SFYI vs. FTQI
SFYI (SoFi Social 50 Income ETF) and FTQI (First Trust Nasdaq BuyWrite Income ETF) are both exchange-traded funds - SFYI is a Derivative Income fund actively managed by Tidal, while FTQI is a Nasdaq-100 fund tracking the NASDAQ-100 Index. SFYI is actively managed, while FTQI is passively managed. A 0.52 correlation means they provide meaningful diversification when combined. SFYI charges 0.73%/yr vs 0.75%/yr for FTQI.
Performance
SFYI vs. FTQI - Performance Comparison
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Returns By Period
SFYI
- 1D
- -1.23%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTQI
- 1D
- -0.72%
- 1M
- 1.28%
- 6M
- 11.68%
- YTD
- 12.76%
- 1Y
- 26.34%
- 3Y*
- 16.62%
- 5Y*
- 12.26%
- 10Y*
- 7.85%
SFYI vs. FTQI - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SFYI SoFi Social 50 Income ETF | -0.91% |
FTQI First Trust Nasdaq BuyWrite Income ETF | -0.14% |
Correlation
The correlation between SFYI and FTQI is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 7, 2026 | 0.52 |
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Return for Risk
SFYI vs. FTQI — Risk / Return Rank
SFYI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FTQI
SFYI vs. FTQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Social 50 Income ETF (SFYI) and First Trust Nasdaq BuyWrite Income ETF (FTQI). 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.
| SFYI | FTQI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.45 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.24 | — |
| Martin ratioReturn relative to average drawdown | — | 20.07 | — |
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Drawdowns
SFYI vs. FTQI - Drawdown Comparison
The maximum SFYI drawdown since its inception was -2.10%, smaller than the maximum FTQI drawdown of -19.42%. Use the drawdown chart below to compare losses from any high point for SFYI and FTQI.
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Drawdown Indicators
| SFYI | FTQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.10% | -19.42% | +17.32% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.24% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.42% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.42% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.42% | — |
Current DrawdownCurrent decline from peak | -2.10% | -0.85% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -0.78% | -3.73% | +2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.32% | — |
Volatility
SFYI vs. FTQI - Volatility Comparison
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Volatility by Period
| SFYI | FTQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.92% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.83% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 10.87% | +2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.64% | 14.82% | -1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.64% | 12.98% | +0.66% |
SFYI vs. FTQI - Expense Ratio Comparison
SFYI has a 0.73% expense ratio, which is lower than FTQI's 0.75% expense ratio.
Dividends
SFYI vs. FTQI - Dividend Comparison
SFYI has not paid dividends to shareholders, while FTQI's dividend yield for the trailing twelve months is around 10.92%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTQI First Trust Nasdaq BuyWrite Income ETF | 10.92% | 11.46% | 11.66% | 11.49% | 9.85% | 3.05% | 3.27% | 2.95% | 3.27% | 2.74% | 3.02% | 3.54% |
SFYI SoFi Social 50 Income ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SFYI and FTQI have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SFYI is cheaper at 0.73% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SFYI is cheaper with a 0.73% expense ratio, compared with 0.75% for FTQI.
FTQI has the higher dividend yield at 10.92%, compared with 0.00% for SFYI.
SFYI is categorized as Derivative Income, while FTQI is Nasdaq-100. They also come from different issuers: Tidal and First Trust. Their fees differ too: 0.73% for SFYI and 0.75% for FTQI.
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