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SIXH vs. DVQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SIXH vs. DVQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) and WEBs QQQ Defined Volatility ETF (DVQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SIXH achieves a 7.20% return, which is significantly lower than DVQQ's 21.39% return.


SIXH

1D
0.48%
1M
-0.21%
YTD
7.20%
6M
8.70%
1Y
10.61%
3Y*
12.22%
5Y*
8.95%
10Y*

DVQQ

1D
-0.37%
1M
14.84%
YTD
21.39%
6M
18.25%
1Y
49.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIXH vs. DVQQ - Yearly Performance Comparison


2026 (YTD)20252024
SIXH
6 Meridian Hedged Equity-Index Option Strategy ETF
7.20%9.47%-0.29%
DVQQ
WEBs QQQ Defined Volatility ETF
21.39%18.03%-7.61%

Correlation

The correlation between SIXH and DVQQ is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2024

0.05

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Return for Risk

SIXH vs. DVQQ — Risk / Return Rank

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

SIXH
SIXH Risk / Return Rank: 4242
Overall Rank
SIXH Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SIXH Sortino Ratio Rank: 4343
Sortino Ratio Rank
SIXH Omega Ratio Rank: 3838
Omega Ratio Rank
SIXH Calmar Ratio Rank: 4949
Calmar Ratio Rank
SIXH Martin Ratio Rank: 3939
Martin Ratio Rank

DVQQ
DVQQ Risk / Return Rank: 6060
Overall Rank
DVQQ Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DVQQ Sortino Ratio Rank: 5858
Sortino Ratio Rank
DVQQ Omega Ratio Rank: 6060
Omega Ratio Rank
DVQQ Calmar Ratio Rank: 5757
Calmar Ratio Rank
DVQQ Martin Ratio Rank: 5454
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.

SIXH vs. DVQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) and WEBs QQQ Defined Volatility ETF (DVQQ). 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.


SIXHDVQQDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.25

1.36

-0.12

Calmar ratioReturn relative to maximum drawdown

2.44

2.80

-0.36

Martin ratioReturn relative to average drawdown

6.25

9.21

-2.96

SIXH vs. DVQQ - Sharpe Ratio Comparison

The current SIXH Sharpe Ratio is 1.40, which is lower than the DVQQ Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of SIXH and DVQQ, 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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Sharpe Ratios by Period


SIXHDVQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

2.19

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.88

+0.17

Drawdowns

SIXH vs. DVQQ - Drawdown Comparison

The maximum SIXH drawdown since its inception was -11.68%, smaller than the maximum DVQQ drawdown of -25.09%. Use the drawdown chart below to compare losses from any high point for SIXH and DVQQ.


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Drawdown Indicators


SIXHDVQQDifference

Max Drawdown

Largest peak-to-trough decline

-11.68%

-25.09%

+13.41%

Max Drawdown (1Y)

Largest decline over 1 year

-4.36%

-17.89%

+13.53%

Max Drawdown (3Y)

Largest decline over 3 years

-9.10%

Max Drawdown (5Y)

Largest decline over 5 years

-11.68%

Current Drawdown

Current decline from peak

-2.42%

-0.37%

-2.05%

Average Drawdown

Average peak-to-trough decline

-1.85%

-7.16%

+5.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

5.43%

-3.73%

Volatility

SIXH vs. DVQQ - Volatility Comparison

The current volatility for 6 Meridian Hedged Equity-Index Option Strategy ETF (SIXH) is 2.31%, while WEBs QQQ Defined Volatility ETF (DVQQ) has a volatility of 6.29%. This indicates that SIXH experiences smaller price fluctuations and is considered to be less risky than DVQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIXHDVQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.31%

6.29%

-3.98%

Volatility (6M)

Calculated over the trailing 6-month period

6.02%

16.08%

-10.06%

Volatility (1Y)

Calculated over the trailing 1-year period

7.60%

22.86%

-15.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.37%

24.37%

-14.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.15%

24.37%

-14.22%

SIXH vs. DVQQ - Expense Ratio Comparison

SIXH has a 0.87% expense ratio, which is lower than DVQQ's 0.94% expense ratio.


Dividends

SIXH vs. DVQQ - Dividend Comparison

SIXH's dividend yield for the trailing twelve months is around 1.90%, more than DVQQ's 0.03% yield.


PositionTTM202520242023202220212020
DVQQ
WEBs QQQ Defined Volatility ETF
0.03%0.04%0.00%0.00%0.00%0.00%0.00%
SIXH
6 Meridian Hedged Equity-Index Option Strategy ETF
1.90%2.23%1.55%2.04%2.06%1.65%1.10%

Frequently Asked Questions


SIXH and DVQQ have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DVQQ has higher volatility (6.29%) compared to SIXH (2.31%). In terms of maximum drawdown, SIXH dropped -11.68% vs DVQQ's -25.09%.

On 1-year performance, DVQQ leads with 49.85% vs 10.61% for SIXH. On fees, SIXH is cheaper at 0.87% per year. On volatility, SIXH has been the lower-risk option at 2.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DVQQ has performed better with a 49.85% return vs 10.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SIXH is cheaper with a 0.87% expense ratio, compared with 0.94% for DVQQ.

SIXH has the higher dividend yield at 1.90%, compared with 0.03% for DVQQ.

SIXH is categorized as Volatility Hedged Equity, while DVQQ is Large Cap Growth Equities. They also come from different issuers: Exchange Traded Concepts and WEBs. Their fees differ too: 0.87% for SIXH and 0.94% for DVQQ.

DVQQ currently has the higher Sharpe Ratio (2.19 vs 1.40), 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.

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