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XQQI vs. FYEE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XQQI vs. FYEE - Performance Comparison

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

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XQQI vs. FYEE - Yearly Performance Comparison


Returns By Period


XQQI

1D
1.50%
1M
-4.91%
YTD
6M
1Y
3Y*
5Y*
10Y*

FYEE

1D
0.48%
1M
-3.24%
YTD
-2.09%
6M
2.22%
1Y
17.36%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XQQI vs. FYEE - Expense Ratio Comparison

XQQI has a 0.98% expense ratio, which is higher than FYEE's 0.28% expense ratio.


Return for Risk

XQQI vs. FYEE — Risk / Return Rank

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

XQQI

FYEE
FYEE Risk / Return Rank: 6464
Overall Rank
FYEE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FYEE Sortino Ratio Rank: 6060
Sortino Ratio Rank
FYEE Omega Ratio Rank: 7272
Omega Ratio Rank
FYEE Calmar Ratio Rank: 5656
Calmar Ratio Rank
FYEE Martin Ratio Rank: 7373
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. FYEE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Boosted Nasdaq-100 High Income ETF (XQQI) and Fidelity Yield Enhanced Equity ETF (FYEE). 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. FYEE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XQQIFYEEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.14

0.95

-2.09

Correlation

The correlation between XQQI and FYEE is 0.96, 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

XQQI vs. FYEE - Dividend Comparison

XQQI's dividend yield for the trailing twelve months is around 3.71%, less than FYEE's 8.27% yield.


TTM20252024
XQQI
NEOS Boosted Nasdaq-100 High Income ETF
3.71%0.00%0.00%
FYEE
Fidelity Yield Enhanced Equity ETF
8.27%7.08%5.45%

Drawdowns

XQQI vs. FYEE - Drawdown Comparison

The maximum XQQI drawdown since its inception was -12.53%, smaller than the maximum FYEE drawdown of -18.79%. Use the drawdown chart below to compare losses from any high point for XQQI and FYEE.


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Drawdown Indicators


XQQIFYEEDifference

Max Drawdown

Largest peak-to-trough decline

-12.53%

-18.79%

+6.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

Current Drawdown

Current decline from peak

-6.50%

-4.26%

-2.24%

Average Drawdown

Average peak-to-trough decline

-3.39%

-2.40%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

Volatility

XQQI vs. FYEE - Volatility Comparison


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Volatility by Period


XQQIFYEEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.49%

Volatility (1Y)

Calculated over the trailing 1-year period

28.08%

15.88%

+12.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.08%

14.31%

+13.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.08%

14.31%

+13.77%