UL vs. QQQY
UL (Unilever PLC) is a stock, while QQQY (Defiance Nasdaq 100 Enhanced Options Income ETF) is Nasdaq-100 fund actively managed by Defiance. Over the past year, UL returned -9.22% vs 28.38% for QQQY. At a 0.00 correlation, their price movements are largely independent.
Performance
UL vs. QQQY - Performance Comparison
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Returns By Period
In the year-to-date period, UL achieves a -5.83% return, which is significantly lower than QQQY's 15.16% return.
UL
- 1D
- 0.95%
- 1M
- 6.08%
- YTD
- -5.83%
- 6M
- -6.67%
- 1Y
- -9.22%
- 3Y*
- 4.87%
- 5Y*
- 1.47%
- 10Y*
- 5.46%
QQQY
- 1D
- 0.76%
- 1M
- -1.73%
- YTD
- 15.16%
- 6M
- 13.85%
- 1Y
- 28.38%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UL vs. QQQY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
UL Unilever PLC | -5.83% | 5.96% | 20.90% | -2.99% |
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | 15.16% | 14.96% | 7.70% | 7.19% |
Correlation
The correlation between UL and QQQY is -0.10, 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 | -0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023 | 0.00 |
The correlation between UL and QQQY shifts across timeframes, from -0.10 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UL vs. QQQY — Risk / Return Rank
UL
QQQY
UL vs. QQQY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Unilever PLC (UL) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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.
| UL | QQQY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -2.78 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.34 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 2.56 | -2.93 |
| Martin ratioReturn relative to average drawdown | -0.74 | 10.30 | -11.04 |
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Drawdowns
UL vs. QQQY - Drawdown Comparison
The maximum UL drawdown since its inception was -53.55%, which is greater than QQQY's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for UL and QQQY.
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Drawdown Indicators
| UL | QQQY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.55% | -19.05% | -34.50% |
Max Drawdown (1Y)Largest decline over 1 year | -25.09% | -11.14% | -13.95% |
Max Drawdown (3Y)Largest decline over 3 years | -25.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.13% | — | — |
Current DrawdownCurrent decline from peak | -17.43% | -3.63% | -13.80% |
Average DrawdownAverage peak-to-trough decline | -10.62% | -2.91% | -7.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.57% | 2.76% | +9.81% |
Volatility
UL vs. QQQY - Volatility Comparison
The current volatility for Unilever PLC (UL) is 6.93%, while Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) has a volatility of 8.38%. This indicates that UL experiences smaller price fluctuations and is considered to be less risky than QQQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UL | QQQY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.93% | 8.38% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 17.07% | 13.62% | +3.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.69% | 15.78% | +5.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.93% | 15.38% | +5.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.50% | 15.38% | +6.12% |
Dividends
UL vs. QQQY - Dividend Comparison
UL's dividend yield for the trailing twelve months is around 3.77%, less than QQQY's 36.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | 36.24% | 45.34% | 83.34% | 20.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UL Unilever PLC | 3.77% | 3.51% | 3.29% | 3.83% | 3.57% | 3.77% | 3.07% | 3.18% | 3.49% | 2.80% | 3.42% | 3.02% |
Frequently Asked Questions
UL and QQQY have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQY has higher volatility (8.38%) compared to UL (6.93%). In terms of maximum drawdown, UL dropped -53.55% vs QQQY's -19.05%.
QQQY currently has the higher Sharpe Ratio (1.81 vs -0.43), 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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