SIXL vs. EGGQ

Last updated Jun 24, 2026

SIXL (ETC 6 Meridian Low Beta Equity Strategy ETF) and EGGQ (NestYield Visionary ETF) are both exchange-traded funds - SIXL is a Mid Cap Blend Equities fund actively managed by Exchange Traded Concepts, while EGGQ is a Derivative Income fund actively managed by NestYield. Both are actively managed. Over the past year, SIXL returned 7.44% vs 61.68% for EGGQ. At a correlation of -0.03, they often move in opposite directions. SIXL charges 0.47%/yr vs 0.89%/yr for EGGQ.

Performance

SIXL vs. EGGQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) and NestYield Visionary ETF (EGGQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SIXL achieves a 7.20% return, which is significantly lower than EGGQ's 39.75% return.

SIXL

• 1D: 1.57%
• 1M: 0.42%
• YTD: 7.20%
• 6M: 5.06%
• 1Y: 7.44%
• 3Y*: 9.35%
• 5Y*: 4.12%
• 10Y*: —

EGGQ

• 1D: -6.25%
• 1M: 9.79%
• YTD: 39.75%
• 6M: 36.73%
• 1Y: 61.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SIXL vs. EGGQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SIXL ETC 6 Meridian Low Beta Equity Strategy ETF	7.20%	-0.61%	0.13%
EGGQ NestYield Visionary ETF	39.75%	25.92%	-0.88%

Correlation

The correlation between SIXL and EGGQ is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.16
Correlation (All Time) Calculated using the full available price history since Dec 30, 2024	-0.03

The correlation between SIXL and EGGQ shifts across timeframes, from -0.16 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SIXL vs. EGGQ — Risk / Return Rank

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

SIXL

SIXL Risk / Return Rank: 23
SIXL Sharpe Ratio Rank: 22
SIXL Sortino Ratio Rank: 21
SIXL Omega Ratio Rank: 20
SIXL Calmar Ratio Rank: 25
SIXL Martin Ratio Rank: 25

EGGQ

EGGQ Risk / Return Rank: 55
EGGQ Sharpe Ratio Rank: 57
EGGQ Sortino Ratio Rank: 49
EGGQ Omega Ratio Rank: 52
EGGQ Calmar Ratio Rank: 67
EGGQ Martin Ratio Rank: 52

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.

SIXL vs. EGGQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) and NestYield Visionary ETF (EGGQ). 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.

	SIXL	EGGQ	Difference
Sharpe ratio: Return per unit of total volatility	0.75	1.82	-1.07
Sortino ratio: Return per unit of downside risk	1.12	2.27	-1.15
Omega ratio: Gain probability vs. loss probability	1.13	1.31	-0.18
Calmar ratio: Return relative to maximum drawdown	1.15	3.14	-1.99
Martin ratio: Return relative to average drawdown	3.05	8.35	-5.30

SIXL vs. EGGQ - Sharpe Ratio Comparison

The current SIXL Sharpe Ratio is 0.75, which is lower than the EGGQ Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of SIXL and EGGQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SIXL vs. EGGQ - Drawdown Comparison

The maximum SIXL drawdown since its inception was -16.08%, smaller than the maximum EGGQ drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for SIXL and EGGQ.

Drawdown Indicators

	SIXL	EGGQ	Difference
Max Drawdown Largest peak-to-trough decline	-16.08%	-22.70%	+6.62%
Max Drawdown (1Y) Largest decline over 1 year	-6.52%	-19.76%	+13.24%
Max Drawdown (3Y) Largest decline over 3 years	-11.65%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.08%	—	—
Current Drawdown Current decline from peak	-2.60%	-6.25%	+3.65%
Average Drawdown Average peak-to-trough decline	-4.55%	-5.64%	+1.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.44%	7.41%	-4.97%

Volatility

SIXL vs. EGGQ - Volatility Comparison

The current volatility for ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) is 3.79%, while NestYield Visionary ETF (EGGQ) has a volatility of 15.85%. This indicates that SIXL experiences smaller price fluctuations and is considered to be less risky than EGGQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SIXL	EGGQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.79%	15.85%	-12.06%
Volatility (6M) Calculated over the trailing 6-month period	7.21%	28.31%	-21.10%
Volatility (1Y) Calculated over the trailing 1-year period	9.98%	34.06%	-24.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.20%	34.14%	-21.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.57%	34.14%	-21.57%

SIXL vs. EGGQ - Expense Ratio Comparison

SIXL has a 0.47% expense ratio, which is lower than EGGQ's 0.89% expense ratio.

Dividends

SIXL vs. EGGQ - Dividend Comparison

SIXL's dividend yield for the trailing twelve months is around 2.22%, less than EGGQ's 5.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
EGGQ NestYield Visionary ETF	5.47%	5.70%	0.00%	0.00%	0.00%	0.00%	0.00%
SIXL ETC 6 Meridian Low Beta Equity Strategy ETF	2.22%	2.31%	1.28%	1.48%	1.45%	0.67%	0.40%

Frequently Asked Questions

Can I hold both SIXL and EGGQ in my portfolio?

SIXL and EGGQ have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SIXL or EGGQ?

EGGQ has higher volatility (15.85%) compared to SIXL (3.79%). In terms of maximum drawdown, SIXL dropped -16.08% vs EGGQ's -22.70%.

Which ETF is better, SIXL or EGGQ?

On 1-year performance, EGGQ leads with 61.68% vs 7.44% for SIXL. On fees, SIXL is cheaper at 0.47% per year. On volatility, SIXL has been the lower-risk option at 3.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SIXL or EGGQ?

Over the 1-year period, EGGQ has performed better with a 61.68% return vs 7.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SIXL or EGGQ?

SIXL is cheaper with a 0.47% expense ratio, compared with 0.89% for EGGQ.

Which ETF pays a higher dividend yield, SIXL or EGGQ?

EGGQ has the higher dividend yield at 5.47%, compared with 2.22% for SIXL.

What is the main difference between SIXL and EGGQ?

SIXL is categorized as Mid Cap Blend Equities, while EGGQ is Derivative Income. They also come from different issuers: Exchange Traded Concepts and NestYield. Their fees differ too: 0.47% for SIXL and 0.89% for EGGQ.

Which has better risk-adjusted returns?

EGGQ currently has the higher Sharpe Ratio (1.82 vs 0.75), 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.