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SCDL vs. QQQI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCDL vs. QQQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) and NEOS Nasdaq-100 High Income ETF (QQQI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCDL achieves a 47.30% return, which is significantly higher than QQQI's 6.90% return.


SCDL

1D
0.55%
1M
6.51%
6M
26.03%
YTD
47.30%
1Y
61.99%
3Y*
20.93%
5Y*
11.62%
10Y*
ALL TIME*
16.37%

QQQI

1D
0.68%
1M
-3.08%
6M
5.69%
YTD
6.90%
1Y
17.94%
3Y*
5Y*
10Y*
ALL TIME*
18.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$341.25M$334.46M$358.36M
$12.99K$29.73K$21.90K

SCDL vs. QQQI - Yearly Performance Comparison


2026 (YTD)20252024
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
47.30%2.05%12.25%
QQQI
NEOS Nasdaq-100 High Income ETF
6.90%18.62%19.44%

Correlation

The correlation between SCDL and QQQI is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2024

0.26

The correlation between SCDL and QQQI shifts across timeframes, from 0.06 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SCDL vs. QQQI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCDL
SCDL Risk / Return Rank: 9494
Overall Rank
SCDL Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SCDL Sortino Ratio Rank: 9595
Sortino Ratio Rank
SCDL Omega Ratio Rank: 9292
Omega Ratio Rank
SCDL Calmar Ratio Rank: 9696
Calmar Ratio Rank
SCDL Martin Ratio Rank: 9191
Martin Ratio Rank

QQQI
QQQI Risk / Return Rank: 4343
Overall Rank
QQQI Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
QQQI Sortino Ratio Rank: 3838
Sortino Ratio Rank
QQQI Omega Ratio Rank: 3939
Omega Ratio Rank
QQQI Calmar Ratio Rank: 4747
Calmar Ratio Rank
QQQI Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCDL vs. QQQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) and NEOS Nasdaq-100 High Income ETF (QQQI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SCDLQQQIDifference
Sharpe ratioReturn per unit of total volatility

+1.83

Sortino ratioReturn per unit of downside risk

+2.55

Omega ratioGain probability vs. loss probability

1.46

1.18

+0.27

Calmar ratioReturn relative to maximum drawdown

6.00

1.67

+4.33

Martin ratioReturn relative to average drawdown

15.42

6.03

+9.39

SCDL vs. QQQI - Sharpe Ratio Comparison

The current SCDL Sharpe Ratio is 2.81, which is higher than the QQQI Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SCDL and QQQI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCDL vs. QQQI - Drawdown Comparison

The maximum SCDL drawdown since its inception was -34.87%, which is greater than QQQI's maximum drawdown of -20.00%. Use the drawdown chart below to compare losses from any high point for SCDL and QQQI.


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Drawdown Indicators


SCDLQQQIDifference

Max Drawdown

Largest peak-to-trough decline

-34.87%

-20.00%

-14.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-9.61%

-0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-32.79%

Max Drawdown (5Y)

Largest decline over 5 years

-34.87%

Current Drawdown

Current decline from peak

-2.42%

-5.92%

+3.50%

Average Drawdown

Average peak-to-trough decline

-11.68%

-2.27%

-9.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

2.67%

+1.29%

Volatility

SCDL vs. QQQI - Volatility Comparison

ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) has a higher volatility of 8.22% compared to NEOS Nasdaq-100 High Income ETF (QQQI) at 6.53%. This indicates that SCDL's price experiences larger fluctuations and is considered to be riskier than QQQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCDLQQQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

6.53%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

15.67%

13.66%

+2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

21.95%

16.35%

+5.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.02%

17.75%

+11.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.76%

17.75%

+11.01%

SCDL vs. QQQI - Expense Ratio Comparison

SCDL has a 0.95% expense ratio, which is higher than QQQI's 0.68% expense ratio.


Dividends

SCDL vs. QQQI - Dividend Comparison

SCDL has not paid dividends to shareholders, while QQQI's dividend yield for the trailing twelve months is around 14.38%.


PositionTTM20252024
QQQI
NEOS Nasdaq-100 High Income ETF
14.38%13.82%12.85%
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
0.00%0.00%0.00%

Frequently Asked Questions


SCDL and QQQI have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCDL has higher volatility (8.22%) compared to QQQI (6.53%). In terms of maximum drawdown, SCDL dropped -34.87% vs QQQI's -20.00%.

On 1-year performance, SCDL leads with 61.99% vs 17.94% for QQQI. On fees, QQQI is cheaper at 0.68% per year. On volatility, QQQI has been the lower-risk option at 6.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SCDL has performed better with a 61.99% return vs 17.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQI is cheaper with a 0.68% expense ratio, compared with 0.95% for SCDL.

QQQI has the higher dividend yield at 14.38%, compared with 0.00% for SCDL.

SCDL is categorized as Leveraged Equities, while QQQI is Nasdaq-100. They also come from different issuers: UBS and Neos. Their fees differ too: 0.95% for SCDL and 0.68% for QQQI.

SCDL currently has the higher Sharpe Ratio (2.81 vs 0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SCDL and QQQI

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