XBCI vs. QQQH

Last updated Apr 2, 2026

Compare and contrast key facts about NEOS Boosted Bitcoin High Income ETF (XBCI) and NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH).

XBCI and QQQH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XBCI is an actively managed fund by Neos. It was launched on Feb 2, 2026. QQQH is managed by Neos. It was launched on Dec 19, 2019.

Performance

XBCI vs. QQQH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Boosted Bitcoin High Income ETF (XBCI) and NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH). The values are adjusted to include any dividend payments, if applicable.

XBCI vs. QQQH - Yearly Performance Comparison

	2026 (YTD)
XBCI NEOS Boosted Bitcoin High Income ETF	-11.88%
QQQH NEOS Nasdaq-100 Hedged Equity Income ETF	-2.92%

Returns By Period

XBCI

• 1D: 0.57%
• 1M: -0.61%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QQQH

• 1D: 0.61%
• 1M: -2.69%
• YTD: -2.89%
• 6M: -1.20%
• 1Y: 15.34%
• 3Y*: 19.08%
• 5Y*: 7.57%
• 10Y*: —

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

XBCI vs. QQQH - Expense Ratio Comparison

XBCI has a 0.98% expense ratio, which is higher than QQQH's 0.68% expense ratio.

XBCI

NEOS Boosted Bitcoin High Income ETF

QQQH

NEOS Nasdaq-100 Hedged Equity Income ETF

Return for Risk

XBCI vs. QQQH — Risk / Return Rank

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

QQQH

QQQH Risk / Return Rank: 65
QQQH Sharpe Ratio Rank: 57
QQQH Sortino Ratio Rank: 61
QQQH Omega Ratio Rank: 63
QQQH Calmar Ratio Rank: 67
QQQH Martin Ratio Rank: 75

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.

XBCI vs. QQQH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Boosted Bitcoin High Income ETF (XBCI) and NEOS Nasdaq-100 Hedged Equity Income ETF (QQQH). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	XBCI	QQQH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.05	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.64	0.66	-1.31

Correlation

The correlation between XBCI and QQQH is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

XBCI vs. QQQH - Dividend Comparison

XBCI's dividend yield for the trailing twelve months is around 7.25%, less than QQQH's 9.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
XBCI NEOS Boosted Bitcoin High Income ETF	7.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQQH NEOS Nasdaq-100 Hedged Equity Income ETF	9.43%	8.86%	7.53%	7.18%	9.05%	7.77%	7.48%	0.65%

Drawdowns

XBCI vs. QQQH - Drawdown Comparison

The maximum XBCI drawdown since its inception was -19.49%, smaller than the maximum QQQH drawdown of -31.24%. Use the drawdown chart below to compare losses from any high point for XBCI and QQQH.

Drawdown Indicators

	XBCI	QQQH	Difference
Max Drawdown Largest peak-to-trough decline	-19.49%	-31.24%	+11.75%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.87%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.24%	—
Current Drawdown Current decline from peak	-11.88%	-4.37%	-7.51%
Average Drawdown Average peak-to-trough decline	-11.13%	-8.48%	-2.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.90%	—

Volatility

Volatility by Period

	XBCI	QQQH	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.49%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.37%	—
Volatility (1Y) Calculated over the trailing 1-year period	86.31%	14.74%	+71.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	86.31%	13.40%	+72.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	86.31%	13.51%	+72.80%