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QQQY.L vs. VDIV.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQY.L vs. VDIV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE). The values are adjusted to include any dividend payments, if applicable.

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QQQY.L vs. VDIV.DE - Yearly Performance Comparison


Different Trading Currencies

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

Returns By Period

In the year-to-date period, QQQY.L achieves a -8.98% return, which is significantly lower than VDIV.DE's 7.88% return.


QQQY.L

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

VDIV.DE

1D
0.19%
1M
-1.14%
YTD
7.88%
6M
16.05%
1Y
32.75%
3Y*
23.11%
5Y*
17.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQQY.L vs. VDIV.DE - Expense Ratio Comparison

QQQY.L has a 0.45% expense ratio, which is higher than VDIV.DE's 0.38% expense ratio.


Return for Risk

QQQY.L vs. VDIV.DE — 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

VDIV.DE
VDIV.DE Risk / Return Rank: 8585
Overall Rank
VDIV.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VDIV.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
VDIV.DE Omega Ratio Rank: 9090
Omega Ratio Rank
VDIV.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
VDIV.DE Martin Ratio Rank: 9090
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. VDIV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE). 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.LVDIV.DEDifference

Sharpe ratio

Return per unit of total volatility

0.43

2.18

-1.75

Sortino ratio

Return per unit of downside risk

0.65

2.70

-2.05

Omega ratio

Gain probability vs. loss probability

1.10

1.45

-0.35

Calmar ratio

Return relative to maximum drawdown

0.78

2.74

-1.96

Martin ratio

Return relative to average drawdown

3.17

15.10

-11.92

QQQY.L vs. VDIV.DE - Sharpe Ratio Comparison

The current QQQY.L Sharpe Ratio is 0.43, which is lower than the VDIV.DE Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of QQQY.L and VDIV.DE, 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.LVDIV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

2.18

-1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.87

-0.54

Correlation

The correlation between QQQY.L and VDIV.DE is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QQQY.L vs. VDIV.DE - Dividend Comparison

QQQY.L's dividend yield for the trailing twelve months is around 100.37%, more than VDIV.DE's 3.33% yield.


TTM20252024202320222021202020192018
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
100.37%120.60%18.65%0.00%0.00%0.00%0.00%0.00%0.00%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.33%3.58%4.19%4.97%4.56%3.97%4.11%4.35%0.91%

Drawdowns

QQQY.L vs. VDIV.DE - Drawdown Comparison

The maximum QQQY.L drawdown since its inception was -19.23%, smaller than the maximum VDIV.DE drawdown of -37.84%. Use the drawdown chart below to compare losses from any high point for QQQY.L and VDIV.DE.


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Drawdown Indicators


QQQY.LVDIV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.23%

-35.93%

+16.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-13.81%

+2.73%

Max Drawdown (5Y)

Largest decline over 5 years

-15.12%

Current Drawdown

Current decline from peak

-10.84%

-0.58%

-10.26%

Average Drawdown

Average peak-to-trough decline

-3.44%

-4.25%

+0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

1.98%

+0.67%

Volatility

QQQY.L vs. VDIV.DE - Volatility Comparison

IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) has a higher volatility of 6.30% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) at 3.72%. This indicates that QQQY.L's price experiences larger fluctuations and is considered to be riskier than VDIV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQY.LVDIV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

3.72%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

8.04%

+2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

17.53%

15.01%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.59%

14.32%

+7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

17.49%

+4.10%