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XQQI vs. EIPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XQQI vs. EIPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Boosted Nasdaq-100 High Income ETF (XQQI) and FT Energy Income Partners Enhanced Income ETF (EIPI). The values are adjusted to include any dividend payments, if applicable.

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XQQI vs. EIPI - Yearly Performance Comparison


Returns By Period


XQQI

1D
0.02%
1M
-5.51%
YTD
6M
1Y
3Y*
5Y*
10Y*

EIPI

1D
0.54%
1M
0.96%
YTD
14.71%
6M
17.13%
1Y
21.90%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XQQI vs. EIPI - Expense Ratio Comparison

XQQI has a 0.98% expense ratio, which is lower than EIPI's 1.11% expense ratio.


Return for Risk

XQQI vs. EIPI — Risk / Return Rank

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

XQQI

EIPI
EIPI Risk / Return Rank: 6060
Overall Rank
EIPI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EIPI Sortino Ratio Rank: 6363
Sortino Ratio Rank
EIPI Omega Ratio Rank: 7070
Omega Ratio Rank
EIPI Calmar Ratio Rank: 4545
Calmar Ratio Rank
EIPI Martin Ratio Rank: 5353
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.

XQQI vs. EIPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Boosted Nasdaq-100 High Income ETF (XQQI) and FT Energy Income Partners Enhanced Income ETF (EIPI). 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.

XQQI vs. EIPI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XQQIEIPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.12

1.65

-2.78

Correlation

The correlation between XQQI and EIPI is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XQQI vs. EIPI - Dividend Comparison

XQQI's dividend yield for the trailing twelve months is around 3.71%, less than EIPI's 6.70% yield.


Drawdowns

XQQI vs. EIPI - Drawdown Comparison

The maximum XQQI drawdown since its inception was -12.53%, roughly equal to the maximum EIPI drawdown of -12.33%. Use the drawdown chart below to compare losses from any high point for XQQI and EIPI.


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Drawdown Indicators


XQQIEIPIDifference

Max Drawdown

Largest peak-to-trough decline

-12.53%

-12.33%

-0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

Current Drawdown

Current decline from peak

-6.48%

-0.88%

-5.60%

Average Drawdown

Average peak-to-trough decline

-3.46%

-1.68%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

Volatility

XQQI vs. EIPI - Volatility Comparison


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Volatility by Period


XQQIEIPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

Volatility (6M)

Calculated over the trailing 6-month period

6.95%

Volatility (1Y)

Calculated over the trailing 1-year period

27.73%

14.01%

+13.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.73%

13.23%

+14.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.73%

13.23%

+14.50%