeShares Alphabet (GOOG) Options ETP GBP (GOOO.L) have volatilities of 6.30% and 6.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQY.LGOOO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

6.61%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

16.63%

-6.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.53%

26.40%

-8.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.59%

25.95%

-4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

25.95%

-4.36%