SCHY vs. QQQI

Last updated Jun 9, 2026

SCHY (Schwab International Dividend Equity ETF) and QQQI (NEOS Nasdaq-100 High Income ETF) are both exchange-traded funds - SCHY is a Dividend fund tracking the Dow Jones International Dividend 100 Index, while QQQI is a Nasdaq-100 fund actively managed by Neos. SCHY is passively managed, while QQQI is actively managed. Over the past year, SCHY returned 21.14% vs 25.86% for QQQI. At a 0.37 correlation, their price movements are largely independent. SCHY charges 0.08%/yr vs 0.68%/yr for QQQI.

Performance

SCHY vs. QQQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Dividend Equity ETF (SCHY) and NEOS Nasdaq-100 High Income ETF (QQQI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCHY achieves a 7.47% return, which is significantly lower than QQQI's 9.93% return.

SCHY

• 1D: 0.09%
• 1M: -0.99%
• YTD: 7.47%
• 6M: 10.12%
• 1Y: 21.14%
• 3Y*: 14.84%
• 5Y*: 7.76%
• 10Y*: —

QQQI

• 1D: 1.27%
• 1M: -0.05%
• YTD: 9.93%
• 6M: 9.25%
• 1Y: 25.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHY vs. QQQI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SCHY Schwab International Dividend Equity ETF	7.47%	33.98%	-1.51%
QQQI NEOS Nasdaq-100 High Income ETF	9.93%	18.62%	19.44%

Correlation

The correlation between SCHY and QQQI is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (All Time) Calculated using the full available price history since Jan 30, 2024	0.37

SCHY vs. QQQI - Sectors Allocation Comparison

Sectors	SCHY	QQQI
Financial Services	15.8%	0.3%
Communication Services	15.8%	15.7%
Consumer Defensive	14.8%	7.7%
Industrials	13.8%	3.3%
Energy	10.3%	0.7%
Consumer Cyclical	7.9%	12.1%
Utilities	7.4%	1.5%
Basic Materials	5.7%	1.2%
Healthcare	4.0%	4.3%
Technology	3.8%	53.3%
Real Estate	0.9%	0.1%

Return for Risk

SCHY vs. QQQI — Risk / Return Rank

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

SCHY

SCHY Risk / Return Rank: 54
SCHY Sharpe Ratio Rank: 59
SCHY Sortino Ratio Rank: 57
SCHY Omega Ratio Rank: 56
SCHY Calmar Ratio Rank: 52
SCHY Martin Ratio Rank: 48

QQQI

QQQI Risk / Return Rank: 64
QQQI Sharpe Ratio Rank: 63
QQQI Sortino Ratio Rank: 58
QQQI Omega Ratio Rank: 66
QQQI Calmar Ratio Rank: 60
QQQI Martin Ratio Rank: 71

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.

SCHY vs. QQQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) 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.

	SCHY	QQQI	Difference
Sharpe ratio: Return per unit of total volatility	1.78	1.91	-0.13
Sortino ratio: Return per unit of downside risk	2.44	2.48	-0.04
Omega ratio: Gain probability vs. loss probability	1.31	1.36	-0.04
Calmar ratio: Return relative to maximum drawdown	2.33	2.70	-0.37
Martin ratio: Return relative to average drawdown	7.31	11.98	-4.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCHY vs. QQQI - Sharpe Ratio Comparison

The current SCHY Sharpe Ratio is 1.78, which is comparable to the QQQI Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of SCHY 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.

Sharpe Ratios by Period

	SCHY	QQQI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.78	1.91	-0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	1.22	-0.57

Drawdowns

SCHY vs. QQQI - Drawdown Comparison

The maximum SCHY drawdown since its inception was -24.04%, which is greater than QQQI's maximum drawdown of -20.00%. Use the drawdown chart below to compare losses from any high point for SCHY and QQQI.

Drawdown Indicators

	SCHY	QQQI	Difference
Max Drawdown Largest peak-to-trough decline	-24.04%	-20.00%	-4.04%
Max Drawdown (1Y) Largest decline over 1 year	-9.11%	-9.61%	+0.50%
Max Drawdown (3Y) Largest decline over 3 years	-12.16%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.04%	—	—
Current Drawdown Current decline from peak	-5.55%	-3.26%	-2.29%
Average Drawdown Average peak-to-trough decline	-4.97%	-2.20%	-2.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	2.16%	+0.74%

Volatility

SCHY vs. QQQI - Volatility Comparison

The current volatility for Schwab International Dividend Equity ETF (SCHY) is 2.83%, while NEOS Nasdaq-100 High Income ETF (QQQI) has a volatility of 5.07%. This indicates that SCHY experiences smaller price fluctuations and is considered to be less risky than QQQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHY	QQQI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.83%	5.07%	-2.24%
Volatility (6M) Calculated over the trailing 6-month period	9.86%	10.75%	-0.89%
Volatility (1Y) Calculated over the trailing 1-year period	11.96%	13.65%	-1.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.26%	17.25%	-3.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.23%	17.25%	-4.02%

SCHY vs. QQQI - Expense Ratio Comparison

SCHY has a 0.08% expense ratio, which is lower than QQQI's 0.68% expense ratio.

Dividends

SCHY vs. QQQI - Dividend Comparison

SCHY's dividend yield for the trailing twelve months is around 3.45%, less than QQQI's 13.61% yield.

Position	TTM	2025	2024	2023	2022	2021
QQQI NEOS Nasdaq-100 High Income ETF	13.61%	13.82%	12.85%	0.00%	0.00%	0.00%
SCHY Schwab International Dividend Equity ETF	3.45%	3.55%	4.64%	3.97%	3.67%	1.73%

Frequently Asked Questions

Can I hold both SCHY and QQQI in my portfolio?

SCHY and QQQI have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHY or QQQI?

QQQI has higher volatility (5.07%) compared to SCHY (2.83%). In terms of maximum drawdown, SCHY dropped -24.04% vs QQQI's -20.00%.

Which ETF is better, SCHY or QQQI?

On 1-year performance, QQQI leads with 25.86% vs 21.14% for SCHY. On fees, SCHY is cheaper at 0.08% per year. On volatility, SCHY has been the lower-risk option at 2.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCHY or QQQI?

Over the 1-year period, QQQI has performed better with a 25.86% return vs 21.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCHY or QQQI?

SCHY is cheaper with a 0.08% expense ratio, compared with 0.68% for QQQI.

Which ETF pays a higher dividend yield, SCHY or QQQI?

QQQI has the higher dividend yield at 13.61%, compared with 3.45% for SCHY.

What is the main difference between SCHY and QQQI?

SCHY is categorized as Dividend, while QQQI is Nasdaq-100. They also come from different issuers: Charles Schwab and Neos. Their fees differ too: 0.08% for SCHY and 0.68% for QQQI.

Which has better risk-adjusted returns?

QQQI currently has the higher Sharpe Ratio (1.91 vs 1.78), 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.